IDUB vs. IDVO

Last updated Aug 2, 2026

IDUB (Aptus International Enhanced Yield ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - IDUB is a Long-Short fund actively managed by Aptus, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past 3 years, IDUB returned 16.22%/yr vs 21.67%/yr for IDVO. Their correlation of 0.86 means they have usually moved in the same direction. IDUB charges 0.45%/yr vs 0.65%/yr for IDVO.

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

Returns By Period

The year-to-date returns for both investments are quite close, with IDUB having a 15.21% return and IDVO slightly higher at 15.27%.

IDUB

• 1D: -0.01%
• 1M: 0.00%
• 6M: 9.16%
• YTD: 15.21%
• 1Y: 30.13%
• 3Y*: 16.22%
• 5Y*: 6.15%
• 10Y*: —
• ALL TIME*: 6.13%

IDVO

• 1D: -0.12%
• 1M: 2.62%
• 6M: 5.05%
• YTD: 15.27%
• 1Y: 35.30%
• 3Y*: 21.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDUB Aptus International Enhanced Yield ETF	$907.21K	$1.03M	$881.50K
IDVO Amplify CWP International Enhanced Dividend Income ETF	$9.04M	$8.69M	$10.70M

IDUB vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDUB Aptus International Enhanced Yield ETF	15.21%	27.53%	6.12%	9.07%	1.07%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.27%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between IDUB and IDVO is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.86

The correlation between IDUB and IDVO has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

IDUB vs. IDVO - Sectors Allocation Comparison

Sectors	IDUB	IDVO
Financial Services	21.7%	22.3%
Technology	21.0%	11.9%
Industrials	15.6%	6.9%
Consumer Cyclical	8.2%	2.2%
Basic Materials	7.6%	13.2%
Healthcare	6.8%	7.5%
Consumer Defensive	4.8%	9.5%
Energy	4.7%	12.7%
Communication Services	4.4%	10.7%
Utilities	3.0%	3.1%
Real Estate	2.4%	-

Return for Risk

IDUB vs. IDVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDUB

IDUB Risk / Return Rank: 78
IDUB Sharpe Ratio Rank: 79
IDUB Sortino Ratio Rank: 78
IDUB Omega Ratio Rank: 79
IDUB Calmar Ratio Rank: 74
IDUB Martin Ratio Rank: 78

IDVO

IDVO Risk / Return Rank: 86
IDVO Sharpe Ratio Rank: 87
IDVO Sortino Ratio Rank: 85
IDVO Omega Ratio Rank: 86
IDVO Calmar Ratio Rank: 86
IDVO Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 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.

	IDUB	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.06	-0.26
Sortino ratio: Return per unit of downside risk	2.52	2.78	-0.26
Omega ratio: Gain probability vs. loss probability	1.33	1.37	-0.04
Calmar ratio: Return relative to maximum drawdown	2.60	3.32	-0.72
Martin ratio: Return relative to average drawdown	9.99	12.24	-2.26

IDUB vs. IDVO - Sharpe Ratio Comparison

The current IDUB Sharpe Ratio is 1.81, which is comparable to the IDVO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IDUB 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

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.

Drawdown Indicators

	IDUB	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-15.46%	-13.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-10.37%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-15.46%	+2.58%
Max Drawdown (5Y) Largest decline over 5 years	-29.20%	—	—
Current Drawdown Current decline from peak	-1.95%	-0.26%	-1.69%
Average Drawdown Average peak-to-trough decline	-10.88%	-2.29%	-8.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.81%	+0.17%

Volatility

IDUB vs. IDVO - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) has a higher volatility of 4.84% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 4.34%. This indicates that IDUB'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

	IDUB	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	4.34%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	14.62%	14.08%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	16.69%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	16.43%	-1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.82%	16.43%	-1.61%

IDUB vs. IDVO - Expense Ratio Comparison

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

Dividends

IDUB vs. IDVO - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 4.59%, less than IDVO's 5.66% yield.

Position	TTM	2025	2024	2023	2022	2021
IDUB Aptus International Enhanced Yield ETF	4.59%	4.90%	5.64%	3.71%	2.62%	1.38%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.66%	5.42%	6.14%	5.72%	1.96%	0.00%

Frequently Asked Questions

Can I hold both IDUB and IDVO in my portfolio?

IDUB and IDVO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDUB or IDVO?

IDUB has higher volatility (4.84%) compared to IDVO (4.34%). In terms of maximum drawdown, IDUB dropped -29.20% vs IDVO's -15.46%.

Which ETF is better, IDUB or IDVO?

On 3-year performance, IDVO leads with 21.67% vs 16.22% for IDUB. On fees, IDUB is cheaper at 0.45% per year. On volatility, IDVO has been the lower-risk option at 4.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDUB or IDVO?

Over the 3-year period, IDVO has performed better with a 21.67% return vs 16.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDUB or IDVO?

IDUB is cheaper with a 0.45% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.66%, compared with 4.59% for IDUB.

What is the main difference between IDUB and IDVO?

IDUB is categorized as Long-Short, while IDVO is Derivative Income. They also come from different issuers: Aptus and Amplify. Their fees differ too: 0.45% for IDUB and 0.65% for IDVO.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.06 vs 1.81), 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.