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ESPO vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESPO vs. IDVO

Last updated Jun 14, 2026

ESPO (VanEck Vectors Video Gaming and eSports ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - ESPO is a Large Cap Growth Equities fund tracking the MVIS Global Video Gaming and eSports Index, while IDVO is a Derivative Income fund actively managed by Amplify. ESPO is passively managed, while IDVO is actively managed. Over the past 3 years, ESPO returned 16.96%/yr vs 22.78%/yr for IDVO. A 0.67 correlation means they provide meaningful diversification when combined. ESPO charges 0.55%/yr vs 0.65%/yr for IDVO.

Performance

ESPO vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESPO achieves a -15.10% return, which is significantly lower than IDVO's 14.60% return.

ESPO

1D
-0.29%
1M
-2.74%
YTD
-15.10%
6M
-16.17%
1Y
-14.01%
3Y*
16.96%
5Y*
5.49%
10Y*
—

IDVO

1D
0.52%
1M
0.18%
YTD
14.60%
6M
15.00%
1Y
35.61%
3Y*
22.78%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. IDVO - Yearly Performance Comparison

2026 (YTD)2025202420232022
ESPO
VanEck Vectors Video Gaming and eSports ETF		-15.10%25.79%47.61%33.64%-4.31%
IDVO
Amplify CWP International Enhanced Dividend Income ETF		14.60%36.46%10.16%17.53%6.42%

Correlation

The correlation between ESPO and IDVO is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.67

The correlation between ESPO and IDVO has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

ESPO vs. IDVO - Sectors Allocation Comparison

Sectors
ESPO
IDVO

Technology

56.2%
10.7%

Communication Services

29.4%
10.3%

Consumer Cyclical

14.2%
3.2%

Basic Materials

-

17.1%

Consumer Defensive

-

8.2%

Energy

-

12.5%

Financial Services

-

19.9%

Healthcare

-

7.8%

Industrials

-

7.2%

Real Estate

-

-

Utilities

-

3.2%

Technology

ESPO
56.2%
IDVO
10.7%

Communication Services

ESPO
29.4%
IDVO
10.3%

Consumer Cyclical

ESPO
14.2%
IDVO
3.2%

Basic Materials

ESPO

-

IDVO
17.1%

Consumer Defensive

ESPO

-

IDVO
8.2%

Energy

ESPO

-

IDVO
12.5%

Financial Services

ESPO

-

IDVO
19.9%

Healthcare

ESPO

-

IDVO
7.8%

Industrials

ESPO

-

IDVO
7.2%

Real Estate

ESPO

-

IDVO

-

Utilities

ESPO

-

IDVO
3.2%

Compare stocks, funds, or ETFs

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VanEck Vectors Video Gaming and eSports ETF

Amplify CWP International Enhanced Dividend Income ETF

Often compared with ESPO:
ESPO vs. HEROESPO vs. ESGB.LESPO vs. GAMRESPO vs. NERDESPO vs. VGTESPO vs. MDLZESPO vs. SNSR
Often compared with IDVO:
IDVO vs. DIVOIDVO vs. SCHYIDVO vs. VXUSIDVO vs. NIHIIDVO vs. DIVIIDVO vs. AVDVIDVO vs. JEPQ

Return for Risk

ESPO vs. IDVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
Martin Ratio Rank
IDVO
IDVO Risk / Return Rank: 7575
Overall Rank
IDVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDVO Omega Ratio Rank: 7575
Omega Ratio Rank
IDVO Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ESPO vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) 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.

ESPOIDVODifference
Sharpe ratioReturn per unit of total volatility
-0.80
2.09

-2.89

Sortino ratioReturn per unit of downside risk
-1.02
2.81

-3.84

Omega ratioGain probability vs. loss probability

0.88

1.38

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.54

3.30

-3.84

Martin ratioReturn relative to average drawdown

-0.94

12.60

-13.54

ESPO vs. IDVO - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.80, which is lower than the IDVO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ESPO 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.

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Drawdowns

ESPO vs. IDVO - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for ESPO and IDVO.

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Drawdown Indicators

ESPOIDVODifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-15.46%

-35.53%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-10.37%

-17.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-15.46%

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

—

—

Current Drawdown

Current decline from peak

-27.19%

-0.84%

-26.35%

Average Drawdown

Average peak-to-trough decline

-15.06%

-2.30%

-12.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

2.71%

+13.24%

Volatility

ESPO vs. IDVO - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 4.42%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.41%. This indicates that ESPO 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.

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Volatility by Period

ESPOIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.41%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

13.94%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

16.40%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

16.50%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

16.50%

+9.21%

ESPO vs. IDVO - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

ESPO vs. IDVO - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.47%, less than IDVO's 5.46% yield.

PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF		1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
IDVO
Amplify CWP International Enhanced Dividend Income ETF		5.46%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ESPO and IDVO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDVO has higher volatility (6.41%) compared to ESPO (4.42%). In terms of maximum drawdown, ESPO dropped -50.99% vs IDVO's -15.46%.

On 3-year performance, IDVO leads with 22.78% vs 16.96% for ESPO. On fees, ESPO is cheaper at 0.55% per year. On volatility, ESPO has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDVO has performed better with a 22.78% return vs 16.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESPO is cheaper with a 0.55% expense ratio, compared with 0.65% for IDVO.

IDVO has the higher dividend yield at 5.46%, compared with 1.47% for ESPO.

ESPO is categorized as Large Cap Growth Equities, while IDVO is Derivative Income. They also come from different issuers: VanEck and Amplify. Their fees differ too: 0.55% for ESPO and 0.65% for IDVO.

IDVO currently has the higher Sharpe Ratio (2.09 vs -0.80), 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.

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