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IDVO vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDVO and SCHY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IDVO vs. SCHY - Performance Comparison

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

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
47.74%
36.36%
IDVO
SCHY

Key characteristics

Sharpe Ratio

IDVO:

0.68

SCHY:

1.09

Sortino Ratio

IDVO:

1.03

SCHY:

1.56

Omega Ratio

IDVO:

1.14

SCHY:

1.22

Calmar Ratio

IDVO:

0.81

SCHY:

1.22

Martin Ratio

IDVO:

3.67

SCHY:

2.71

Ulcer Index

IDVO:

3.41%

SCHY:

5.49%

Daily Std Dev

IDVO:

18.42%

SCHY:

13.65%

Max Drawdown

IDVO:

-15.46%

SCHY:

-24.03%

Current Drawdown

IDVO:

-2.95%

SCHY:

0.00%

Returns By Period

In the year-to-date period, IDVO achieves a 8.21% return, which is significantly lower than SCHY's 13.64% return.


IDVO

YTD

8.21%

1M

-2.53%

6M

5.50%

1Y

11.32%

5Y*

N/A

10Y*

N/A

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

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IDVO vs. SCHY - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Expense ratio chart for IDVO: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDVO: 0.65%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

IDVO vs. SCHY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDVO
The Risk-Adjusted Performance Rank of IDVO is 7272
Overall Rank
The Sharpe Ratio Rank of IDVO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 7979
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDVO vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and Schwab International Dividend Equity ETF (SCHY). 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.


The chart of Sharpe ratio for IDVO, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
IDVO: 0.68
SCHY: 1.09
The chart of Sortino ratio for IDVO, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
IDVO: 1.03
SCHY: 1.56
The chart of Omega ratio for IDVO, currently valued at 1.14, compared to the broader market0.501.001.502.00
IDVO: 1.14
SCHY: 1.22
The chart of Calmar ratio for IDVO, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.00
IDVO: 0.81
SCHY: 1.22
The chart of Martin ratio for IDVO, currently valued at 3.67, compared to the broader market0.0020.0040.0060.00
IDVO: 3.67
SCHY: 2.71

The current IDVO Sharpe Ratio is 0.68, which is lower than the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IDVO and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.68
1.09
IDVO
SCHY

Dividends

IDVO vs. SCHY - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.87%, more than SCHY's 4.03% yield.


TTM2024202320222021
IDVO
Amplify International Enhanced Dividend Income ETF
5.87%6.14%5.71%1.96%0.00%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%

Drawdowns

IDVO vs. SCHY - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum SCHY drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for IDVO and SCHY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.95%
0
IDVO
SCHY

Volatility

IDVO vs. SCHY - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 12.28% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.28%
8.69%
IDVO
SCHY