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IDVO vs. KMLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVO vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and KFA Mount Lucas Index Strategy ETF (KMLM). 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 KMLM's 8.32% return.


IDVO

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

KMLM

1D
-0.53%
1M
-5.92%
YTD
8.32%
6M
9.68%
1Y
12.12%
3Y*
-1.51%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVO vs. KMLM - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDVO
Amplify CWP International Enhanced Dividend Income ETF
14.60%36.46%10.16%17.53%6.42%
KMLM
KFA Mount Lucas Index Strategy ETF
8.32%-2.98%-1.69%-5.66%-4.41%

Correlation

The correlation between IDVO and KMLM is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

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

-0.00

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

-0.08

The correlation between IDVO and KMLM shifts across timeframes, from -0.08 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDVO vs. KMLM — 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

KMLM
KMLM Risk / Return Rank: 3636
Overall Rank
KMLM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3131
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3232
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4141
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4141
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. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.


IDVOKMLMDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratioReturn relative to maximum drawdown

3.30

1.78

+1.52

Martin ratioReturn relative to average drawdown

12.60

5.86

+6.74

IDVO vs. KMLM - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is higher than the KMLM Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IDVO and KMLM, 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. KMLM - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum KMLM drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for IDVO and KMLM.


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Drawdown Indicators


IDVOKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-15.46%

-27.47%

+12.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-6.83%

-3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-22.28%

+6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

Current Drawdown

Current decline from peak

-0.84%

-15.54%

+14.70%

Average Drawdown

Average peak-to-trough decline

-2.30%

-12.74%

+10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.10%

+0.61%

Volatility

IDVO vs. KMLM - Volatility Comparison

Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 6.41% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 3.35%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVOKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

3.35%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

9.77%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

11.50%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

14.62%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

14.71%

+1.79%

IDVO vs. KMLM - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Dividends

IDVO vs. KMLM - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than KMLM's 4.64% yield.


PositionTTM20252024202320222021
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.46%5.42%6.14%5.72%1.96%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF
4.64%5.02%0.82%0.00%13.22%6.94%

Frequently Asked Questions


IDVO and KMLM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDVO has higher volatility (6.41%) compared to KMLM (3.35%). In terms of maximum drawdown, IDVO dropped -15.46% vs KMLM's -27.47%.

On 3-year performance, IDVO leads with 22.78% vs -1.51% for KMLM. On fees, IDVO is cheaper at 0.65% per year. On volatility, KMLM has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDVO has performed better with a 22.78% return vs -1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDVO is cheaper with a 0.65% expense ratio, compared with 0.90% for KMLM.

IDVO has the higher dividend yield at 5.46%, compared with 4.64% for KMLM.

IDVO is categorized as Derivative Income, while KMLM is Systematic Trend. They also come from different issuers: Amplify and KraneShares. Their fees differ too: 0.65% for IDVO and 0.90% for KMLM.

IDVO currently has the higher Sharpe Ratio (2.09 vs 1.06), 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.

Portfolio Optimizer

Find the right allocation for IDVO and KMLM

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