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IDVO vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDVO vs. EUFN

Last updated Jun 14, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. IDVO is actively managed, while EUFN is passively managed. Over the past 3 years, IDVO returned 22.78%/yr vs 32.04%/yr for EUFN. A 0.77 correlation means they provide meaningful diversification when combined. IDVO charges 0.65%/yr vs 0.48%/yr for EUFN.

Performance

IDVO vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDVO achieves a 14.60% return, which is significantly higher than EUFN's 4.75% return.

IDVO

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

EUFN

1D
1.20%
1M
3.43%
YTD
4.75%
6M
9.10%
1Y
28.57%
3Y*
32.04%
5Y*
18.43%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVO vs. EUFN - Yearly Performance Comparison

2026 (YTD)2025202420232022
IDVO
Amplify CWP International Enhanced Dividend Income ETF		14.60%36.46%10.16%17.53%6.42%
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%15.81%

Correlation

The correlation between IDVO and EUFN is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.77

The correlation between IDVO and EUFN has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

IDVO vs. EUFN - Sectors Allocation Comparison

Sectors
IDVO
EUFN

Financial Services

19.9%
97.7%

Basic Materials

17.1%

-

Energy

12.5%

-

Technology

10.7%
1.0%

Communication Services

10.3%

-

Consumer Defensive

8.2%

-

Healthcare

7.8%

-

Industrials

7.2%
0.4%

Consumer Cyclical

3.2%
0.2%

Utilities

3.2%

-

Real Estate

-

-

Financial Services

IDVO
19.9%
EUFN
97.7%

Basic Materials

IDVO
17.1%
EUFN

-

Energy

IDVO
12.5%
EUFN

-

Technology

IDVO
10.7%
EUFN
1.0%

Communication Services

IDVO
10.3%
EUFN

-

Consumer Defensive

IDVO
8.2%
EUFN

-

Healthcare

IDVO
7.8%
EUFN

-

Industrials

IDVO
7.2%
EUFN
0.4%

Consumer Cyclical

IDVO
3.2%
EUFN
0.2%

Utilities

IDVO
3.2%
EUFN

-

Real Estate

IDVO

-

EUFN

-

Compare stocks, funds, or ETFs

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Amplify CWP International Enhanced Dividend Income ETF

iShares MSCI Europe Financials ETF

Often compared with IDVO:
IDVO vs. DIVOIDVO vs. SCHYIDVO vs. VXUSIDVO vs. NIHIIDVO vs. DIVIIDVO vs. AVDVIDVO vs. JEPQ
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL

Return for Risk

IDVO vs. EUFN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDVO
IDVO Risk / Return Rank: 7575
Overall Rank
IDVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDVO Omega Ratio Rank: 7575
Omega Ratio Rank
IDVO Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7676
Martin Ratio Rank
EUFN
EUFN Risk / Return Rank: 4242
Overall Rank
EUFN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUFN Omega Ratio Rank: 3939
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4444
Martin Ratio Rank
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. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and iShares MSCI Europe Financials ETF (EUFN). 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.

IDVOEUFNDifference
Sharpe ratioReturn per unit of total volatility
2.09
1.31

+0.78

Sortino ratioReturn per unit of downside risk
2.81
1.92

+0.89

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

3.30

1.79

+1.52

Martin ratioReturn relative to average drawdown

12.60

6.24

+6.36

IDVO vs. EUFN - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is higher than the EUFN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IDVO and EUFN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IDVO vs. EUFN - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for IDVO and EUFN.

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Drawdown Indicators

IDVOEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-15.46%

-53.25%

+37.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-14.77%

+4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-15.95%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.15%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-53.25%

—

Current Drawdown

Current decline from peak

-0.84%

-0.10%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.30%

-14.53%

+12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

4.23%

-1.52%

Volatility

IDVO vs. EUFN - Volatility Comparison

The current volatility for Amplify CWP International Enhanced Dividend Income ETF (IDVO) is 6.41%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 6.96%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVOEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.96%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

17.05%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

20.17%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

21.88%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

24.53%

-8.03%

IDVO vs. EUFN - Expense Ratio Comparison

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

Dividends

IDVO vs. EUFN - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than EUFN's 3.41% yield.

PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF		3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
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%0.00%0.00%0.00%

Frequently Asked Questions

IDVO and EUFN have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUFN has higher volatility (6.96%) compared to IDVO (6.41%). In terms of maximum drawdown, IDVO dropped -15.46% vs EUFN's -53.25%.

On 3-year performance, EUFN leads with 32.04% vs 22.78% for IDVO. On fees, EUFN is cheaper at 0.48% 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.

Over the 3-year period, EUFN has performed better with a 32.04% return vs 22.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUFN is cheaper with a 0.48% expense ratio, compared with 0.65% for IDVO.

IDVO has the higher dividend yield at 5.46%, compared with 3.41% for EUFN.

IDVO is categorized as Derivative Income, while EUFN is Financials Equities. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.65% for IDVO and 0.48% for EUFN.

IDVO currently has the higher Sharpe Ratio (2.09 vs 1.31), 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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