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

Correlation

The correlation between QDVO 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

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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Key characteristics

Daily Std Dev

QDVO:

23.06%

DIVO:

13.96%

Max Drawdown

QDVO:

-17.75%

DIVO:

-30.04%

Current Drawdown

QDVO:

-7.12%

DIVO:

-3.87%

Returns By Period

In the year-to-date period, QDVO achieves a -3.76% return, which is significantly lower than DIVO's 1.69% return.


QDVO

YTD

-3.76%

1M

6.56%

6M

-2.30%

1Y

N/A

5Y*

N/A

10Y*

N/A

DIVO

YTD

1.69%

1M

4.58%

6M

-1.08%

1Y

9.41%

5Y*

13.59%

10Y*

N/A

*Annualized

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QDVO vs. DIVO - Expense Ratio Comparison

Both QDVO and DIVO have an expense ratio of 0.55%.


Risk-Adjusted Performance

QDVO vs. DIVO — Risk-Adjusted Performance Rank

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

QDVO

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7676
Overall Rank
The Sharpe Ratio Rank of DIVO is 7171
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.

QDVO vs. DIVO - Risk-Adjusted Performance 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.



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Dividends

QDVO vs. DIVO - Dividend Comparison

QDVO's dividend yield for the trailing twelve months is around 6.30%, more than DIVO's 4.82% yield.


TTM20242023202220212020201920182017
QDVO
Amplify CWP Growth & Income ETF
6.30%2.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

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. For additional features, visit the drawdowns tool.


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Volatility

QDVO vs. DIVO - Volatility Comparison


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