Amplify CWP Enhanced Dividend Income ETF

10-Year Study

DIVO.US · · US · ETF

Executive Summary: Amplify CWP Enhanced Dividend Income ETF has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 18.5% and an annualized volatility of 11.5%.

1Y CAGR
+16.5%
3Y CAGR
+15.3%
5Y CAGR
+10.1%
10Y CAGR
+12.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.92.6-3.82.2————————3.8%
20254.8-0.4-2.3-1.53.43.70.92.52.61.22.1-2.515.0%
20241.72.53.4-2.82.70.92.52.92.1-1.56.4-5.116.2%
20230.9-2.31.52.2-4.24.92.8-2.2-2.9-1.13.83.77.0%
2022-2.2-2.23.8-3.80.7-6.45.2-1.4-6.911.34.6-2.6-1.5%
2021-1.42.35.82.82.00.62.30.5-4.16.8-2.05.822.9%
2020-1.7-8.8-9.112.82.70.52.87.0-0.9-3.59.62.812.4%
20195.63.11.72.3-3.76.30.90.11.40.13.01.924.9%
20183.7-2.5-3.81.10.21.63.61.11.9-3.82.2-7.8-3.2%
20171.93.9-0.41.00.4-0.72.10.21.43.71.84.221.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.5%. The dominant macroeconomic risk driver is VTV.US, accounting for 56.3% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-12-0110000
2017-01-0110190.962900669534
2017-02-0110590.872335608241
2017-03-0110547.789242164505
2017-04-0110652.39188795808
2017-05-0110699.679787819
2017-06-0110628.521525374388
2017-07-0110855.839829220171
2017-08-0110876.28165734062
2017-09-0111028.430960313095
2017-10-0111437.267522722126
2017-11-0111648.284115535142
2017-12-0112142.575282207199
2018-01-0112594.753695377947
2018-02-0112284.89180709642
2018-03-0111813.17721641815
2018-04-0111948.76605103988
2018-05-0111972.507034964581
2018-06-0112168.386324675745
2018-07-0112604.004269495745
2018-08-0112741.275026684349
2018-09-0112980.819613804704
2018-10-0112487.304719086585
2018-11-0112757.576737717114
2018-12-0111756.509363780442
2019-01-0112418.992787139761
2019-02-0112801.759549762266
2019-03-0113017.30439563994
2019-04-0113322.12051622085
2019-05-0112828.411553514248
2019-06-0113641.944561244622
2019-07-0113768.670957725524
2019-08-0113780.18565837565
2019-09-0113976.388394734287
2019-10-0113986.027104829058
2019-11-0114410.065659669437
2019-12-0114683.442766115728
2020-01-0114431.025002425848
2020-02-0113163.82572694634
2020-03-0111964.61493676618
2020-04-0113491.024355532554
2020-05-0113856.195620532391
2020-06-0113924.895688456189
2020-07-0114309.667820293042
2020-08-0115308.535757026877
2020-09-0115175.211048937477
2020-10-0114650.386518743735
2020-11-0116053.17462884497
2020-12-0116504.90021670925
2021-01-0116281.916097939644
2021-02-0116651.939062651614
2021-03-0117622.537762396092
2021-04-0118116.052657114207
2021-05-0118474.49623184656
2021-06-0118581.945208137917
2021-07-0119008.05382152214
2021-08-0119103.599961186403
2021-09-0118322.864443510043
2021-10-0119565.740531099393
2021-11-0119173.33505838212
2021-12-0120280.298864702265
2022-01-0119828.573276837986
2022-02-0119395.025390561826
2022-03-0120128.27894038878
2022-04-0119363.13355112074
2022-05-0119500.21024032086
2022-06-0118251.382734417955
2022-07-0119198.952032862177
2022-08-0118926.545266358313
2022-09-0117626.160364847816
2022-10-0119614.904421515672
2022-11-0120514.73299479251
2022-12-0119983.89235695572
2023-01-0120169.938868583624
2023-02-0119711.420901122357
2023-03-0120004.787010382635
2023-04-0120442.669081734966
2023-05-0119581.265970178218
2023-06-0120550.053368696834
2023-07-0121120.095740207653
2023-08-0120657.82579163567
2023-09-0120065.59498010803
2023-10-0119851.149852831775
2023-11-0120606.85059999353
2023-12-0121373.419154510462
2024-01-0121729.469224051492
2024-02-0122264.83811495294
2024-03-0123011.611734644364
2024-04-0122367.62945952065
2024-05-0122965.552932043858
2024-06-0123183.620661771838
2024-07-0123769.96474431542
2024-08-0124457.288870200857
2024-09-0124973.056894265286
2024-10-0124599.023191124623
2024-11-0126182.488598505675
2024-12-0124839.926254164377
2025-01-0126036.355403176247
2025-02-0125924.44286314972
2025-03-0125320.632661642463
2025-04-0124929.52097551509
2025-05-0125781.220687647576
2025-06-0126744.962318465565
2025-07-0126972.41000097034
2025-08-0127638.063201474914
2025-09-0128352.621535077786
2025-10-0128690.23514571271
2025-11-0129282.271889251868
2025-12-0128557.104505611802
2026-01-0129387.068603033928
2026-02-0130145.2275447165
2026-03-0129013.16427855225
2026-04-0129647.119707604226
Annual Return Matrix
YearAnnual Return
20170.21425752822071997
2018-0.03179440188379712
20190.24896279259153276
20200.12404839107602306
20210.22874410620010122
2022-0.014615490122901531
20230.06953233998336161
20240.1621877657755273
20250.14964530141566934
20260.038169668139087065
Total Factor Risk
0.11498597988629466
VTI.US Exposure
0.24230332445184868
VEA.US Exposure
-0.09032454747864434
VWO.US Exposure
0.014379932626171165
QQQ.US Exposure
-0.02786252777704482
VTV.US Exposure
0.5625827207191426
IJR.US Exposure
-0.06851616895726412
QUAL.US Exposure
0.028318692153536894
SHV.US Exposure
0.3066134950905422
TLT.US Exposure
-0.008723812881965415
LQD.US Exposure
-0.0017610221076093157
HYG.US Exposure
0.034028968842508105
GLD.US Exposure
0.01242734973488024
USO.US Exposure
0.0012094781103524793
VNQ.US Exposure
-0.08422687154568793
BTC-USD.CC Exposure
-0.0021869469131806352
CPER.US Exposure
-0.013003628981190023
VIX.INDX Exposure
0.009968966590898059
UUP.US Exposure
0.019270482300239884
TIP.US Exposure
0.028578284596293323
Idiosyncratic Exposure
0.03692383142617305
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$236
Avg Yield on Cost
2.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$236.122.36%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amplify CWP Enhanced Dividend Income ETF a high-risk investment?

Amplify CWP Enhanced Dividend Income ETF (DIVO.US) has an annualized volatility of 11.5% and experienced a maximum drawdown of 18.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DIVO.US?

Over the past 10 years, DIVO.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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