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USD=X vs. DIVO
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. DIVO

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 5 years, USD=X returned 0.00%/yr vs 10.72%/yr for DIVO.

Performance

USD=X vs. DIVO - Performance Comparison

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

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Returns By Period

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

DIVO

1D
-0.30%
1M
1.64%
YTD
5.28%
6M
5.66%
1Y
17.72%
3Y*
15.15%
5Y*
10.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. DIVO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF		5.28%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

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USD Cash

Amplify CWP Enhanced Dividend Income ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with DIVO:
DIVO vs. JEPIDIVO vs. SCHDDIVO vs. QDVODIVO vs. JEPQDIVO vs. IDVODIVO vs. DIVDIVO vs. DGRO

Return for Risk

USD=X vs. DIVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
DIVO
DIVO Risk / Return Rank: 6666
Overall Rank
DIVO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7272
Sortino Ratio Rank
DIVO Omega Ratio Rank: 6363
Omega Ratio Rank
DIVO Calmar Ratio Rank: 6666
Calmar Ratio Rank
DIVO Martin Ratio Rank: 6565
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.

USD=X vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

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

USD=X vs. DIVO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.96

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.84

—

Drawdowns

USD=X vs. DIVO - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for USD=X and DIVO.

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Drawdown Indicators

USD=XDIVODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-30.04%

+30.04%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-5.95%

+5.95%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-12.12%

+12.12%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-13.72%

+13.72%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.27%

+1.27%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.61%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.65%

-1.65%

Volatility

USD=X vs. DIVO - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 2.30%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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

USD=XDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.30%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.02%

-7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.09%

-9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.95%

-11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

14.84%

-14.84%

Frequently Asked Questions

DIVO has higher volatility (2.30%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DIVO's -30.04%.

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