BLOK vs. IDVO

Last updated Jul 17, 2026

BLOK (Amplify Blockchain Technology ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - BLOK is a Blockchain fund actively managed by Amplify, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past 3 years, BLOK returned 35.04%/yr vs 21.20%/yr for IDVO. A 0.58 correlation means they provide meaningful diversification when combined. BLOK charges 0.70%/yr vs 0.65%/yr for IDVO.

Performance

BLOK vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Blockchain Technology ETF (BLOK) 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, BLOK achieves a 4.97% return, which is significantly lower than IDVO's 13.48% return.

BLOK

• 1D: -3.74%
• 1M: -9.78%
• 6M: -7.07%
• YTD: 4.97%
• 1Y: -0.31%
• 3Y*: 35.04%
• 5Y*: 12.01%
• 10Y*: —

IDVO

• 1D: -0.68%
• 1M: -0.39%
• 6M: 5.53%
• YTD: 13.48%
• 1Y: 31.59%
• 3Y*: 21.20%
• 5Y*: —
• 10Y*: —

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

BLOK vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BLOK Amplify Blockchain Technology ETF	4.97%	32.64%	53.12%	99.62%	-25.22%
IDVO Amplify CWP International Enhanced Dividend Income ETF	13.48%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between BLOK and IDVO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.58

The correlation between BLOK and IDVO has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.

BLOK vs. IDVO - Sectors Allocation Comparison

Sectors	BLOK	IDVO
Financial Services	56.1%	19.9%
Technology	32.8%	10.7%
Consumer Cyclical	6.5%	3.2%
Communication Services	3.6%	10.3%
Industrials	1.6%	7.2%
Real Estate	0.0%	-
Basic Materials	-	17.1%
Consumer Defensive	-	8.2%
Energy	-	12.5%
Healthcare	-	7.8%
Utilities	-	3.2%

Return for Risk

BLOK vs. IDVO — Risk / Return Rank

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

BLOK

BLOK Risk / Return Rank: 10
BLOK Sharpe Ratio Rank: 9
BLOK Sortino Ratio Rank: 10
BLOK Omega Ratio Rank: 10
BLOK Calmar Ratio Rank: 9
BLOK Martin Ratio Rank: 9

IDVO

IDVO Risk / Return Rank: 75
IDVO Sharpe Ratio Rank: 76
IDVO Sortino Ratio Rank: 72
IDVO Omega Ratio Rank: 75
IDVO Calmar Ratio Rank: 75
IDVO Martin Ratio Rank: 76

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.

BLOK vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Blockchain Technology ETF (BLOK) 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.

	BLOK	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	-0.01	1.94	-1.94
Sortino ratio: Return per unit of downside risk	0.26	2.61	-2.35
Omega ratio: Gain probability vs. loss probability	1.03	1.35	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.01	3.06	-3.07
Martin ratio: Return relative to average drawdown	-0.02	11.29	-11.31

BLOK vs. IDVO - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is -0.01, which is lower than the IDVO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BLOK 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

BLOK vs. IDVO - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for BLOK and IDVO.

Drawdown Indicators

	BLOK	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-73.33%	-15.46%	-57.87%
Max Drawdown (1Y) Largest decline over 1 year	-35.64%	-10.37%	-25.27%
Max Drawdown (3Y) Largest decline over 3 years	-35.64%	-15.46%	-20.18%
Max Drawdown (5Y) Largest decline over 5 years	-73.33%	—	—
Current Drawdown Current decline from peak	-18.85%	-1.81%	-17.04%
Average Drawdown Average peak-to-trough decline	-25.91%	-2.30%	-23.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.93%	2.80%	+14.13%

Volatility

BLOK vs. IDVO - Volatility Comparison

Amplify Blockchain Technology ETF (BLOK) has a higher volatility of 8.37% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 3.53%. This indicates that BLOK'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

	BLOK	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.37%	3.53%	+4.84%
Volatility (6M) Calculated over the trailing 6-month period	29.55%	13.79%	+15.76%
Volatility (1Y) Calculated over the trailing 1-year period	38.97%	16.40%	+22.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.53%	16.41%	+26.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.98%	16.41%	+22.57%

BLOK vs. IDVO - Expense Ratio Comparison

BLOK has a 0.70% expense ratio, which is higher than IDVO's 0.65% expense ratio.

Dividends

BLOK vs. IDVO - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.82%, less than IDVO's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BLOK Amplify Blockchain Technology ETF	0.82%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.63%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLOK and IDVO in my portfolio?

BLOK and IDVO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLOK or IDVO?

BLOK has higher volatility (8.37%) compared to IDVO (3.53%). In terms of maximum drawdown, BLOK dropped -73.33% vs IDVO's -15.46%.

Which ETF is better, BLOK or IDVO?

On 3-year performance, BLOK leads with 35.04% vs 21.20% for IDVO. On fees, IDVO is cheaper at 0.65% per year. On volatility, IDVO has been the lower-risk option at 3.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLOK or IDVO?

Over the 3-year period, BLOK has performed better with a 35.04% return vs 21.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLOK or IDVO?

IDVO is cheaper with a 0.65% expense ratio, compared with 0.70% for BLOK.

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

IDVO has the higher dividend yield at 5.63%, compared with 0.82% for BLOK.

What is the main difference between BLOK and IDVO?

BLOK is categorized as Blockchain, while IDVO is Derivative Income. Their fees differ too: 0.70% for BLOK and 0.65% for IDVO.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (1.94 vs -0.01), 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.