PortfoliosLab logo
PSP vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSP and DIVO is 0.79, 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.


Performance

PSP vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Listed Private Equity ETF (PSP) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PSP:

0.37

DIVO:

0.69

Sortino Ratio

PSP:

0.65

DIVO:

1.16

Omega Ratio

PSP:

1.09

DIVO:

1.17

Calmar Ratio

PSP:

0.37

DIVO:

0.88

Martin Ratio

PSP:

1.47

DIVO:

3.32

Ulcer Index

PSP:

5.85%

DIVO:

3.20%

Daily Std Dev

PSP:

24.32%

DIVO:

13.96%

Max Drawdown

PSP:

-85.40%

DIVO:

-30.04%

Current Drawdown

PSP:

-9.03%

DIVO:

-3.87%

Returns By Period

In the year-to-date period, PSP achieves a -2.52% return, which is significantly lower than DIVO's 1.69% return.


PSP

YTD

-2.52%

1M

6.75%

6M

-5.24%

1Y

8.89%

5Y*

13.53%

10Y*

7.42%

DIVO

YTD

1.69%

1M

2.81%

6M

-1.08%

1Y

9.52%

5Y*

13.59%

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.


PSP vs. DIVO - Expense Ratio Comparison

PSP has a 1.44% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Risk-Adjusted Performance

PSP vs. DIVO — Risk-Adjusted Performance Rank

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

PSP
The Risk-Adjusted Performance Rank of PSP is 4848
Overall Rank
The Sharpe Ratio Rank of PSP is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PSP is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PSP is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PSP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of PSP is 5151
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7575
Overall Rank
The Sharpe Ratio Rank of DIVO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7878
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.

PSP vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Listed Private Equity ETF (PSP) 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 current PSP Sharpe Ratio is 0.37, which is lower than the DIVO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PSP 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.


Loading data...

Dividends

PSP vs. DIVO - Dividend Comparison

PSP's dividend yield for the trailing twelve months is around 8.38%, more than DIVO's 4.82% yield.


TTM20242023202220212020201920182017201620152014
PSP
Invesco Global Listed Private Equity ETF
8.38%8.62%3.96%2.87%10.33%4.66%5.86%6.80%10.18%4.11%6.23%4.94%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.82%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%

Drawdowns

PSP vs. DIVO - Drawdown Comparison

The maximum PSP drawdown since its inception was -85.40%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for PSP and DIVO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PSP vs. DIVO - Volatility Comparison


Loading data...