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PAYH vs. DIVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAYH vs. DIVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares S&P Autocallable High Income ETF (PAYH) and Opal Dividend Income ETF (DIVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAYH achieves a 5.88% return, which is significantly higher than DIVZ's 4.54% return.


PAYH

1D
-0.91%
1M
-2.97%
YTD
5.88%
6M
1Y
3Y*
5Y*
10Y*

DIVZ

1D
-0.31%
1M
-1.74%
YTD
4.54%
6M
3.63%
1Y
11.08%
3Y*
15.39%
5Y*
9.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAYH vs. DIVZ - Yearly Performance Comparison


Correlation

The correlation between PAYH and DIVZ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 30, 2025

-0.14

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Return for Risk

PAYH vs. DIVZ — Risk / Return Rank

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

PAYH

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


DIVZ
DIVZ Risk / Return Rank: 3636
Overall Rank
DIVZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DIVZ Sortino Ratio Rank: 3636
Sortino Ratio Rank
DIVZ Omega Ratio Rank: 3232
Omega Ratio Rank
DIVZ Calmar Ratio Rank: 4242
Calmar Ratio Rank
DIVZ Martin Ratio Rank: 3333
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.

PAYH vs. DIVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares S&P Autocallable High Income ETF (PAYH) and Opal Dividend Income ETF (DIVZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PAYHDIVZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

4.51

PAYH vs. DIVZ - Sharpe Ratio Comparison


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Drawdowns

PAYH vs. DIVZ - Drawdown Comparison

The maximum PAYH drawdown since its inception was -16.33%, which is greater than DIVZ's maximum drawdown of -15.42%. Use the drawdown chart below to compare losses from any high point for PAYH and DIVZ.


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Drawdown Indicators


PAYHDIVZDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-15.42%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Current Drawdown

Current decline from peak

-3.55%

-3.17%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.71%

-3.48%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

Volatility

PAYH vs. DIVZ - Volatility Comparison


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Volatility by Period


PAYHDIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.78%

9.48%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

12.63%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

12.56%

+10.22%

PAYH vs. DIVZ - Expense Ratio Comparison

PAYH has a 0.74% expense ratio, which is higher than DIVZ's 0.65% expense ratio.


Dividends

PAYH vs. DIVZ - Dividend Comparison

PAYH's dividend yield for the trailing twelve months is around 6.63%, more than DIVZ's 2.56% yield.


PositionTTM20252024202320222021
DIVZ
Opal Dividend Income ETF
2.56%2.60%2.63%3.66%3.23%3.83%
PAYH
TrueShares S&P Autocallable High Income ETF
6.63%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAYH and DIVZ have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DIVZ is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIVZ is cheaper with a 0.65% expense ratio, compared with 0.74% for PAYH.

PAYH has the higher dividend yield at 6.63%, compared with 2.56% for DIVZ.

PAYH is categorized as Derivative Income, while DIVZ is Large Cap Value Equities. Their fees differ too: 0.74% for PAYH and 0.65% for DIVZ.

Portfolio Optimizer

Find the right allocation for PAYH and DIVZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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