IBUY vs. IDVO

Last updated Apr 2, 2026

Compare and contrast key facts about Amplify Online Retail ETF (IBUY) and Amplify International Enhanced Dividend Income ETF (IDVO).

IBUY and IDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBUY is a passively managed fund by Amplify that tracks the performance of the EQM Online Retail Index. It was launched on Apr 20, 2016. IDVO is an actively managed fund by Amplify. It was launched on Sep 8, 2022.

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 International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

IBUY vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IBUY Amplify Online Retail ETF	-15.97%	15.26%	20.14%	38.01%	-14.38%
IDVO Amplify International Enhanced Dividend Income ETF	8.39%	36.46%	10.16%	17.53%	5.47%

Returns By Period

In the year-to-date period, IBUY achieves a -15.97% return, which is significantly lower than IDVO's 8.39% return.

IBUY

• 1D: 0.06%
• 1M: -4.59%
• YTD: -15.97%
• 6M: -17.78%
• 1Y: 3.26%
• 3Y*: 12.33%
• 5Y*: -13.11%
• 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)

IBUY vs. IDVO - Expense Ratio Comparison

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

IBUY

Amplify Online Retail ETF

IDVO

Amplify International Enhanced Dividend Income ETF

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: 15
IBUY Sharpe Ratio Rank: 14
IBUY Sortino Ratio Rank: 15
IBUY Omega Ratio Rank: 15
IBUY Calmar Ratio Rank: 15
IBUY Martin Ratio Rank: 15

IDVO

IDVO Risk / Return Rank: 91
IDVO Sharpe Ratio Rank: 90
IDVO Sortino Ratio Rank: 91
IDVO Omega Ratio Rank: 92
IDVO Calmar Ratio Rank: 89
IDVO Martin Ratio Rank: 91

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 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.

	IBUY	IDVO	Difference
Sharpe ratio Return per unit of total volatility	0.12	2.05	-1.92
Sortino ratio Return per unit of downside risk	0.37	2.67	-2.30
Omega ratio Gain probability vs. loss probability	1.05	1.41	-0.37
Calmar ratio Return relative to maximum drawdown	0.18	2.99	-2.81
Martin ratio Return relative to average drawdown	0.48	12.91	-12.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBUY vs. IDVO - Sharpe Ratio Comparison

The current IBUY Sharpe Ratio is 0.12, which is lower than the IDVO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IBUY 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.

Sharpe Ratios by Period

	IBUY	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	2.05	-1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.34	-1.01

Correlation

The correlation between IBUY and IDVO is 0.64, 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

IBUY vs. IDVO - Dividend Comparison

IBUY's dividend yield for the trailing twelve months is around 0.13%, less than IDVO's 5.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
IBUY Amplify Online Retail ETF	0.13%	0.11%	0.00%	0.00%	0.00%	0.00%	0.54%	0.29%
IDVO Amplify International Enhanced Dividend Income ETF	5.47%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%

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%	-12.81%	-10.42%
Max Drawdown (5Y) Largest decline over 5 years	-71.15%	—	—
Current Drawdown Current decline from peak	-54.99%	-5.42%	-49.57%
Average Drawdown Average peak-to-trough decline	-29.26%	-2.31%	-26.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.49%	2.96%	+5.53%

Volatility

IBUY vs. IDVO - Volatility Comparison

Amplify Online Retail ETF (IBUY) and Amplify International Enhanced Dividend Income ETF (IDVO) have volatilities of 7.26% 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.

Volatility by Period

	IBUY	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	7.46%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	16.46%	12.75%	+3.71%
Volatility (1Y) Calculated over the trailing 1-year period	26.27%	18.46%	+7.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.30%	16.33%	+15.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.13%	16.33%	+12.80%