IBUY vs. IDVO

Last updated Jun 24, 2026

IBUY (Amplify Online Retail ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - IBUY is a Consumer Discretionary Equities fund tracking the EQM Online Retail Index, while IDVO is a Derivative Income fund actively managed by Amplify. IBUY is passively managed, while IDVO is actively managed. Over the past 3 years, IBUY returned 15.47%/yr vs 21.99%/yr for IDVO. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

IBUY vs. IDVO - Performance Comparison

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

Returns By Period

In the year-to-date period, IBUY achieves a -9.12% return, which is significantly lower than IDVO's 11.71% return.

IBUY

• 1D: 0.18%
• 1M: 3.20%
• YTD: -9.12%
• 6M: -9.86%
• 1Y: 2.17%
• 3Y*: 15.47%
• 5Y*: -12.18%
• 10Y*: 11.07%

IDVO

• 1D: -1.65%
• 1M: -1.08%
• YTD: 11.71%
• 6M: 10.97%
• 1Y: 32.71%
• 3Y*: 21.99%
• 5Y*: —
• 10Y*: —

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

IBUY vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IBUY Amplify Online Retail ETF	-9.12%	15.26%	20.14%	38.01%	-13.80%
IDVO Amplify CWP International Enhanced Dividend Income ETF	11.71%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between IBUY and IDVO is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.63

The correlation between IBUY and IDVO has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

IBUY vs. IDVO - Sectors Allocation Comparison

Sectors	IBUY	IDVO
Consumer Cyclical	68.1%	3.2%
Communication Services	8.6%	10.3%
Technology	6.0%	10.7%
Financial Services	5.1%	19.9%
Healthcare	5.0%	7.8%
Industrials	4.9%	7.2%
Consumer Defensive	1.7%	8.2%
Real Estate	0.6%	-
Basic Materials	-	17.1%
Energy	-	12.5%
Utilities	-	3.2%

Return for Risk

IBUY vs. IDVO — Risk / Return Rank

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

IBUY

IBUY Risk / Return Rank: 10
IBUY Sharpe Ratio Rank: 10
IBUY Sortino Ratio Rank: 10
IBUY Omega Ratio Rank: 10
IBUY Calmar Ratio Rank: 10
IBUY Martin Ratio Rank: 9

IDVO

IDVO Risk / Return Rank: 64
IDVO Sharpe Ratio Rank: 63
IDVO Sortino Ratio Rank: 60
IDVO Omega Ratio Rank: 63
IDVO Calmar Ratio Rank: 66
IDVO Martin Ratio Rank: 68

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.

IBUY vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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.

	IBUY	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	0.10	2.01	-1.91
Sortino ratio: Return per unit of downside risk	0.29	2.71	-2.42
Omega ratio: Gain probability vs. loss probability	1.03	1.37	-0.33
Calmar ratio: Return relative to maximum drawdown	0.09	3.17	-3.07
Martin ratio: Return relative to average drawdown	0.20	12.03	-11.83

IBUY vs. IDVO - Sharpe Ratio Comparison

The current IBUY Sharpe Ratio is 0.10, which is lower than the IDVO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of IBUY 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.

Drawdowns

IBUY vs. IDVO - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for IBUY and IDVO.

Drawdown Indicators

	IBUY	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-73.00%	-15.46%	-57.54%
Max Drawdown (1Y) Largest decline over 1 year	-23.23%	-10.37%	-12.86%
Max Drawdown (3Y) Largest decline over 3 years	-28.87%	-15.46%	-13.41%
Max Drawdown (5Y) Largest decline over 5 years	-71.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-73.00%	—	—
Current Drawdown Current decline from peak	-51.33%	-3.34%	-47.99%
Average Drawdown Average peak-to-trough decline	-29.75%	-2.30%	-27.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.99%	2.73%	+8.26%

Volatility

IBUY vs. IDVO - Volatility Comparison

Amplify Online Retail ETF (IBUY) has a higher volatility of 6.65% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 6.04%. This indicates that IBUY's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBUY	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.65%	6.04%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	16.52%	13.94%	+2.58%
Volatility (1Y) Calculated over the trailing 1-year period	21.87%	16.37%	+5.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.13%	16.49%	+15.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.18%	16.49%	+12.69%

IBUY vs. IDVO - Expense Ratio Comparison

Both IBUY and IDVO have an expense ratio of 0.65%.

Dividends

IBUY vs. IDVO - Dividend Comparison

IBUY's dividend yield for the trailing twelve months is around 0.12%, less than IDVO's 5.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IBUY Amplify Online Retail ETF	0.12%	0.11%	0.00%	0.00%	0.00%	0.00%	0.54%	0.29%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.60%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBUY and IDVO in my portfolio?

IBUY and IDVO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBUY or IDVO?

IBUY has higher volatility (6.65%) compared to IDVO (6.04%). In terms of maximum drawdown, IBUY dropped -73.00% vs IDVO's -15.46%.

Which ETF is better, IBUY or IDVO?

On 3-year performance, IDVO leads with 21.99% vs 15.47% for IBUY. Both ETFs have the same 0.65% expense ratio. On volatility, IDVO has been the lower-risk option at 6.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IBUY or IDVO?

Over the 3-year period, IDVO has performed better with a 21.99% return vs 15.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IBUY or IDVO?

IBUY and IDVO have the same expense ratio: 0.65% per year.

Which ETF pays a higher dividend yield, IBUY or IDVO?

IDVO has the higher dividend yield at 5.60%, compared with 0.12% for IBUY.

What is the main difference between IBUY and IDVO?

IBUY is categorized as Consumer Discretionary Equities, while IDVO is Derivative Income.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.01 vs 0.10), 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.