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

Correlation

The correlation between DIVI and IDVO is 0.86, 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.


-0.50.00.51.00.9

Performance

DIVI vs. IDVO - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-3.58%
1.57%
DIVI
IDVO

Key characteristics

Sharpe Ratio

DIVI:

0.53

IDVO:

1.28

Sortino Ratio

DIVI:

0.80

IDVO:

1.76

Omega Ratio

DIVI:

1.10

IDVO:

1.22

Calmar Ratio

DIVI:

0.66

IDVO:

1.82

Martin Ratio

DIVI:

1.55

IDVO:

6.64

Ulcer Index

DIVI:

4.38%

IDVO:

2.52%

Daily Std Dev

DIVI:

12.84%

IDVO:

13.10%

Max Drawdown

DIVI:

-27.76%

IDVO:

-11.00%

Current Drawdown

DIVI:

-8.18%

IDVO:

-1.47%

Returns By Period

In the year-to-date period, DIVI achieves a 1.77% return, which is significantly lower than IDVO's 2.55% return.


DIVI

YTD

1.77%

1M

2.45%

6M

-3.57%

1Y

5.60%

5Y*

6.47%

10Y*

N/A

IDVO

YTD

2.55%

1M

2.65%

6M

1.57%

1Y

14.88%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DIVI vs. IDVO - Expense Ratio Comparison

DIVI has a 0.09% 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 DIVI: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DIVI vs. IDVO — Risk-Adjusted Performance Rank

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

DIVI
The Risk-Adjusted Performance Rank of DIVI is 2121
Overall Rank
The Sharpe Ratio Rank of DIVI is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVI is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DIVI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DIVI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DIVI is 1818
Martin Ratio Rank

IDVO
The Risk-Adjusted Performance Rank of IDVO is 5151
Overall Rank
The Sharpe Ratio Rank of IDVO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 5757
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.

DIVI vs. IDVO - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for DIVI, currently valued at 0.53, compared to the broader market0.002.004.000.531.28
The chart of Sortino ratio for DIVI, currently valued at 0.80, compared to the broader market0.005.0010.000.801.76
The chart of Omega ratio for DIVI, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.22
The chart of Calmar ratio for DIVI, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.661.82
The chart of Martin ratio for DIVI, currently valued at 1.55, compared to the broader market0.0020.0040.0060.0080.00100.001.556.64
DIVI
IDVO

The current DIVI Sharpe Ratio is 0.53, which is lower than the IDVO Sharpe Ratio of 1.28. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.53
1.28
DIVI
IDVO

Dividends

DIVI vs. IDVO - Dividend Comparison

DIVI's dividend yield for the trailing twelve months is around 4.31%, less than IDVO's 5.99% yield.


TTM202420232022202120202019201820172016
DIVI
Franklin International Core Dividend Tilt Index ETF
4.31%4.39%3.17%5.43%2.77%5.87%1.61%5.67%5.71%13.51%
IDVO
Amplify International Enhanced Dividend Income ETF
5.99%6.14%5.71%1.96%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIVI vs. IDVO - Drawdown Comparison

The maximum DIVI drawdown since its inception was -27.76%, which is greater than IDVO's maximum drawdown of -11.00%. Use the drawdown chart below to compare losses from any high point for DIVI and IDVO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.18%
-1.47%
DIVI
IDVO

Volatility

DIVI vs. IDVO - Volatility Comparison

The current volatility for Franklin International Core Dividend Tilt Index ETF (DIVI) is 3.64%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 4.04%. This indicates that DIVI 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.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
4.04%
DIVI
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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