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IDUB vs. IDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDUB vs. IDVO - Performance Comparison

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

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IDUB vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDUB
Aptus International Enhanced Yield ETF
2.69%27.53%6.12%9.07%1.07%
IDVO
Amplify International Enhanced Dividend Income ETF
7.15%36.46%10.16%17.53%5.47%

Returns By Period

In the year-to-date period, IDUB achieves a 2.69% return, which is significantly lower than IDVO's 7.15% return.


IDUB

1D
3.44%
1M
-7.91%
YTD
2.69%
6M
7.43%
1Y
25.47%
3Y*
13.36%
5Y*
10Y*

IDVO

1D
3.80%
1M
-5.12%
YTD
7.15%
6M
11.86%
1Y
36.67%
3Y*
21.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDUB vs. IDVO - Expense Ratio Comparison

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


Return for Risk

IDUB vs. IDVO — Risk / Return Rank

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

IDUB
IDUB Risk / Return Rank: 7979
Overall Rank
IDUB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDUB Omega Ratio Rank: 8080
Omega Ratio Rank
IDUB Calmar Ratio Rank: 7979
Calmar Ratio Rank
IDUB Martin Ratio Rank: 7878
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 9191
Overall Rank
IDVO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 9292
Sortino Ratio Rank
IDVO Omega Ratio Rank: 9393
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDVO Martin Ratio Rank: 9292
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.

IDUB vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) 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.


IDUBIDVODifference

Sharpe ratio

Return per unit of total volatility

1.51

2.00

-0.49

Sortino ratio

Return per unit of downside risk

2.10

2.61

-0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.40

-0.10

Calmar ratio

Return relative to maximum drawdown

2.16

2.77

-0.62

Martin ratio

Return relative to average drawdown

8.34

12.06

-3.72

IDUB vs. IDVO - Sharpe Ratio Comparison

The current IDUB Sharpe Ratio is 1.51, which is comparable to the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IDUB 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


IDUBIDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.00

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

1.32

-1.04

Correlation

The correlation between IDUB and IDVO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IDUB vs. IDVO - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 5.63%, more than IDVO's 5.54% yield.


TTM20252024202320222021
IDUB
Aptus International Enhanced Yield ETF
5.63%4.90%5.64%3.71%2.62%1.38%
IDVO
Amplify International Enhanced Dividend Income ETF
5.54%5.42%6.14%5.72%1.96%0.00%

Drawdowns

IDUB vs. IDVO - Drawdown Comparison

The maximum IDUB drawdown since its inception was -29.20%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for IDUB and IDVO.


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Drawdown Indicators


IDUBIDVODifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-15.46%

-13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.81%

+1.35%

Current Drawdown

Current decline from peak

-8.42%

-6.50%

-1.92%

Average Drawdown

Average peak-to-trough decline

-11.52%

-2.31%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.94%

+0.02%

Volatility

IDUB vs. IDVO - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) and Amplify International Enhanced Dividend Income ETF (IDVO) have volatilities of 8.04% and 8.13%, 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


IDUBIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

8.13%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

12.71%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

18.46%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

16.33%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

16.33%

-1.88%