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IDVO vs. DEW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDVO and DEW is 0.71, 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.


Performance

IDVO vs. DEW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IDVO:

0.59

DEW:

0.98

Sortino Ratio

IDVO:

0.94

DEW:

1.49

Omega Ratio

IDVO:

1.13

DEW:

1.22

Calmar Ratio

IDVO:

0.72

DEW:

1.23

Martin Ratio

IDVO:

3.25

DEW:

5.64

Ulcer Index

IDVO:

3.42%

DEW:

2.58%

Daily Std Dev

IDVO:

18.26%

DEW:

13.81%

Max Drawdown

IDVO:

-15.45%

DEW:

-65.55%

Current Drawdown

IDVO:

-0.38%

DEW:

-0.91%

Returns By Period

In the year-to-date period, IDVO achieves a 11.08% return, which is significantly higher than DEW's 7.20% return.


IDVO

YTD

11.08%

1M

9.42%

6M

8.93%

1Y

10.67%

5Y*

N/A

10Y*

N/A

DEW

YTD

7.20%

1M

6.29%

6M

3.65%

1Y

13.41%

5Y*

14.18%

10Y*

5.81%

*Annualized

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IDVO vs. DEW - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than DEW's 0.58% expense ratio.


Risk-Adjusted Performance

IDVO vs. DEW — Risk-Adjusted Performance Rank

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

IDVO
The Risk-Adjusted Performance Rank of IDVO is 6363
Overall Rank
The Sharpe Ratio Rank of IDVO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 7474
Martin Ratio Rank

DEW
The Risk-Adjusted Performance Rank of DEW is 8383
Overall Rank
The Sharpe Ratio Rank of DEW is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DEW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DEW is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DEW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DEW is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDVO vs. DEW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and WisdomTree Global High Dividend Fund (DEW). 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.


The current IDVO Sharpe Ratio is 0.59, which is lower than the DEW Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IDVO and DEW, 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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Dividends

IDVO vs. DEW - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.77%, more than DEW's 3.82% yield.


TTM20242023202220212020201920182017201620152014
IDVO
Amplify International Enhanced Dividend Income ETF
5.77%6.14%5.71%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.82%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%5.00%

Drawdowns

IDVO vs. DEW - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.45%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for IDVO and DEW. For additional features, visit the drawdowns tool.


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Volatility

IDVO vs. DEW - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 3.96% compared to WisdomTree Global High Dividend Fund (DEW) at 3.59%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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