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

Correlation

The correlation between IDVO and SCHY is 0.79, 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.


-0.50.00.51.00.8

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.58%
-4.44%
IDVO
SCHY

Key characteristics

Sharpe Ratio

IDVO:

1.33

SCHY:

0.40

Sortino Ratio

IDVO:

1.83

SCHY:

0.63

Omega Ratio

IDVO:

1.23

SCHY:

1.08

Calmar Ratio

IDVO:

1.92

SCHY:

0.36

Martin Ratio

IDVO:

7.02

SCHY:

0.84

Ulcer Index

IDVO:

2.52%

SCHY:

5.28%

Daily Std Dev

IDVO:

13.31%

SCHY:

10.96%

Max Drawdown

IDVO:

-11.00%

SCHY:

-24.03%

Current Drawdown

IDVO:

-1.28%

SCHY:

-6.76%

Returns By Period

In the year-to-date period, IDVO achieves a 9.33% return, which is significantly higher than SCHY's 5.19% return.


IDVO

YTD

9.33%

1M

5.03%

6M

7.58%

1Y

16.47%

5Y*

N/A

10Y*

N/A

SCHY

YTD

5.19%

1M

3.75%

6M

-4.44%

1Y

3.86%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IDVO vs. SCHY - Expense Ratio Comparison

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


IDVO
Amplify International Enhanced Dividend Income ETF
Expense ratio chart for IDVO: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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 5858
Overall Rank
The Sharpe Ratio Rank of IDVO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 5353
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 6363
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 1616
Overall Rank
The Sharpe Ratio Rank of SCHY is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 1313
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.


Sharpe ratio
The chart of Sharpe ratio for IDVO, currently valued at 1.33, compared to the broader market0.002.004.001.330.40
The chart of Sortino ratio for IDVO, currently valued at 1.83, compared to the broader market0.005.0010.001.830.63
The chart of Omega ratio for IDVO, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.08
The chart of Calmar ratio for IDVO, currently valued at 1.92, compared to the broader market0.005.0010.0015.0020.001.920.36
The chart of Martin ratio for IDVO, currently valued at 7.02, compared to the broader market0.0020.0040.0060.0080.00100.007.020.84
IDVO
SCHY

The current IDVO Sharpe Ratio is 1.33, which is higher than the SCHY Sharpe Ratio of 0.40. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.33
0.40
IDVO
SCHY

Dividends

IDVO vs. SCHY - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.68%, more than SCHY's 4.41% yield.


TTM2024202320222021
IDVO
Amplify International Enhanced Dividend Income ETF
5.68%6.14%5.71%1.96%0.00%
SCHY
Schwab International Dividend Equity ETF
4.41%4.64%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 -24.03%. Use the drawdown chart below to compare losses from any high point for IDVO and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.28%
-6.76%
IDVO
SCHY

Volatility

IDVO vs. SCHY - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 4.02% compared to Schwab International Dividend Equity ETF (SCHY) at 3.17%. 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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.02%
3.17%
IDVO
SCHY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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