IGRO vs. IDVO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares International Dividend Growth ETF (IGRO) and Amplify International Enhanced Dividend Income ETF (IDVO).

IGRO and IDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGRO is a passively managed fund by iShares that tracks the performance of the Morningstar Global ex-US Dividend Growth Index. It was launched on May 17, 2016. IDVO is an actively managed fund by Amplify. It was launched on Sep 8, 2022.

Performance

IGRO vs. IDVO - Performance Comparison

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

IGRO vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IGRO iShares International Dividend Growth ETF	1.57%	25.03%	7.78%	15.38%	5.96%
IDVO Amplify International Enhanced Dividend Income ETF	7.15%	36.46%	10.16%	17.53%	5.47%

Returns By Period

In the year-to-date period, IGRO achieves a 1.57% return, which is significantly lower than IDVO's 7.15% return.

IGRO

• 1D: 2.91%
• 1M: -6.70%
• YTD: 1.57%
• 6M: 6.16%
• 1Y: 18.69%
• 3Y*: 14.34%
• 5Y*: 7.73%
• 10Y*: —

IDVO

• 1D: 3.80%
• 1M: -5.12%
• YTD: 7.15%
• 6M: 11.86%
• 1Y: 36.67%
• 3Y*: 21.40%
• 5Y*: —
• 10Y*: —

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

IGRO vs. IDVO - Expense Ratio Comparison

IGRO has a 0.22% expense ratio, which is lower than IDVO's 0.65% expense ratio.

IDVO

Amplify International Enhanced Dividend Income ETF

IGRO

iShares International Dividend Growth ETF

Return for Risk

IGRO vs. IDVO — Risk / Return Rank

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

IGRO

IGRO Risk / Return Rank: 74
IGRO Sharpe Ratio Rank: 75
IGRO Sortino Ratio Rank: 74
IGRO Omega Ratio Rank: 74
IGRO Calmar Ratio Rank: 73
IGRO Martin Ratio Rank: 72

IDVO

IDVO Risk / Return Rank: 91
IDVO Sharpe Ratio Rank: 92
IDVO Sortino Ratio Rank: 92
IDVO Omega Ratio Rank: 93
IDVO Calmar Ratio Rank: 89
IDVO Martin Ratio Rank: 92

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.

IGRO vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) and Amplify 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.

	IGRO	IDVO	Difference
Sharpe ratio Return per unit of total volatility	1.31	2.00	-0.69
Sortino ratio Return per unit of downside risk	1.80	2.61	-0.81
Omega ratio Gain probability vs. loss probability	1.26	1.40	-0.14
Calmar ratio Return relative to maximum drawdown	1.81	2.77	-0.96
Martin ratio Return relative to average drawdown	7.00	12.06	-5.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGRO vs. IDVO - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.31, which is lower than the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IGRO and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGRO	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	2.00	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	1.32	-0.81

Correlation

The correlation between IGRO and IDVO 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.

Dividends

IGRO vs. IDVO - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.51%, less than IDVO's 5.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IGRO iShares International Dividend Growth ETF	2.51%	2.51%	2.44%	2.79%	2.69%	2.27%	2.41%	2.65%	2.97%	2.43%	1.18%
IDVO Amplify International Enhanced Dividend Income ETF	5.54%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGRO vs. IDVO - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for IGRO and IDVO.

Drawdown Indicators

	IGRO	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-36.25%	-15.46%	-20.79%
Max Drawdown (1Y) Largest decline over 1 year	-10.00%	-12.81%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	-26.04%	—	—
Current Drawdown Current decline from peak	-6.74%	-6.50%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.74%	-2.31%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.94%	-0.36%

Volatility

IGRO vs. IDVO - Volatility Comparison

The current volatility for iShares International Dividend Growth ETF (IGRO) is 6.63%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 8.13%. This indicates that IGRO 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.

Volatility by Period

	IGRO	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.63%	8.13%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	12.71%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	14.39%	18.46%	-4.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.83%	16.33%	-2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	16.33%	+0.56%