CGIE vs. IDVO

In the year-to-date period, CGIE achieves a 18.43% return, which is significantly higher than IDVO's 15.52% return.

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

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.

The current CGIE Sharpe Ratio is 0.70, which is comparable to the IDVO Sharpe Ratio of 0.76. 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.

CGIE's dividend yield for the trailing twelve months is around 1.08%, less than IDVO's 5.55% yield.

The maximum CGIE drawdown since its inception was -13.81%, smaller than the maximum IDVO drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for CGIE and IDVO.

Capital Group International Equity ETF (CGIE) has a higher volatility of 2.91% compared to Amplify International Enhanced Dividend Income ETF (IDVO) at 2.23%. This indicates that CGIE'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.