IDVO vs. VYMI

Last updated Jun 23, 2026

IDVO (Amplify CWP International Enhanced Dividend Income ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IDVO is a Derivative Income fund actively managed by Amplify, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. IDVO is actively managed, while VYMI is passively managed. Over the past 3 years, IDVO returned 22.67%/yr vs 22.36%/yr for VYMI. Their correlation of 0.86 suggests significant overlap in exposure. IDVO charges 0.65%/yr vs 0.07%/yr for VYMI.

Performance

IDVO vs. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDVO achieves a 13.58% return, which is significantly higher than VYMI's 12.76% return.

IDVO

• 1D: 0.21%
• 1M: 0.57%
• YTD: 13.58%
• 6M: 13.59%
• 1Y: 35.30%
• 3Y*: 22.67%
• 5Y*: —
• 10Y*: —

VYMI

• 1D: 0.20%
• 1M: 0.96%
• YTD: 12.76%
• 6M: 13.32%
• 1Y: 32.82%
• 3Y*: 22.36%
• 5Y*: 12.87%
• 10Y*: 11.35%

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

IDVO vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	13.58%	36.46%	10.16%	17.53%	6.42%
VYMI Vanguard International High Dividend Yield ETF	12.76%	38.05%	7.06%	17.07%	6.93%

Correlation

The correlation between IDVO and VYMI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.86

The correlation between IDVO and VYMI has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

IDVO vs. VYMI - Sectors Allocation Comparison

Sectors	IDVO	VYMI
Financial Services	19.9%	40.7%
Basic Materials	17.1%	6.9%
Energy	12.5%	8.6%
Technology	10.7%	5.2%
Communication Services	10.3%	3.7%
Consumer Defensive	8.2%	6.7%
Healthcare	7.8%	6.5%
Industrials	7.2%	6.2%
Consumer Cyclical	3.2%	6.4%
Utilities	3.2%	5.0%
Real Estate	-	1.3%

Return for Risk

IDVO vs. VYMI — Risk / Return Rank

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

IDVO

IDVO Risk / Return Rank: 70
IDVO Sharpe Ratio Rank: 70
IDVO Sortino Ratio Rank: 66
IDVO Omega Ratio Rank: 70
IDVO Calmar Ratio Rank: 70
IDVO Martin Ratio Rank: 72

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 81
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 67
VYMI Martin Ratio Rank: 71

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. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDVO	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.50	-0.32
Sortino ratio: Return per unit of downside risk	2.92	3.38	-0.47
Omega ratio: Gain probability vs. loss probability	1.40	1.45	-0.05
Calmar ratio: Return relative to maximum drawdown	3.42	3.25	+0.17
Martin ratio: Return relative to average drawdown	13.02	12.76	+0.26

IDVO vs. VYMI - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.18, which is comparable to the VYMI Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IDVO and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDVO vs. VYMI - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IDVO and VYMI.

Drawdown Indicators

	IDVO	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-15.46%	-40.00%	+24.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-10.14%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-12.84%	-2.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-1.72%	-0.75%	-0.97%
Average Drawdown Average peak-to-trough decline	-2.30%	-6.29%	+3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.58%	+0.14%

Volatility

IDVO vs. VYMI - Volatility Comparison

Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a higher volatility of 5.82% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.95%. This indicates that IDVO's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDVO	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	3.95%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	13.85%	11.13%	+2.72%
Volatility (1Y) Calculated over the trailing 1-year period	16.31%	13.23%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.47%	14.87%	+1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.47%	16.82%	-0.35%

IDVO vs. VYMI - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

IDVO vs. VYMI - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.50%, more than VYMI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.50%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.62%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both IDVO and VYMI in my portfolio?

IDVO and VYMI have a correlation of 0.84, 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 VYMI?

IDVO has higher volatility (5.82%) compared to VYMI (3.95%). In terms of maximum drawdown, IDVO dropped -15.46% vs VYMI's -40.00%.

Which ETF is better, IDVO or VYMI?

On 3-year performance, IDVO leads with 22.67% vs 22.36% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDVO or VYMI?

Over the 3-year period, IDVO has performed better with a 22.67% return vs 22.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDVO or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.50%, compared with 3.62% for VYMI.

What is the main difference between IDVO and VYMI?

IDVO is categorized as Derivative Income, while VYMI is Dividend. They also come from different issuers: Amplify and Vanguard. Their fees differ too: 0.65% for IDVO and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.50 vs 2.18), 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.