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

Correlation

The correlation between USOI and DIVO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

USOI vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
-27.62%
135.47%
USOI
DIVO

Key characteristics

Sharpe Ratio

USOI:

-0.64

DIVO:

0.95

Sortino Ratio

USOI:

-0.75

DIVO:

1.41

Omega Ratio

USOI:

0.91

DIVO:

1.21

Calmar Ratio

USOI:

-0.27

DIVO:

1.09

Martin Ratio

USOI:

-1.94

DIVO:

4.19

Ulcer Index

USOI:

7.42%

DIVO:

3.16%

Daily Std Dev

USOI:

22.78%

DIVO:

13.98%

Max Drawdown

USOI:

-77.42%

DIVO:

-30.04%

Current Drawdown

USOI:

-52.61%

DIVO:

-3.96%

Returns By Period

In the year-to-date period, USOI achieves a -16.45% return, which is significantly lower than DIVO's 1.59% return.


USOI

YTD

-16.45%

1M

-7.03%

6M

-13.12%

1Y

-13.41%

5Y*

12.49%

10Y*

N/A

DIVO

YTD

1.59%

1M

7.78%

6M

2.97%

1Y

11.48%

5Y*

13.99%

10Y*

N/A

*Annualized

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USOI vs. DIVO - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Expense ratio chart for USOI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USOI: 0.85%
Expense ratio chart for DIVO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIVO: 0.55%

Risk-Adjusted Performance

USOI vs. DIVO — Risk-Adjusted Performance Rank

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

USOI
The Risk-Adjusted Performance Rank of USOI is 33
Overall Rank
The Sharpe Ratio Rank of USOI is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of USOI is 33
Sortino Ratio Rank
The Omega Ratio Rank of USOI is 33
Omega Ratio Rank
The Calmar Ratio Rank of USOI is 66
Calmar Ratio Rank
The Martin Ratio Rank of USOI is 00
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7878
Overall Rank
The Sharpe Ratio Rank of DIVO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7979
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.

USOI vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) 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 chart of Sharpe ratio for USOI, currently valued at -0.64, compared to the broader market-1.000.001.002.003.004.00
USOI: -0.64
DIVO: 0.95
The chart of Sortino ratio for USOI, currently valued at -0.75, compared to the broader market-2.000.002.004.006.008.00
USOI: -0.75
DIVO: 1.41
The chart of Omega ratio for USOI, currently valued at 0.91, compared to the broader market0.501.001.502.002.50
USOI: 0.91
DIVO: 1.21
The chart of Calmar ratio for USOI, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.0012.00
USOI: -0.27
DIVO: 1.09
The chart of Martin ratio for USOI, currently valued at -1.94, compared to the broader market0.0020.0040.0060.00
USOI: -1.94
DIVO: 4.19

The current USOI Sharpe Ratio is -0.64, which is lower than the DIVO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of USOI 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.64
0.95
USOI
DIVO

Dividends

USOI vs. DIVO - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 25.90%, more than DIVO's 4.82% yield.


TTM20242023202220212020201920182017
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
25.90%21.55%26.72%42.78%20.48%67.99%17.11%13.08%6.31%
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

USOI vs. DIVO - Drawdown Comparison

The maximum USOI drawdown since its inception was -77.42%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for USOI and DIVO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-52.61%
-3.96%
USOI
DIVO

Volatility

USOI vs. DIVO - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 11.11% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 9.55%. This indicates that USOI'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.11%
9.55%
USOI
DIVO