JHID vs. IDVO

Last updated Aug 4, 2026

JHID (John Hancock International High Dividend ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past 3 years, JHID returned 21.14%/yr vs 22.50%/yr for IDVO. Their correlation of 0.81 means they have usually moved in the same direction. JHID charges 0.46%/yr vs 0.65%/yr for IDVO.

Performance

JHID vs. IDVO - Performance Comparison

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

Returns By Period

In the year-to-date period, JHID achieves a 17.30% return, which is significantly higher than IDVO's 15.22% return.

JHID

• 1D: 0.14%
• 1M: 3.82%
• 6M: 9.71%
• YTD: 17.30%
• 1Y: 34.45%
• 3Y*: 21.14%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.88%

IDVO

• 1D: -0.05%
• 1M: 2.57%
• 6M: 4.08%
• YTD: 15.22%
• 1Y: 35.24%
• 3Y*: 22.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDVO Amplify CWP International Enhanced Dividend Income ETF	$8.94M	$8.90M	$10.66M
JHID John Hancock International High Dividend ETF	$58.51K	$33.55K	$31.00K

JHID vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JHID John Hancock International High Dividend ETF	17.30%	41.47%	3.62%	19.47%	-0.42%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.22%	36.46%	10.16%	17.53%	0.10%

Correlation

The correlation between JHID and IDVO is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.81

The correlation between JHID and IDVO has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

JHID vs. IDVO - Sectors Allocation Comparison

Sectors	JHID	IDVO
Financial Services	30.1%	22.3%
Industrials	15.0%	6.9%
Technology	10.4%	11.9%
Consumer Cyclical	6.5%	2.2%
Real Estate	6.1%	-
Healthcare	5.9%	7.5%
Consumer Defensive	5.8%	9.5%
Energy	5.6%	12.7%
Utilities	5.4%	3.1%
Basic Materials	5.3%	13.2%
Communication Services	3.9%	10.7%

Return for Risk

JHID vs. IDVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JHID

JHID Risk / Return Rank: 92
JHID Sharpe Ratio Rank: 94
JHID Sortino Ratio Rank: 93
JHID Omega Ratio Rank: 93
JHID Calmar Ratio Rank: 90
JHID Martin Ratio Rank: 91

IDVO

IDVO Risk / Return Rank: 86
IDVO Sharpe Ratio Rank: 87
IDVO Sortino Ratio Rank: 85
IDVO Omega Ratio Rank: 86
IDVO Calmar Ratio Rank: 86
IDVO Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JHID vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) 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.

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.

	JHID	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.69	2.13	+0.57
Sortino ratio: Return per unit of downside risk	3.74	2.85	+0.89
Omega ratio: Gain probability vs. loss probability	1.48	1.38	+0.10
Calmar ratio: Return relative to maximum drawdown	4.11	3.41	+0.70
Martin ratio: Return relative to average drawdown	16.07	12.59	+3.48

JHID vs. IDVO - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.69, which is comparable to the IDVO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of JHID and IDVO, 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

JHID vs. IDVO - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum IDVO drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for JHID and IDVO.

Drawdown Indicators

	JHID	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-15.46%	+3.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-10.37%	+1.95%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-15.46%	+3.04%
Current Drawdown Current decline from peak	-0.31%	-0.30%	-0.01%
Average Drawdown Average peak-to-trough decline	-2.40%	-2.29%	-0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.81%	-0.66%

Volatility

JHID vs. IDVO - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 3.26%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 4.26%. This indicates that JHID 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

	JHID	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	4.26%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	11.01%	13.86%	-2.85%
Volatility (1Y) Calculated over the trailing 1-year period	12.88%	16.69%	-3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.87%	16.43%	-2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.87%	16.43%	-2.56%

JHID vs. IDVO - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

JHID vs. IDVO - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.34%, less than IDVO's 5.67% yield.

Position	TTM	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.67%	5.42%	6.14%	5.72%	1.96%
JHID John Hancock International High Dividend ETF	3.34%	3.13%	5.15%	5.23%	0.00%

Frequently Asked Questions

Can I hold both JHID and IDVO in my portfolio?

JHID and IDVO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JHID or IDVO?

IDVO has higher volatility (4.26%) compared to JHID (3.26%). In terms of maximum drawdown, JHID dropped -12.42% vs IDVO's -15.46%.

Which ETF is better, JHID or IDVO?

On 3-year performance, IDVO leads with 22.50% vs 21.14% for JHID. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHID or IDVO?

Over the 3-year period, IDVO has performed better with a 22.50% return vs 21.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or IDVO?

JHID is cheaper with a 0.46% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.67%, compared with 3.34% for JHID.

What is the main difference between JHID and IDVO?

JHID is categorized as Foreign Large Cap Equities, while IDVO is Derivative Income. They also come from different issuers: John Hancock and Amplify. Their fees differ too: 0.46% for JHID and 0.65% for IDVO.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.69 vs 2.13), 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.