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

Correlation

The correlation between MSFO and DIVO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

MSFO vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSFT Option Income Strategy ETF (MSFO) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
24.01%
20.11%
MSFO
DIVO

Key characteristics

Sharpe Ratio

MSFO:

-0.08

DIVO:

0.64

Sortino Ratio

MSFO:

0.03

DIVO:

1.00

Omega Ratio

MSFO:

1.00

DIVO:

1.14

Calmar Ratio

MSFO:

-0.09

DIVO:

0.74

Martin Ratio

MSFO:

-0.20

DIVO:

2.95

Ulcer Index

MSFO:

8.25%

DIVO:

3.05%

Daily Std Dev

MSFO:

20.30%

DIVO:

14.00%

Max Drawdown

MSFO:

-19.15%

DIVO:

-30.04%

Current Drawdown

MSFO:

-12.45%

DIVO:

-6.50%

Returns By Period

In the year-to-date period, MSFO achieves a -5.08% return, which is significantly lower than DIVO's -1.09% return.


MSFO

YTD

-5.08%

1M

-0.62%

6M

-6.73%

1Y

-3.46%

5Y*

N/A

10Y*

N/A

DIVO

YTD

-1.09%

1M

-3.83%

6M

-1.43%

1Y

8.33%

5Y*

13.17%

10Y*

N/A

*Annualized

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MSFO vs. DIVO - Expense Ratio Comparison

MSFO has a 0.99% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Expense ratio chart for MSFO: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSFO: 0.99%
Expense ratio chart for DIVO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIVO: 0.55%

Risk-Adjusted Performance

MSFO vs. DIVO — Risk-Adjusted Performance Rank

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

MSFO
The Risk-Adjusted Performance Rank of MSFO is 1818
Overall Rank
The Sharpe Ratio Rank of MSFO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MSFO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MSFO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MSFO is 1818
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7171
Overall Rank
The Sharpe Ratio Rank of DIVO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7373
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.

MSFO vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) 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.


The chart of Sharpe ratio for MSFO, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00
MSFO: -0.08
DIVO: 0.64
The chart of Sortino ratio for MSFO, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
MSFO: 0.03
DIVO: 1.00
The chart of Omega ratio for MSFO, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
MSFO: 1.00
DIVO: 1.14
The chart of Calmar ratio for MSFO, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
MSFO: -0.09
DIVO: 0.74
The chart of Martin ratio for MSFO, currently valued at -0.20, compared to the broader market0.0020.0040.0060.00
MSFO: -0.20
DIVO: 2.95

The current MSFO Sharpe Ratio is -0.08, which is lower than the DIVO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MSFO 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
0.64
MSFO
DIVO

Dividends

MSFO vs. DIVO - Dividend Comparison

MSFO's dividend yield for the trailing twelve months is around 31.71%, more than DIVO's 4.92% yield.


TTM20242023202220212020201920182017
MSFO
YieldMax MSFT Option Income Strategy ETF
31.71%35.17%6.44%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.92%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

MSFO vs. DIVO - Drawdown Comparison

The maximum MSFO drawdown since its inception was -19.15%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for MSFO and DIVO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.45%
-6.50%
MSFO
DIVO

Volatility

MSFO vs. DIVO - Volatility Comparison

YieldMax MSFT Option Income Strategy ETF (MSFO) has a higher volatility of 11.58% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 10.10%. This indicates that MSFO's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.58%
10.10%
MSFO
DIVO