IDVO vs. ESPO

Last updated Jun 14, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and ESPO (VanEck Vectors Video Gaming and eSports ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while ESPO is a Large Cap Growth Equities fund tracking the MVIS Global Video Gaming and eSports Index. IDVO is actively managed, while ESPO is passively managed. Over the past 3 years, IDVO returned 22.78%/yr vs 16.96%/yr for ESPO. A 0.67 correlation means they provide meaningful diversification when combined. IDVO charges 0.65%/yr vs 0.55%/yr for ESPO.

Performance

IDVO vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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 higher than ESPO's -15.10% return.

IDVO

• 1D: 0.52%
• 1M: 0.18%
• YTD: 14.60%
• 6M: 15.00%
• 1Y: 35.61%
• 3Y*: 22.78%
• 5Y*: —
• 10Y*: —

ESPO

• 1D: -0.29%
• 1M: -2.74%
• YTD: -15.10%
• 6M: -16.17%
• 1Y: -14.01%
• 3Y*: 16.96%
• 5Y*: 5.49%
• 10Y*: —

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

IDVO vs. ESPO - 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%
ESPO VanEck Vectors Video Gaming and eSports ETF	-15.10%	25.79%	47.61%	33.64%	-4.31%

Correlation

The correlation between IDVO and ESPO is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.67

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

IDVO vs. ESPO - Sectors Allocation Comparison

Sectors	IDVO	ESPO
Financial Services	19.9%	-
Basic Materials	17.1%	-
Energy	12.5%	-
Technology	10.7%	56.2%
Communication Services	10.3%	29.4%
Consumer Defensive	8.2%	-
Healthcare	7.8%	-
Industrials	7.2%	-
Consumer Cyclical	3.2%	14.2%
Utilities	3.2%	-
Real Estate	-	-

Return for Risk

IDVO vs. ESPO — 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

ESPO

ESPO Risk / Return Rank: 4
ESPO Sharpe Ratio Rank: 3
ESPO Sortino Ratio Rank: 4
ESPO Omega Ratio Rank: 4
ESPO Calmar Ratio Rank: 5
ESPO Martin Ratio Rank: 5

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. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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	ESPO	Difference
Sharpe ratio: Return per unit of total volatility	2.09	-0.80	+2.89
Sortino ratio: Return per unit of downside risk	2.81	-1.02	+3.84
Omega ratio: Gain probability vs. loss probability	1.38	0.88	+0.50
Calmar ratio: Return relative to maximum drawdown	3.30	-0.54	+3.84
Martin ratio: Return relative to average drawdown	12.60	-0.94	+13.54

IDVO vs. ESPO - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is higher than the ESPO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of IDVO and ESPO, 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. ESPO - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for IDVO and ESPO.

Drawdown Indicators

	IDVO	ESPO	Difference
Max Drawdown Largest peak-to-trough decline	-15.46%	-50.99%	+35.53%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-27.81%	+17.44%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-27.81%	+12.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-48.33%	—
Current Drawdown Current decline from peak	-0.84%	-27.19%	+26.35%
Average Drawdown Average peak-to-trough decline	-2.30%	-15.06%	+12.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	15.95%	-13.24%

Volatility

IDVO vs. ESPO - Volatility Comparison

Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 6.41% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDVO	ESPO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	4.42%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	13.94%	14.67%	-0.73%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	18.83%	-2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	25.10%	-8.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	25.71%	-9.21%

IDVO vs. ESPO - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than ESPO's 0.55% expense ratio.

Dividends

IDVO vs. ESPO - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than ESPO's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESPO VanEck Vectors Video Gaming and eSports ETF	1.47%	1.24%	0.44%	0.96%	0.91%	3.36%	0.12%	0.22%	0.04%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.46%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDVO and ESPO in my portfolio?

IDVO and ESPO have a correlation of 0.63, 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 ESPO?

IDVO has higher volatility (6.41%) compared to ESPO (4.42%). In terms of maximum drawdown, IDVO dropped -15.46% vs ESPO's -50.99%.

Which ETF is better, IDVO or ESPO?

On 3-year performance, IDVO leads with 22.78% vs 16.96% for ESPO. On fees, ESPO is cheaper at 0.55% per year. On volatility, ESPO has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDVO or ESPO?

Over the 3-year period, IDVO has performed better with a 22.78% return vs 16.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDVO or ESPO?

ESPO is cheaper with a 0.55% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.46%, compared with 1.47% for ESPO.

What is the main difference between IDVO and ESPO?

IDVO is categorized as Derivative Income, while ESPO is Large Cap Growth Equities. They also come from different issuers: Amplify and VanEck. Their fees differ too: 0.65% for IDVO and 0.55% for ESPO.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.09 vs -0.80), 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.