IDVO vs. SCHY
Compare and contrast key facts about Amplify International Enhanced Dividend Income ETF (IDVO) and Schwab International Dividend Equity ETF (SCHY).
IDVO and SCHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVO is an actively managed fund by Amplify Investments. It was launched on Sep 8, 2022. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDVO or SCHY.
Performance
IDVO vs. SCHY - Performance Comparison
Returns By Period
In the year-to-date period, IDVO achieves a 11.98% return, which is significantly higher than SCHY's 0.93% return.
IDVO
11.98%
-1.52%
0.86%
16.08%
N/A
N/A
SCHY
0.93%
-4.30%
1.46%
6.96%
N/A
N/A
Key characteristics
| IDVO | SCHY | |
|---|---|---|
| Sharpe Ratio | 1.20 | 0.63 |
| Sortino Ratio | 1.67 | 0.94 |
| Omega Ratio | 1.21 | 1.11 |
| Calmar Ratio | 1.73 | 0.73 |
| Martin Ratio | 6.62 | 2.34 |
| Ulcer Index | 2.40% | 2.95% |
| Daily Std Dev | 13.21% | 10.91% |
| Max Drawdown | -11.00% | -24.04% |
| Current Drawdown | -1.76% | -8.90% |
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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.
Correlation
The correlation between IDVO and SCHY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
IDVO vs. SCHY - Dividend Comparison
IDVO's dividend yield for the trailing twelve months is around 5.91%, less than SCHY's 6.11% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
IDVO Amplify International Enhanced Dividend Income ETF | 5.91% | 5.71% | 1.96% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 6.11% | 3.97% | 3.68% | 1.73% |
Drawdowns
IDVO vs. SCHY - Drawdown Comparison
The maximum IDVO drawdown since its inception was -11.00%, smaller than the maximum SCHY drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for IDVO and SCHY. For additional features, visit the drawdowns tool.
Volatility
IDVO vs. SCHY - Volatility Comparison
The current volatility for Amplify International Enhanced Dividend Income ETF (IDVO) is 3.53%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.79%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.