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CGIE vs. IDVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGIE and IDVO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

CGIE vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group International Equity ETF (CGIE) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.90%
8.40%
CGIE
IDVO

Key characteristics

Sharpe Ratio

CGIE:

0.75

IDVO:

1.50

Sortino Ratio

CGIE:

1.12

IDVO:

2.04

Omega Ratio

CGIE:

1.13

IDVO:

1.26

Calmar Ratio

CGIE:

0.87

IDVO:

2.15

Martin Ratio

CGIE:

2.09

IDVO:

7.86

Ulcer Index

CGIE:

4.64%

IDVO:

2.52%

Daily Std Dev

CGIE:

12.88%

IDVO:

13.21%

Max Drawdown

CGIE:

-11.14%

IDVO:

-11.00%

Current Drawdown

CGIE:

-3.47%

IDVO:

0.00%

Returns By Period

In the year-to-date period, CGIE achieves a 7.49% return, which is significantly lower than IDVO's 9.50% return.


CGIE

YTD

7.49%

1M

7.25%

6M

0.90%

1Y

7.13%

5Y*

N/A

10Y*

N/A

IDVO

YTD

9.50%

1M

7.30%

6M

8.41%

1Y

17.78%

5Y*

N/A

10Y*

N/A

*Annualized

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


CGIE vs. IDVO - Expense Ratio Comparison

CGIE has a 0.54% expense ratio, which is lower than IDVO's 0.65% expense ratio.


IDVO
Amplify International Enhanced Dividend Income ETF
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%
Expense ratio chart for CGIE: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Risk-Adjusted Performance

CGIE vs. IDVO — Risk-Adjusted Performance Rank

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

CGIE
The Risk-Adjusted Performance Rank of CGIE is 2828
Overall Rank
The Sharpe Ratio Rank of CGIE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of CGIE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CGIE is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CGIE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CGIE is 2323
Martin Ratio Rank

IDVO
The Risk-Adjusted Performance Rank of IDVO is 6262
Overall Rank
The Sharpe Ratio Rank of IDVO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 6565
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.

CGIE vs. IDVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) and Amplify 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.


Sharpe ratio
The chart of Sharpe ratio for CGIE, currently valued at 0.75, compared to the broader market0.002.004.000.751.50
The chart of Sortino ratio for CGIE, currently valued at 1.12, compared to the broader market0.005.0010.001.122.04
The chart of Omega ratio for CGIE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.26
The chart of Calmar ratio for CGIE, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.872.15
The chart of Martin ratio for CGIE, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.00100.002.097.86
CGIE
IDVO

The current CGIE Sharpe Ratio is 0.75, which is lower than the IDVO Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CGIE and IDVO, 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 Ratio0.000.501.001.502.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
0.75
1.50
CGIE
IDVO

Dividends

CGIE vs. IDVO - Dividend Comparison

CGIE's dividend yield for the trailing twelve months is around 1.19%, less than IDVO's 5.67% yield.


TTM202420232022
CGIE
Capital Group International Equity ETF
1.19%1.28%0.19%0.00%
IDVO
Amplify International Enhanced Dividend Income ETF
5.67%6.14%5.71%1.96%

Drawdowns

CGIE vs. IDVO - Drawdown Comparison

The maximum CGIE drawdown since its inception was -11.14%, roughly equal to the maximum IDVO drawdown of -11.00%. Use the drawdown chart below to compare losses from any high point for CGIE and IDVO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.47%
0
CGIE
IDVO

Volatility

CGIE vs. IDVO - Volatility Comparison

The current volatility for Capital Group International Equity ETF (CGIE) is 3.53%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 3.79%. This indicates that CGIE experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.53%
3.79%
CGIE
IDVO
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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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