IDVO vs. VDC

Last updated Jun 9, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. IDVO is actively managed, while VDC is passively managed. Over the past 3 years, IDVO returned 22.06%/yr vs 8.08%/yr for VDC. At a 0.30 correlation, their price movements are largely independent. IDVO charges 0.65%/yr vs 0.09%/yr for VDC.

Performance

IDVO vs. VDC - Performance Comparison

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

Returns By Period

In the year-to-date period, IDVO achieves a 11.49% return, which is significantly higher than VDC's 7.19% return.

IDVO

• 1D: 0.24%
• 1M: -2.10%
• YTD: 11.49%
• 6M: 12.59%
• 1Y: 31.78%
• 3Y*: 22.06%
• 5Y*: —
• 10Y*: —

VDC

• 1D: -0.25%
• 1M: -2.19%
• YTD: 7.19%
• 6M: 7.44%
• 1Y: 4.07%
• 3Y*: 8.08%
• 5Y*: 6.63%
• 10Y*: 7.63%

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

IDVO vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	11.49%	36.46%	10.16%	17.53%	5.47%
VDC Vanguard Consumer Staples ETF	7.19%	2.17%	13.30%	2.38%	2.89%

Correlation

The correlation between IDVO and VDC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.30

The correlation between IDVO and VDC shifts across timeframes, from 0.11 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

IDVO vs. VDC - Sectors Allocation Comparison

Sectors	IDVO	VDC
Financial Services	18.3%	-
Basic Materials	15.7%	0.3%
Energy	12.1%	-
Industrials	9.8%	0.3%
Communication Services	9.1%	-
Technology	8.7%	-
Healthcare	8.3%	0.0%
Consumer Defensive	7.5%	97.5%
Utilities	6.4%	-
Consumer Cyclical	4.2%	1.8%
Real Estate	-	-

Return for Risk

IDVO vs. VDC — Risk / Return Rank

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

IDVO

IDVO Risk / Return Rank: 67
IDVO Sharpe Ratio Rank: 67
IDVO Sortino Ratio Rank: 64
IDVO Omega Ratio Rank: 67
IDVO Calmar Ratio Rank: 68
IDVO Martin Ratio Rank: 70

VDC

VDC Risk / Return Rank: 14
VDC Sharpe Ratio Rank: 15
VDC Sortino Ratio Rank: 14
VDC Omega Ratio Rank: 14
VDC Calmar Ratio Rank: 15
VDC Martin Ratio Rank: 14

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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Vanguard Consumer Staples ETF (VDC). 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.

	IDVO	VDC	Difference
Sharpe ratio: Return per unit of total volatility	2.00	0.33	+1.67
Sortino ratio: Return per unit of downside risk	2.67	0.56	+2.11
Omega ratio: Gain probability vs. loss probability	1.36	1.06	+0.30
Calmar ratio: Return relative to maximum drawdown	3.08	0.44	+2.64
Martin ratio: Return relative to average drawdown	11.84	0.90	+10.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVO vs. VDC - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.00, which is higher than the VDC Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IDVO and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDVO	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.33	+1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.67	+0.65

Drawdowns

IDVO vs. VDC - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IDVO and VDC.

Drawdown Indicators

	IDVO	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-15.46%	-34.24%	+18.78%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-9.28%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-11.78%	-3.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.31%	—
Current Drawdown Current decline from peak	-3.52%	-7.27%	+3.75%
Average Drawdown Average peak-to-trough decline	-2.30%	-3.73%	+1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	4.53%	-1.84%

Volatility

IDVO vs. VDC - Volatility Comparison

Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 5.30% compared to Vanguard Consumer Staples ETF (VDC) at 4.47%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDVO	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	4.47%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	13.50%	9.87%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	12.43%	+3.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.43%	13.15%	+3.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.43%	14.65%	+1.78%

IDVO vs. VDC - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

IDVO vs. VDC - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.61%, more than VDC's 2.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.61%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both IDVO and VDC in my portfolio?

IDVO and VDC have a correlation of 0.11, 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 VDC?

IDVO has higher volatility (5.30%) compared to VDC (4.47%). In terms of maximum drawdown, IDVO dropped -15.46% vs VDC's -34.24%.

Which ETF is better, IDVO or VDC?

On 3-year performance, IDVO leads with 22.06% vs 8.08% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDVO or VDC?

Over the 3-year period, IDVO has performed better with a 22.06% return vs 8.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDVO or VDC?

VDC is cheaper with a 0.09% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.61%, compared with 2.14% for VDC.

What is the main difference between IDVO and VDC?

IDVO is categorized as Derivative Income, while VDC is Consumer Staples Equities. They also come from different issuers: Amplify and Vanguard. Their fees differ too: 0.65% for IDVO and 0.09% for VDC.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.00 vs 0.33), 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.