IDVO vs. BTC-USD
IDVO (Amplify CWP International Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, IDVO returned 22.06%/yr vs 33.16%/yr for BTC-USD. At a 0.27 correlation, their price movements are largely independent.
Performance
IDVO vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IDVO achieves a 11.49% return, which is significantly higher than BTC-USD's -28.54% return.
IDVO
- 1D
- 0.24%
- 1M
- -2.10%
- YTD
- 11.49%
- 6M
- 12.59%
- 1Y
- 31.78%
- 3Y*
- 22.06%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
IDVO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDVO Amplify CWP International Enhanced Dividend Income ETF | 11.49% | 36.46% | 10.16% | 17.53% | 5.47% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -14.45% |
Correlation
The correlation between IDVO and BTC-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022 | 0.27 |
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Return for Risk
IDVO vs. BTC-USD — Risk / Return Rank
IDVO
BTC-USD
IDVO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Bitcoin (BTC-USD). 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.
| IDVO | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.95 | ||
| Sortino ratioReturn per unit of downside risk | +4.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.86 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | -0.80 | +3.88 |
| Martin ratioReturn relative to average drawdown | 11.84 | -1.42 | +13.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDVO | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | -0.95 | +2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 1.13 | +0.19 |
Drawdowns
IDVO vs. BTC-USD - Drawdown Comparison
The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IDVO and BTC-USD.
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Drawdown Indicators
| IDVO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.46% | -85.30% | +69.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -51.21% | +40.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.46% | -51.21% | +35.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -3.52% | -49.86% | +46.34% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -42.32% | +40.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 34.46% | -31.77% |
Volatility
IDVO vs. BTC-USD - Volatility Comparison
The current volatility for Amplify CWP International Enhanced Dividend Income ETF (IDVO) is 5.30%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 11.59% | -6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 34.53% | -21.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 35.67% | -19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 44.95% | -28.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 56.71% | -40.28% |
Frequently Asked Questions
IDVO and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to IDVO (5.30%). In terms of maximum drawdown, IDVO dropped -15.46% vs BTC-USD's -85.30%.
IDVO currently has the higher Sharpe Ratio (2.00 vs -0.95), 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.
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