IEF vs. IDVO
IEF (iShares 7-10 Year Treasury Bond ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while IDVO is a Derivative Income fund actively managed by Amplify. IEF is passively managed, while IDVO is actively managed. Over the past 3 years, IEF returned 2.43%/yr vs 22.06%/yr for IDVO. At a 0.16 correlation, their price movements are largely independent. IEF charges 0.15%/yr vs 0.65%/yr for IDVO.
Performance
IEF vs. IDVO - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -1.16% return, which is significantly lower than IDVO's 11.49% return.
IEF
- 1D
- -0.11%
- 1M
- -1.19%
- YTD
- -1.16%
- 6M
- -0.96%
- 1Y
- 3.91%
- 3Y*
- 2.43%
- 5Y*
- -1.34%
- 10Y*
- 0.53%
IDVO
- 1D
- 0.24%
- 1M
- -2.10%
- YTD
- 11.49%
- 6M
- 12.59%
- 1Y
- 31.78%
- 3Y*
- 22.06%
- 5Y*
- —
- 10Y*
- —
IEF vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.16% | 8.03% | -0.63% | 3.64% | -3.14% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 11.49% | 36.46% | 10.16% | 17.53% | 5.47% |
Correlation
The correlation between IEF and IDVO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022 | 0.16 |
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Return for Risk
IEF vs. IDVO — Risk / Return Rank
IEF
IDVO
IEF vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.
| IEF | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 3.08 | -2.11 |
| Martin ratioReturn relative to average drawdown | 2.79 | 11.84 | -9.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEF | IDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.00 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.32 | -0.82 |
Drawdowns
IEF vs. IDVO - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for IEF and IDVO.
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Drawdown Indicators
| IEF | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -15.46% | -8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -10.37% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -15.46% | +7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | — | — |
Current DrawdownCurrent decline from peak | -11.80% | -3.52% | -8.28% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -2.30% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.69% | -1.29% |
Volatility
IEF vs. IDVO - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 5.30%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 5.30% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 13.50% | -10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 16.02% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 16.43% | -8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 16.43% | -9.80% |
IEF vs. IDVO - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is lower than IDVO's 0.65% expense ratio.
Dividends
IEF vs. IDVO - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.92%, less than IDVO's 5.61% 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% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.92% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
Frequently Asked Questions
IEF and IDVO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDVO has higher volatility (5.30%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs IDVO's -15.46%.
On 3-year performance, IDVO leads with 22.06% vs 2.43% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDVO has performed better with a 22.06% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IEF is cheaper with a 0.15% expense ratio, compared with 0.65% for IDVO.
IDVO has the higher dividend yield at 5.61%, compared with 3.92% for IEF.
IEF is categorized as Government Bonds, while IDVO is Derivative Income. They also come from different issuers: iShares and Amplify. Their fees differ too: 0.15% for IEF and 0.65% for IDVO.
IDVO currently has the higher Sharpe Ratio (2.00 vs 0.84), 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.
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