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ETHO vs. IDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHO vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

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ETHO vs. IDVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ETHO achieves a 2.47% return, which is significantly lower than IDVO's 8.39% return.


ETHO

1D
1.26%
1M
-4.18%
YTD
2.47%
6M
5.50%
1Y
22.66%
3Y*
5Y*
10Y*

IDVO

1D
1.16%
1M
-3.07%
YTD
8.39%
6M
12.68%
1Y
37.65%
3Y*
21.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHO vs. IDVO - Expense Ratio Comparison

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


Return for Risk

ETHO vs. IDVO — Risk / Return Rank

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

ETHO
ETHO Risk / Return Rank: 5757
Overall Rank
ETHO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5757
Sortino Ratio Rank
ETHO Omega Ratio Rank: 5252
Omega Ratio Rank
ETHO Calmar Ratio Rank: 5959
Calmar Ratio Rank
ETHO Martin Ratio Rank: 6363
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 9191
Overall Rank
IDVO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDVO Omega Ratio Rank: 9292
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDVO Martin Ratio Rank: 9191
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.

ETHO vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) 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.


ETHOIDVODifference

Sharpe ratio

Return per unit of total volatility

1.01

2.05

-1.04

Sortino ratio

Return per unit of downside risk

1.55

2.67

-1.12

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.21

Calmar ratio

Return relative to maximum drawdown

1.62

2.99

-1.37

Martin ratio

Return relative to average drawdown

6.81

12.91

-6.11

ETHO vs. IDVO - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 1.01, which is lower than the IDVO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ETHO 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.


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Sharpe Ratios by Period


ETHOIDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.05

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.34

-0.85

Correlation

The correlation between ETHO and IDVO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETHO vs. IDVO - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.84%, less than IDVO's 5.47% yield.


TTM2025202420232022
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.84%0.86%0.69%0.00%0.00%
IDVO
Amplify International Enhanced Dividend Income ETF
5.47%5.42%6.14%5.72%1.96%

Drawdowns

ETHO vs. IDVO - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for ETHO and IDVO.


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Drawdown Indicators


ETHOIDVODifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-15.46%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-12.81%

-1.22%

Current Drawdown

Current decline from peak

-5.05%

-5.42%

+0.37%

Average Drawdown

Average peak-to-trough decline

-4.78%

-2.31%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.96%

+0.38%

Volatility

ETHO vs. IDVO - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) and Amplify International Enhanced Dividend Income ETF (IDVO) have volatilities of 7.58% and 7.46%, 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.


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Volatility by Period


ETHOIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.46%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

12.75%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

18.46%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

16.33%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

16.33%

+3.28%