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LVHI vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHI and DIVO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LVHI vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legg Mason International Low Volatility High Dividend ETF (LVHI) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.27%
8.29%
LVHI
DIVO

Key characteristics

Sharpe Ratio

LVHI:

1.97

DIVO:

2.18

Sortino Ratio

LVHI:

2.57

DIVO:

3.09

Omega Ratio

LVHI:

1.37

DIVO:

1.40

Calmar Ratio

LVHI:

2.84

DIVO:

3.46

Martin Ratio

LVHI:

13.17

DIVO:

10.39

Ulcer Index

LVHI:

1.38%

DIVO:

1.95%

Daily Std Dev

LVHI:

9.23%

DIVO:

9.28%

Max Drawdown

LVHI:

-32.31%

DIVO:

-30.04%

Current Drawdown

LVHI:

0.00%

DIVO:

-2.08%

Returns By Period

In the year-to-date period, LVHI achieves a 1.61% return, which is significantly lower than DIVO's 3.21% return.


LVHI

YTD

1.61%

1M

3.40%

6M

5.27%

1Y

17.82%

5Y*

8.79%

10Y*

N/A

DIVO

YTD

3.21%

1M

3.17%

6M

8.29%

1Y

19.04%

5Y*

11.68%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LVHI vs. DIVO - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

LVHI vs. DIVO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LVHI
The Risk-Adjusted Performance Rank of LVHI is 7676
Overall Rank
The Sharpe Ratio Rank of LVHI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8383
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 8282
Overall Rank
The Sharpe Ratio Rank of DIVO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVHI vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) and Amplify CWP Enhanced Dividend Income ETF (DIVO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for LVHI, currently valued at 1.97, compared to the broader market0.002.004.001.972.18
The chart of Sortino ratio for LVHI, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.573.09
The chart of Omega ratio for LVHI, currently valued at 1.37, compared to the broader market1.002.003.001.371.40
The chart of Calmar ratio for LVHI, currently valued at 2.84, compared to the broader market0.005.0010.0015.0020.002.843.46
The chart of Martin ratio for LVHI, currently valued at 13.17, compared to the broader market0.0020.0040.0060.0080.00100.0013.1710.39
LVHI
DIVO

The current LVHI Sharpe Ratio is 1.97, which is comparable to the DIVO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of LVHI and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.97
2.18
LVHI
DIVO

Dividends

LVHI vs. DIVO - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.87%, more than DIVO's 4.55% yield.


TTM202420232022202120202019201820172016
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.87%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.55%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%

Drawdowns

LVHI vs. DIVO - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for LVHI and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.08%
LVHI
DIVO

Volatility

LVHI vs. DIVO - Volatility Comparison

The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 1.96%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 3.68%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.96%
3.68%
LVHI
DIVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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