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

Correlation

The correlation between IDVO and VXUS is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IDVO vs. VXUS - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%NovemberDecember2025FebruaryMarchApril
47.74%
37.22%
IDVO
VXUS

Key characteristics

Sharpe Ratio

IDVO:

0.68

VXUS:

0.69

Sortino Ratio

IDVO:

1.03

VXUS:

1.09

Omega Ratio

IDVO:

1.14

VXUS:

1.15

Calmar Ratio

IDVO:

0.81

VXUS:

0.87

Martin Ratio

IDVO:

3.67

VXUS:

2.74

Ulcer Index

IDVO:

3.41%

VXUS:

4.29%

Daily Std Dev

IDVO:

18.42%

VXUS:

16.97%

Max Drawdown

IDVO:

-15.46%

VXUS:

-35.97%

Current Drawdown

IDVO:

-2.95%

VXUS:

-1.49%

Returns By Period

In the year-to-date period, IDVO achieves a 8.21% return, which is significantly higher than VXUS's 7.75% return.


IDVO

YTD

8.21%

1M

-2.53%

6M

5.50%

1Y

11.32%

5Y*

N/A

10Y*

N/A

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

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IDVO vs. VXUS - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than VXUS's 0.07% 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 VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

IDVO vs. VXUS — 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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and Vanguard Total International Stock ETF (VXUS). 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
VXUS: 0.69
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
VXUS: 1.09
The chart of Omega ratio for IDVO, currently valued at 1.14, compared to the broader market0.501.001.502.00
IDVO: 1.14
VXUS: 1.15
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
VXUS: 0.87
The chart of Martin ratio for IDVO, currently valued at 3.67, compared to the broader market0.0020.0040.0060.00
IDVO: 3.67
VXUS: 2.74

The current IDVO Sharpe Ratio is 0.68, which is comparable to the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IDVO and VXUS, 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
0.69
IDVO
VXUS

Dividends

IDVO vs. VXUS - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.87%, more than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
IDVO
Amplify International Enhanced Dividend Income ETF
5.87%6.14%5.71%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

IDVO vs. VXUS - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IDVO and VXUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.95%
-1.49%
IDVO
VXUS

Volatility

IDVO vs. VXUS - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 12.28% compared to Vanguard Total International Stock ETF (VXUS) at 11.27%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than VXUS 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%
11.27%
IDVO
VXUS