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NELS vs. QDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NELS vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nelson Select ETF (NELS) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NELS achieves a 9.49% return, which is significantly higher than QDVO's 7.10% return.


NELS

1D
-2.87%
1M
1.32%
YTD
9.49%
6M
9.64%
1Y
3Y*
5Y*
10Y*

QDVO

1D
-2.56%
1M
-0.02%
YTD
7.10%
6M
6.69%
1Y
24.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NELS vs. QDVO - Yearly Performance Comparison


2026 (YTD)2025
NELS
Nelson Select ETF
9.49%2.42%
QDVO
Amplify CWP Growth & Income ETF
7.10%2.18%

Correlation

The correlation between NELS and QDVO is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.85

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Return for Risk

NELS vs. QDVO — Risk / Return Rank

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

NELS

QDVO
QDVO Risk / Return Rank: 5656
Overall Rank
QDVO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 5757
Sortino Ratio Rank
QDVO Omega Ratio Rank: 5858
Omega Ratio Rank
QDVO Calmar Ratio Rank: 4949
Calmar Ratio Rank
QDVO Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NELS vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) and Amplify CWP Growth & Income ETF (QDVO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NELS vs. QDVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NELSQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.30

+0.04

Drawdowns

NELS vs. QDVO - Drawdown Comparison

The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for NELS and QDVO.


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Drawdown Indicators


NELSQDVODifference

Max Drawdown

Largest peak-to-trough decline

-9.30%

-17.75%

+8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

Current Drawdown

Current decline from peak

-2.88%

-3.38%

+0.50%

Average Drawdown

Average peak-to-trough decline

-1.61%

-2.37%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

Volatility

NELS vs. QDVO - Volatility Comparison


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Volatility by Period


NELSQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

12.48%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

17.52%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

17.52%

-2.72%

NELS vs. QDVO - Expense Ratio Comparison

NELS has a 1.69% expense ratio, which is higher than QDVO's 0.56% expense ratio.


Dividends

NELS vs. QDVO - Dividend Comparison

NELS has not paid dividends to shareholders, while QDVO's dividend yield for the trailing twelve months is around 10.38%.


PositionTTM20252024
NELS
Nelson Select ETF
0.00%0.00%0.00%
QDVO
Amplify CWP Growth & Income ETF
10.38%9.92%2.79%

Frequently Asked Questions


NELS and QDVO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVO is cheaper with a 0.56% expense ratio, compared with 1.69% for NELS.

QDVO has the higher dividend yield at 10.38%, compared with 0.00% for NELS.

NELS is categorized as Large Cap Blend Equities, while QDVO is Derivative Income. They also come from different issuers: Nelson Capital Management and Amplify. Their fees differ too: 1.69% for NELS and 0.56% for QDVO.

Portfolio Optimizer

Find the right allocation for NELS and QDVO

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