AIVC vs. IDVO

Last updated Aug 4, 2026

AIVC (Amplify Bloomberg AI Value Chain ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - AIVC is a Technology Equities fund tracking the Bloomberg AI Value Chain Index, while IDVO is a Derivative Income fund actively managed by Amplify. AIVC is passively managed, while IDVO is actively managed. Over the past 3 years, AIVC returned 42.42%/yr vs 22.50%/yr for IDVO. Their 0.63 correlation means they have sometimes moved together and sometimes differently. AIVC charges 0.59%/yr vs 0.65%/yr for IDVO.

Performance

AIVC vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bloomberg AI Value Chain ETF (AIVC) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIVC achieves a 56.92% return, which is significantly higher than IDVO's 15.22% return.

AIVC

• 1D: 3.37%
• 1M: 0.06%
• 6M: 47.24%
• YTD: 56.92%
• 1Y: 96.84%
• 3Y*: 42.42%
• 5Y*: 15.82%
• 10Y*: 15.10%
• ALL TIME*: 15.34%

IDVO

• 1D: -0.05%
• 1M: 2.57%
• 6M: 4.08%
• YTD: 15.22%
• 1Y: 35.24%
• 3Y*: 22.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIVC Amplify Bloomberg AI Value Chain ETF	$721.94K	$1.14M	$2.79M
IDVO Amplify CWP International Enhanced Dividend Income ETF	$8.94M	$8.90M	$10.66M

AIVC vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AIVC Amplify Bloomberg AI Value Chain ETF	56.92%	39.94%	18.22%	39.28%	-5.01%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.22%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between AIVC and IDVO is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.63
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.63

The correlation between AIVC and IDVO has been stable across timeframes, ranging from 0.63 to 0.63 - a consistent structural relationship.

AIVC vs. IDVO - Sectors Allocation Comparison

Sectors	AIVC	IDVO
Technology	91.0%	11.9%
Consumer Cyclical	5.0%	2.2%
Communication Services	2.1%	10.7%
Industrials	1.7%	6.9%
Financial Services	0.0%	22.3%
Basic Materials	-	13.2%
Consumer Defensive	-	9.5%
Energy	-	12.7%
Healthcare	-	7.5%
Real Estate	-	-
Utilities	-	3.1%

Return for Risk

AIVC vs. IDVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIVC

AIVC Risk / Return Rank: 90
AIVC Sharpe Ratio Rank: 95
AIVC Sortino Ratio Rank: 89
AIVC Omega Ratio Rank: 87
AIVC Calmar Ratio Rank: 91
AIVC Martin Ratio Rank: 90

IDVO

IDVO Risk / Return Rank: 86
IDVO Sharpe Ratio Rank: 87
IDVO Sortino Ratio Rank: 85
IDVO Omega Ratio Rank: 86
IDVO Calmar Ratio Rank: 86
IDVO Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIVC vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg AI Value Chain ETF (AIVC) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIVC	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.77	2.13	+0.64
Sortino ratio: Return per unit of downside risk	3.14	2.85	+0.29
Omega ratio: Gain probability vs. loss probability	1.40	1.38	+0.01
Calmar ratio: Return relative to maximum drawdown	4.18	3.41	+0.77
Martin ratio: Return relative to average drawdown	14.70	12.59	+2.10

AIVC vs. IDVO - Sharpe Ratio Comparison

The current AIVC Sharpe Ratio is 2.77, which is higher than the IDVO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of AIVC and IDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIVC vs. IDVO - Drawdown Comparison

The maximum AIVC drawdown since its inception was -56.11%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for AIVC and IDVO.

Drawdown Indicators

	AIVC	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-56.11%	-15.46%	-40.65%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-10.37%	-12.92%
Max Drawdown (3Y) Largest decline over 3 years	-32.55%	-15.46%	-17.09%
Max Drawdown (5Y) Largest decline over 5 years	-53.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.11%	—	—
Current Drawdown Current decline from peak	-13.72%	-0.30%	-13.42%
Average Drawdown Average peak-to-trough decline	-16.35%	-2.29%	-14.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.61%	2.81%	+3.80%

Volatility

AIVC vs. IDVO - Volatility Comparison

Amplify Bloomberg AI Value Chain ETF (AIVC) has a higher volatility of 13.60% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 4.26%. This indicates that AIVC's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVC	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.60%	4.26%	+9.34%
Volatility (6M) Calculated over the trailing 6-month period	29.91%	13.86%	+16.05%
Volatility (1Y) Calculated over the trailing 1-year period	35.27%	16.69%	+18.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.40%	16.43%	+14.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.52%	16.43%	+11.09%

AIVC vs. IDVO - Expense Ratio Comparison

AIVC has a 0.59% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

AIVC vs. IDVO - Dividend Comparison

AIVC's dividend yield for the trailing twelve months is around 0.11%, less than IDVO's 5.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AIVC Amplify Bloomberg AI Value Chain ETF	0.11%	0.17%	0.21%	0.00%	0.00%	0.00%	0.39%	1.16%	0.38%	0.92%	0.64%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.67%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIVC and IDVO in my portfolio?

AIVC and IDVO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIVC or IDVO?

AIVC has higher volatility (13.60%) compared to IDVO (4.26%). In terms of maximum drawdown, AIVC dropped -56.11% vs IDVO's -15.46%.

Which ETF is better, AIVC or IDVO?

On 3-year performance, AIVC leads with 42.42% vs 22.50% for IDVO. On fees, AIVC is cheaper at 0.59% per year. On volatility, IDVO has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVC or IDVO?

Over the 3-year period, AIVC has performed better with a 42.42% return vs 22.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVC or IDVO?

AIVC is cheaper with a 0.59% expense ratio, compared with 0.65% for IDVO.

Which ETF pays a higher dividend yield, AIVC or IDVO?

IDVO has the higher dividend yield at 5.67%, compared with 0.11% for AIVC.

What is the main difference between AIVC and IDVO?

AIVC is categorized as Technology Equities, while IDVO is Derivative Income. Their fees differ too: 0.59% for AIVC and 0.65% for IDVO.

Which has better risk-adjusted returns?

AIVC currently has the higher Sharpe Ratio (2.77 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.