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Amplify International Enhanced Dividend Income ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US0321087225

CUSIP

032108722

Issuer

Amplify Investments

Inception Date

Sep 8, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IDVO features an expense ratio of 0.65%, falling within the medium range.


Expense ratio chart for IDVO: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IDVO vs. DFIVX IDVO vs. DIVO IDVO vs. DEW IDVO vs. SCHY IDVO vs. VXUS IDVO vs. JEPQ IDVO vs. QQQ IDVO vs. AVDV IDVO vs. SPY IDVO vs. DXJ
Popular comparisons:
IDVO vs. DFIVX IDVO vs. DIVO IDVO vs. DEW IDVO vs. SCHY IDVO vs. VXUS IDVO vs. JEPQ IDVO vs. QQQ IDVO vs. AVDV IDVO vs. SPY IDVO vs. DXJ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amplify International Enhanced Dividend Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.96%
10.55%
IDVO (Amplify International Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Returns By Period

Amplify International Enhanced Dividend Income ETF had a return of 13.24% year-to-date (YTD) and 14.40% in the last 12 months.


IDVO

YTD

13.24%

1M

2.97%

6M

4.89%

1Y

14.40%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.86%

1M

3.07%

6M

11.41%

1Y

28.22%

5Y (annualized)

13.69%

10Y (annualized)

11.40%

Monthly Returns

The table below presents the monthly returns of IDVO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.26%2.91%4.37%-0.37%4.50%-2.87%2.30%-0.28%0.75%-0.46%1.56%13.24%
20238.09%-3.81%1.75%-0.48%-2.98%7.77%3.81%-3.41%-2.36%-1.87%8.95%1.98%17.52%
2022-7.39%5.28%11.46%-2.95%5.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDVO is 47, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IDVO is 4747
Overall Rank
The Sharpe Ratio Rank of IDVO is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 5151
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IDVO, currently valued at 1.08, compared to the broader market0.002.004.001.082.34
The chart of Sortino ratio for IDVO, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.513.15
The chart of Omega ratio for IDVO, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.43
The chart of Calmar ratio for IDVO, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.553.37
The chart of Martin ratio for IDVO, currently valued at 5.93, compared to the broader market0.0020.0040.0060.0080.00100.005.9314.93
IDVO
^GSPC

The current Amplify International Enhanced Dividend Income ETF Sharpe ratio is 1.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amplify International Enhanced Dividend Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.08
2.34
IDVO (Amplify International Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Amplify International Enhanced Dividend Income ETF provided a 5.92% dividend yield over the last twelve months, with an annual payout of $1.82 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$1.82$1.64$0.51

Dividend yield

5.92%5.71%1.96%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify International Enhanced Dividend Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.14$0.15$0.15$0.15$0.16$0.15$0.15$0.15$0.16$0.16$0.15$0.00$1.68
2023$0.14$0.13$0.13$0.14$0.13$0.14$0.14$0.14$0.14$0.13$0.14$0.14$1.64
2022$0.12$0.12$0.13$0.13$0.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.23%
-0.64%
IDVO (Amplify International Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amplify International Enhanced Dividend Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amplify International Enhanced Dividend Income ETF was 11.00%, occurring on Sep 26, 2022. Recovery took 33 trading sessions.

The current Amplify International Enhanced Dividend Income ETF drawdown is 1.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11%Sep 13, 202210Sep 26, 202233Nov 10, 202243
-9.21%May 21, 202452Aug 5, 202449Oct 14, 2024101
-8.92%Jan 27, 202333Mar 15, 202362Jun 13, 202395
-8.04%Aug 1, 202346Oct 4, 202333Nov 20, 202379
-4.19%Dec 2, 202211Dec 16, 202215Jan 10, 202326

Volatility

Volatility Chart

The current Amplify International Enhanced Dividend Income ETF volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.95%
2.43%
IDVO (Amplify International Enhanced Dividend Income ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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