DIVI vs. IDVO

In the year-to-date period, DIVI achieves a 15.93% return, which is significantly higher than IDVO's 12.65% return.

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DIVI has a 0.09% expense ratio, which is lower than IDVO's 0.65% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) 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 DIVI Sharpe Ratio is 0.59, which is comparable to the IDVO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DIVI 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.

DIVI's dividend yield for the trailing twelve months is around 3.88%, less than IDVO's 5.69% yield.

The maximum DIVI drawdown since its inception was -27.76%, which is greater than IDVO's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for DIVI and IDVO. For additional features, visit the drawdowns tool.

Franklin International Core Dividend Tilt Index ETF (DIVI) and Amplify International Enhanced Dividend Income ETF (IDVO) have volatilities of 3.31% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.