IDVO vs. NUKZ

Last updated Jun 13, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and NUKZ (Range Nuclear Renaissance ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while NUKZ is a Energy Equities fund tracking the Range Nuclear Renaissance Index. IDVO is actively managed, while NUKZ is passively managed. Over the past year, IDVO returned 34.09% vs 27.91% for NUKZ. A 0.66 correlation means they provide meaningful diversification when combined. IDVO charges 0.65%/yr vs 0.85%/yr for NUKZ.

Performance

IDVO vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Range Nuclear Renaissance ETF (NUKZ). 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 NUKZ's 7.57% return.

IDVO

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

NUKZ

• 1D: 1.59%
• 1M: -5.07%
• YTD: 7.57%
• 6M: 4.81%
• 1Y: 27.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDVO vs. NUKZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IDVO Amplify CWP International Enhanced Dividend Income ETF	14.60%	36.46%	11.32%
NUKZ Range Nuclear Renaissance ETF	7.57%	56.57%	60.11%

Correlation

The correlation between IDVO and NUKZ is 0.69, 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	0.69
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024	0.66

The correlation between IDVO and NUKZ has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

IDVO vs. NUKZ - Sectors Allocation Comparison

Sectors	IDVO	NUKZ
Financial Services	18.3%	-
Basic Materials	15.7%	4.0%
Energy	12.1%	12.9%
Industrials	9.8%	45.9%
Communication Services	9.1%	-
Technology	8.7%	1.4%
Healthcare	8.3%	-
Consumer Defensive	7.5%	-
Utilities	6.4%	35.8%
Consumer Cyclical	4.2%	-
Real Estate	-	-

Return for Risk

IDVO vs. NUKZ — 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

NUKZ

NUKZ Risk / Return Rank: 31
NUKZ Sharpe Ratio Rank: 29
NUKZ Sortino Ratio Rank: 30
NUKZ Omega Ratio Rank: 27
NUKZ Calmar Ratio Rank: 39
NUKZ Martin Ratio Rank: 32

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. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Range Nuclear Renaissance ETF (NUKZ). 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	NUKZ	Difference
Sharpe ratio: Return per unit of total volatility	2.09	0.92	+1.17
Sortino ratio: Return per unit of downside risk	2.81	1.43	+1.38
Omega ratio: Gain probability vs. loss probability	1.38	1.17	+0.21
Calmar ratio: Return relative to maximum drawdown	3.30	1.70	+1.60
Martin ratio: Return relative to average drawdown	12.60	4.11	+8.49

IDVO vs. NUKZ - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is higher than the NUKZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IDVO and NUKZ, 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. NUKZ - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum NUKZ drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for IDVO and NUKZ.

Drawdown Indicators

	IDVO	NUKZ	Difference
Max Drawdown Largest peak-to-trough decline	-15.46%	-33.03%	+17.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-16.51%	+6.14%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	—	—
Current Drawdown Current decline from peak	-0.84%	-10.39%	+9.55%
Average Drawdown Average peak-to-trough decline	-2.30%	-6.06%	+3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	6.80%	-4.09%

Volatility

IDVO vs. NUKZ - Volatility Comparison

The current volatility for Amplify CWP International Enhanced Dividend Income ETF (IDVO) is 6.41%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 11.24%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDVO	NUKZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	11.24%	-4.83%
Volatility (6M) Calculated over the trailing 6-month period	13.94%	23.34%	-9.40%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	30.46%	-14.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	32.94%	-16.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	32.94%	-16.44%

IDVO vs. NUKZ - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is lower than NUKZ's 0.85% expense ratio.

Dividends

IDVO vs. NUKZ - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than NUKZ's 0.85% yield.

Position	TTM	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.46%	5.42%	6.14%	5.72%	1.96%
NUKZ Range Nuclear Renaissance ETF	0.85%	0.91%	0.09%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDVO and NUKZ in my portfolio?

IDVO and NUKZ have a correlation of 0.69, 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 NUKZ?

NUKZ has higher volatility (11.24%) compared to IDVO (6.41%). In terms of maximum drawdown, IDVO dropped -15.46% vs NUKZ's -33.03%.

Which ETF is better, IDVO or NUKZ?

On 1-year performance, IDVO leads with 34.09% vs 27.91% for NUKZ. On fees, IDVO is cheaper at 0.65% 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 NUKZ?

Over the 1-year period, IDVO has performed better with a 34.09% return vs 27.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDVO or NUKZ?

IDVO is cheaper with a 0.65% expense ratio, compared with 0.85% for NUKZ.

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

IDVO has the higher dividend yield at 5.46%, compared with 0.85% for NUKZ.

What is the main difference between IDVO and NUKZ?

IDVO is categorized as Derivative Income, while NUKZ is Energy Equities. They also come from different issuers: Amplify and Exchange Traded Concepts. Their fees differ too: 0.65% for IDVO and 0.85% for NUKZ.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.09 vs 0.92), 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.