EQQQ.DE vs. IDVO

Last updated Jun 5, 2026

EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IDVO is a Derivative Income fund actively managed by Amplify. EQQQ.DE is passively managed, while IDVO is actively managed. Over the past 3 years, EQQQ.DE returned 24.54%/yr vs 19.24%/yr for IDVO. At a 0.38 correlation, their price movements are largely independent. EQQQ.DE charges 0.30%/yr vs 0.65%/yr for IDVO.

Performance

EQQQ.DE vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EQQQ.DE is traded in EUR, while IDVO is traded in USD. To make them comparable, the IDVO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than IDVO's 13.55% return.

EQQQ.DE

• 1D: -0.85%
• 1M: 5.88%
• YTD: 20.52%
• 6M: 18.79%
• 1Y: 37.21%
• 3Y*: 24.54%
• 5Y*: 18.69%
• 10Y*: 21.28%

IDVO

• 1D: 0.12%
• 1M: 0.03%
• YTD: 13.55%
• 6M: 13.60%
• 1Y: 30.18%
• 3Y*: 19.24%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF	20.52%	6.94%	33.67%	51.32%	-18.13%
IDVO Amplify CWP International Enhanced Dividend Income ETF	13.55%	20.27%	17.43%	14.00%	-1.49%

Correlation

The correlation between EQQQ.DE and IDVO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.38

Return for Risk

EQQQ.DE vs. IDVO — Risk / Return Rank

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

EQQQ.DE

EQQQ.DE Risk / Return Rank: 71
EQQQ.DE Sharpe Ratio Rank: 75
EQQQ.DE Sortino Ratio Rank: 71
EQQQ.DE Omega Ratio Rank: 72
EQQQ.DE Calmar Ratio Rank: 76
EQQQ.DE Martin Ratio Rank: 62

IDVO

IDVO Risk / Return Rank: 67
IDVO Sharpe Ratio Rank: 67
IDVO Sortino Ratio Rank: 64
IDVO Omega Ratio Rank: 67
IDVO Calmar Ratio Rank: 68
IDVO Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQQQ.DE vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) 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.

	EQQQ.DE	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.07	+0.33
Sortino ratio: Return per unit of downside risk	3.19	2.78	+0.41
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	3.74	3.56	+0.17
Martin ratio: Return relative to average drawdown	11.10	15.00	-3.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQQQ.DE vs. IDVO - Sharpe Ratio Comparison

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the IDVO Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EQQQ.DE 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.

Sharpe Ratios by Period

	EQQQ.DE	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.07	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.15	-0.34

Drawdowns

EQQQ.DE vs. IDVO - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than IDVO's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and IDVO.

Drawdown Indicators

	EQQQ.DE	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-47.04%	-18.80%	-28.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.05%	-8.51%	-1.54%
Max Drawdown (3Y) Largest decline over 3 years	-26.70%	-18.80%	-7.90%
Max Drawdown (5Y) Largest decline over 5 years	-31.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.30%	—	—
Current Drawdown Current decline from peak	-0.85%	-2.71%	+1.86%
Average Drawdown Average peak-to-trough decline	-7.35%	-2.46%	-4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	2.02%	+1.37%

Volatility

EQQQ.DE vs. IDVO - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Amplify CWP International Enhanced Dividend Income ETF (IDVO) have volatilities of 4.26% and 4.40%, 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.

Volatility by Period

	EQQQ.DE	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	4.40%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	11.82%	-0.92%
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	14.64%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	14.95%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	14.95%	+4.70%

EQQQ.DE vs. IDVO - Expense Ratio Comparison

EQQQ.DE has a 0.30% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

EQQQ.DE vs. IDVO - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than IDVO's 5.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF	0.23%	0.29%	0.37%	0.39%	0.57%	0.25%	0.41%	0.54%	0.64%	0.68%	0.78%	0.73%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.61%	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 EQQQ.DE and IDVO in my portfolio?

EQQQ.DE and IDVO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EQQQ.DE or IDVO?

On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EQQQ.DE or IDVO?

EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for IDVO.

What is the main difference between EQQQ.DE and IDVO?

EQQQ.DE is categorized as Nasdaq-100, while IDVO is Derivative Income. They also come from different issuers: Invesco and Amplify. Their fees differ too: 0.30% for EQQQ.DE and 0.65% for IDVO.