IDVO vs. DXJ

In the year-to-date period, IDVO achieves a 12.44% return, which is significantly lower than DXJ's 25.20% return.

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IDVO has a 0.65% expense ratio, which is higher than DXJ's 0.48% expense ratio.

The correlation between IDVO and DXJ is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and WisdomTree Japan Hedged Equity Fund (DXJ). 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 1.19, which is comparable to the DXJ Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IDVO and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IDVO's dividend yield for the trailing twelve months is around 5.89%, more than DXJ's 2.35% yield.

The maximum IDVO drawdown since its inception was -11.00%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for IDVO and DXJ. For additional features, visit the drawdowns tool.

The current volatility for Amplify International Enhanced Dividend Income ETF (IDVO) is 3.49%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 4.76%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.