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QDVO vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDVO vs. DIVO - Performance Comparison

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

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QDVO vs. DIVO - Yearly Performance Comparison


2026 (YTD)20252024
QDVO
Amplify CWP Growth & Income ETF
-5.75%20.16%11.80%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.01%17.40%3.69%

Returns By Period

In the year-to-date period, QDVO achieves a -5.75% return, which is significantly lower than DIVO's 2.01% return.


QDVO

1D
3.02%
1M
-3.55%
YTD
-5.75%
6M
-3.27%
1Y
20.76%
3Y*
5Y*
10Y*

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDVO vs. DIVO - Expense Ratio Comparison

QDVO has a 0.55% expense ratio, which is lower than DIVO's 0.56% expense ratio.


Return for Risk

QDVO vs. DIVO — Risk / Return Rank

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

QDVO
QDVO Risk / Return Rank: 7474
Overall Rank
QDVO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7474
Sortino Ratio Rank
QDVO Omega Ratio Rank: 7272
Omega Ratio Rank
QDVO Calmar Ratio Rank: 8080
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7878
Martin Ratio Rank

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
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.

QDVO vs. DIVO - Risk-Adjusted Trends Comparison

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


QDVODIVODifference

Sharpe ratio

Return per unit of total volatility

1.12

1.34

-0.22

Sortino ratio

Return per unit of downside risk

1.77

1.96

-0.18

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

2.07

2.03

+0.03

Martin ratio

Return relative to average drawdown

7.80

9.67

-1.87

QDVO vs. DIVO - Sharpe Ratio Comparison

The current QDVO Sharpe Ratio is 1.12, which is comparable to the DIVO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QDVO 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.


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Sharpe Ratios by Period


QDVODIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.34

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.83

+0.06

Correlation

The correlation between QDVO and DIVO is 0.59, 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.


Dividends

QDVO vs. DIVO - Dividend Comparison

QDVO's dividend yield for the trailing twelve months is around 11.26%, more than DIVO's 6.49% yield.


TTM202520242023202220212020201920182017
QDVO
Amplify CWP Growth & Income ETF
11.26%9.92%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

QDVO vs. DIVO - Drawdown Comparison

The maximum QDVO drawdown since its inception was -17.75%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for QDVO and DIVO.


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Drawdown Indicators


QDVODIVODifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-30.04%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-9.21%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

Current Drawdown

Current decline from peak

-7.50%

-4.13%

-3.37%

Average Drawdown

Average peak-to-trough decline

-2.50%

-2.62%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

1.93%

+0.78%

Volatility

QDVO vs. DIVO - Volatility Comparison

Amplify CWP Growth & Income ETF (QDVO) has a higher volatility of 5.31% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.57%. This indicates that QDVO'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.


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Volatility by Period


QDVODIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

3.57%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

7.01%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

13.17%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.02%

11.93%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

14.93%

+3.09%