PortfoliosLab logoPortfoliosLab logo
IDVO vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVO vs. OPPJ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IDVO achieves a 14.60% return, which is significantly lower than OPPJ's 26.23% return.


IDVO

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

OPPJ

1D
1.04%
1M
-4.22%
YTD
26.23%
6M
27.08%
1Y
64.16%
3Y*
33.91%
5Y*
25.20%
10Y*
17.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVO vs. OPPJ - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDVO
Amplify CWP International Enhanced Dividend Income ETF
14.60%36.46%10.16%17.53%6.42%
OPPJ
WisdomTree Japan Opportunities ETF
26.23%37.08%20.70%38.96%1.00%

Correlation

The correlation between IDVO and OPPJ is 0.56, 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

0.56

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

0.46

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

0.46

The correlation between IDVO and OPPJ has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDVO vs. OPPJ — 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

OPPJ
OPPJ Risk / Return Rank: 9393
Overall Rank
OPPJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
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. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


IDVOOPPJDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.38

1.53

-0.15

Calmar ratioReturn relative to maximum drawdown

3.30

6.58

-3.28

Martin ratioReturn relative to average drawdown

12.60

22.36

-9.76

IDVO vs. OPPJ - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is lower than the OPPJ Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of IDVO and OPPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IDVO vs. OPPJ - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum OPPJ drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for IDVO and OPPJ.


Loading charts...

Drawdown Indicators


IDVOOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-15.46%

-39.30%

+23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-9.82%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-16.49%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-0.84%

-4.22%

+3.38%

Average Drawdown

Average peak-to-trough decline

-2.30%

-6.49%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.89%

-0.18%

Volatility

IDVO vs. OPPJ - Volatility Comparison

Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 6.41% compared to WisdomTree Japan Opportunities ETF (OPPJ) at 5.83%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDVOOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.83%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

15.99%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

20.10%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

18.15%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

19.73%

-3.23%

IDVO vs. OPPJ - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than OPPJ's 0.58% expense ratio.


Dividends

IDVO vs. OPPJ - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.46%, more than OPPJ's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


IDVO and OPPJ have a correlation of 0.56, 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 OPPJ (5.83%). In terms of maximum drawdown, IDVO dropped -15.46% vs OPPJ's -39.30%.

On 3-year performance, OPPJ leads with 33.91% vs 22.78% for IDVO. On fees, OPPJ is cheaper at 0.58% per year. On volatility, OPPJ has been the lower-risk option at 5.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OPPJ has performed better with a 33.91% return vs 22.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ is cheaper with a 0.58% expense ratio, compared with 0.65% for IDVO.

IDVO has the higher dividend yield at 5.46%, compared with 1.50% for OPPJ.

IDVO is categorized as Derivative Income, while OPPJ is Japan Equities. They also come from different issuers: Amplify and WisdomTree. Their fees differ too: 0.65% for IDVO and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (3.22 vs 2.09), 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 OPPJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer