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IPKW vs. IDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPKW vs. IDVO - Performance Comparison

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

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IPKW vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
IPKW
Invesco International BuyBack Achievers™ ETF
2.30%45.50%10.56%15.12%8.76%
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, IPKW achieves a 2.30% return, which is significantly lower than IDVO's 7.15% return.


IPKW

1D
3.40%
1M
-4.67%
YTD
2.30%
6M
9.34%
1Y
28.10%
3Y*
22.46%
5Y*
10.25%
10Y*
11.25%

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)

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IPKW vs. IDVO - Expense Ratio Comparison

IPKW has a 0.55% expense ratio, which is lower than IDVO's 0.65% expense ratio.


Return for Risk

IPKW vs. IDVO — Risk / Return Rank

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

IPKW
IPKW Risk / Return Rank: 8080
Overall Rank
IPKW Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IPKW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IPKW Omega Ratio Rank: 8585
Omega Ratio Rank
IPKW Calmar Ratio Rank: 7373
Calmar Ratio Rank
IPKW Martin Ratio Rank: 8181
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 9191
Overall Rank
IDVO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 9292
Sortino Ratio Rank
IDVO Omega Ratio Rank: 9393
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDVO Martin Ratio Rank: 9292
Martin Ratio Rank
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.

IPKW vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) 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.


IPKWIDVODifference

Sharpe ratio

Return per unit of total volatility

1.54

2.00

-0.46

Sortino ratio

Return per unit of downside risk

2.06

2.61

-0.55

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.08

Calmar ratio

Return relative to maximum drawdown

1.81

2.77

-0.96

Martin ratio

Return relative to average drawdown

8.74

12.06

-3.32

IPKW vs. IDVO - Sharpe Ratio Comparison

The current IPKW Sharpe Ratio is 1.54, which is comparable to the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IPKW 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.


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Sharpe Ratios by Period


IPKWIDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.00

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.32

-0.73

Correlation

The correlation between IPKW and IDVO is 0.84, 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

IPKW vs. IDVO - Dividend Comparison

IPKW's dividend yield for the trailing twelve months is around 3.65%, less than IDVO's 5.54% yield.


TTM20252024202320222021202020192018201720162015
IPKW
Invesco International BuyBack Achievers™ ETF
3.65%3.55%4.12%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%
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%0.00%

Drawdowns

IPKW vs. IDVO - Drawdown Comparison

The maximum IPKW drawdown since its inception was -47.24%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for IPKW and IDVO.


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Drawdown Indicators


IPKWIDVODifference

Max Drawdown

Largest peak-to-trough decline

-47.24%

-15.46%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-12.81%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

Current Drawdown

Current decline from peak

-5.72%

-6.50%

+0.78%

Average Drawdown

Average peak-to-trough decline

-9.09%

-2.31%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.94%

+0.23%

Volatility

IPKW vs. IDVO - Volatility Comparison

The current volatility for Invesco International BuyBack Achievers™ ETF (IPKW) is 7.41%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 8.13%. This indicates that IPKW 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


IPKWIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

8.13%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

12.71%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

18.46%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

16.33%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

16.33%

+1.55%