IDVO vs. DTCR

Last updated Jun 13, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. IDVO is actively managed, while DTCR is passively managed. Over the past 3 years, IDVO returned 22.78%/yr vs 33.82%/yr for DTCR. A 0.65 correlation means they provide meaningful diversification when combined. IDVO charges 0.65%/yr vs 0.50%/yr for DTCR.

Performance

IDVO vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDVO achieves a 14.60% return, which is significantly lower than DTCR's 47.68% return.

IDVO

• 1D: 0.52%
• 1M: -0.06%
• YTD: 14.60%
• 6M: 15.00%
• 1Y: 34.09%
• 3Y*: 22.78%
• 5Y*: —
• 10Y*: —

DTCR

• 1D: 0.23%
• 1M: 1.37%
• YTD: 47.68%
• 6M: 48.56%
• 1Y: 72.27%
• 3Y*: 33.82%
• 5Y*: 14.12%
• 10Y*: —

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

IDVO vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	14.60%	36.46%	10.16%	17.53%	6.42%
DTCR Global X Data Center & Digital Infrastructure ETF	47.68%	28.99%	14.92%	18.93%	-11.28%

Correlation

The correlation between IDVO and DTCR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.65

The correlation between IDVO and DTCR has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

IDVO vs. DTCR - Sectors Allocation Comparison

Sectors	IDVO	DTCR
Financial Services	18.3%	-
Basic Materials	15.7%	-
Energy	12.1%	-
Industrials	9.8%	-
Communication Services	9.1%	2.5%
Technology	8.7%	40.8%
Healthcare	8.3%	-
Consumer Defensive	7.5%	-
Utilities	6.4%	-
Consumer Cyclical	4.2%	-
Real Estate	-	56.8%

Return for Risk

IDVO vs. DTCR — Risk / Return Rank

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

IDVO

IDVO Risk / Return Rank: 75
IDVO Sharpe Ratio Rank: 76
IDVO Sortino Ratio Rank: 73
IDVO Omega Ratio Rank: 75
IDVO Calmar Ratio Rank: 74
IDVO Martin Ratio Rank: 76

DTCR

DTCR Risk / Return Rank: 91
DTCR Sharpe Ratio Rank: 94
DTCR Sortino Ratio Rank: 91
DTCR Omega Ratio Rank: 90
DTCR Calmar Ratio Rank: 93
DTCR Martin Ratio Rank: 89

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.

IDVO vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.

	IDVO	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	2.09	3.16	-1.07
Sortino ratio: Return per unit of downside risk	2.81	3.83	-1.01
Omega ratio: Gain probability vs. loss probability	1.38	1.50	-0.12
Calmar ratio: Return relative to maximum drawdown	3.30	5.64	-2.33
Martin ratio: Return relative to average drawdown	12.60	17.40	-4.80

IDVO vs. DTCR - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is lower than the DTCR Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of IDVO and DTCR, 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

IDVO vs. DTCR - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IDVO and DTCR.

Drawdown Indicators

	IDVO	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-15.46%	-38.98%	+23.52%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-12.89%	+2.52%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-24.96%	+9.50%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.98%	—
Current Drawdown Current decline from peak	-0.84%	-3.92%	+3.08%
Average Drawdown Average peak-to-trough decline	-2.30%	-12.32%	+10.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	4.17%	-1.46%

Volatility

IDVO vs. DTCR - Volatility Comparison

The current volatility for Amplify CWP International Enhanced Dividend Income ETF (IDVO) is 6.41%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.32%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDVO	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	9.32%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	13.94%	18.44%	-4.50%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	22.99%	-6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	22.04%	-5.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	22.06%	-5.56%

IDVO vs. DTCR - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than DTCR's 0.50% expense ratio.

Dividends

IDVO vs. DTCR - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than DTCR's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DTCR Global X Data Center & Digital Infrastructure ETF	0.74%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.46%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDVO and DTCR in my portfolio?

IDVO and DTCR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDVO or DTCR?

DTCR has higher volatility (9.32%) compared to IDVO (6.41%). In terms of maximum drawdown, IDVO dropped -15.46% vs DTCR's -38.98%.

Which ETF is better, IDVO or DTCR?

On 3-year performance, DTCR leads with 33.82% vs 22.78% for IDVO. On fees, DTCR is cheaper at 0.50% per year. On volatility, IDVO has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDVO or DTCR?

Over the 3-year period, DTCR has performed better with a 33.82% return vs 22.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDVO or DTCR?

DTCR is cheaper with a 0.50% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.46%, compared with 0.74% for DTCR.

What is the main difference between IDVO and DTCR?

IDVO is categorized as Derivative Income, while DTCR is REIT. They also come from different issuers: Amplify and Global X. Their fees differ too: 0.65% for IDVO and 0.50% for DTCR.

Which has better risk-adjusted returns?

DTCR currently has the higher Sharpe Ratio (3.16 vs 2.09), 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.