CIL vs. IDVO

Last updated Aug 2, 2026

CIL (VictoryShares International Volatility Wtd ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - CIL is a Foreign Large Cap Equities fund tracking the Nasdaq Victory International 500 Volatility Weighted Index, while IDVO is a Derivative Income fund actively managed by Amplify. CIL is passively managed, while IDVO is actively managed. Over the past 3 years, CIL returned 14.57%/yr vs 21.67%/yr for IDVO. Their 0.71 correlation means they have sometimes moved together and sometimes differently. CIL charges 0.45%/yr vs 0.65%/yr for IDVO.

Performance

CIL vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Volatility Wtd ETF (CIL) 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, CIL achieves a 5.44% return, which is significantly lower than IDVO's 15.27% return.

CIL

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 5.44%
• 1Y: 16.21%
• 3Y*: 14.57%
• 5Y*: 7.36%
• 10Y*: 8.18%
• ALL TIME*: 7.33%

IDVO

• 1D: -0.12%
• 1M: 2.62%
• 6M: 5.05%
• YTD: 15.27%
• 1Y: 35.30%
• 3Y*: 21.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.98%

*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)
CIL VictoryShares International Volatility Wtd ETF	$0.00	$0.00	$0.00
IDVO Amplify CWP International Enhanced Dividend Income ETF	$9.04M	$8.69M	$10.70M

CIL vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	3.76%	16.29%	4.09%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.27%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between CIL and IDVO is 0.50, 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.	0.50
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.71

Over the past year, the correlation between CIL and IDVO has dropped to 0.50 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

CIL vs. IDVO - Sectors Allocation Comparison

Sectors	CIL	IDVO
Financial Services	24.8%	22.3%
Industrials	18.4%	6.9%
Consumer Defensive	8.8%	9.5%
Consumer Cyclical	8.2%	2.2%
Healthcare	7.7%	7.5%
Utilities	6.6%	3.1%
Basic Materials	6.6%	13.2%
Technology	6.4%	11.9%
Communication Services	5.8%	10.7%
Energy	4.6%	12.7%
Real Estate	2.2%	-

Return for Risk

CIL vs. IDVO — Risk / Return Rank

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

CIL

CIL Risk / Return Rank: 93
CIL Sharpe Ratio Rank: 93
CIL Sortino Ratio Rank: 94
CIL Omega Ratio Rank: 96
CIL Calmar Ratio Rank: 89
CIL Martin Ratio Rank: 94

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.

CIL vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Volatility Wtd ETF (CIL) 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.

	CIL	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.06	+0.44
Sortino ratio: Return per unit of downside risk	3.80	2.78	+1.02
Omega ratio: Gain probability vs. loss probability	1.67	1.37	+0.29
Calmar ratio: Return relative to maximum drawdown	3.69	3.32	+0.37
Martin ratio: Return relative to average drawdown	18.41	12.24	+6.17

CIL vs. IDVO - Sharpe Ratio Comparison

The current CIL Sharpe Ratio is 2.51, which is comparable to the IDVO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CIL 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

CIL vs. IDVO - Drawdown Comparison

The maximum CIL drawdown since its inception was -36.27%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for CIL and IDVO.

Drawdown Indicators

	CIL	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-36.27%	-15.46%	-20.81%
Max Drawdown (1Y) Largest decline over 1 year	-4.60%	-10.37%	+5.77%
Max Drawdown (3Y) Largest decline over 3 years	-11.29%	-15.46%	+4.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.27%	—	—
Current Drawdown Current decline from peak	-0.58%	-0.26%	-0.32%
Average Drawdown Average peak-to-trough decline	-6.47%	-2.29%	-4.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	2.81%	-1.78%

Volatility

CIL vs. IDVO - Volatility Comparison

The current volatility for VictoryShares International Volatility Wtd ETF (CIL) is 0.00%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 4.34%. This indicates that CIL 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.

Volatility by Period

	CIL	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	4.34%	-4.34%
Volatility (6M) Calculated over the trailing 6-month period	2.31%	14.08%	-11.77%
Volatility (1Y) Calculated over the trailing 1-year period	6.80%	16.69%	-9.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	16.43%	-0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.74%	16.43%	+0.31%

CIL vs. IDVO - Expense Ratio Comparison

CIL has a 0.45% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

CIL vs. IDVO - Dividend Comparison

CIL's dividend yield for the trailing twelve months is around 1.05%, less than IDVO's 5.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIL VictoryShares International Volatility Wtd ETF	1.05%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.66%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CIL and IDVO in my portfolio?

CIL and IDVO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CIL or IDVO?

IDVO has higher volatility (4.34%) compared to CIL (0.00%). In terms of maximum drawdown, CIL dropped -36.27% vs IDVO's -15.46%.

Which ETF is better, CIL or IDVO?

On 3-year performance, IDVO leads with 21.67% vs 14.57% for CIL. On fees, CIL is cheaper at 0.45% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CIL or IDVO?

Over the 3-year period, IDVO has performed better with a 21.67% return vs 14.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CIL or IDVO?

CIL is cheaper with a 0.45% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.66%, compared with 1.05% for CIL.

What is the main difference between CIL and IDVO?

CIL is categorized as Foreign Large Cap Equities, while IDVO is Derivative Income. They also come from different issuers: Crestview and Amplify. Their fees differ too: 0.45% for CIL and 0.65% for IDVO.

Which has better risk-adjusted returns?

CIL currently has the higher Sharpe Ratio (2.51 vs 2.06), 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.