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NEHI vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEHI vs. IDVO - Performance Comparison

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

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Returns By Period

In the year-to-date period, NEHI achieves a -34.62% return, which is significantly lower than IDVO's 15.22% return.


NEHI

1D
0.34%
1M
9.03%
6M
-18.71%
YTD
-34.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

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


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.94M$8.90M$10.66M
$1.32M$1.23M$2.12M

NEHI vs. IDVO - Yearly Performance Comparison


Correlation

The correlation between NEHI and IDVO is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.48

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Return for Risk

NEHI vs. IDVO — Risk / Return Rank

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

NEHI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IDVO
IDVO Risk / Return Rank: 8686
Overall Rank
IDVO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDVO Omega Ratio Rank: 8686
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDVO Martin Ratio Rank: 8686
Martin Ratio Rank
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.

NEHI vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Ethereum High Income ETF (NEHI) 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.


NEHIIDVODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.41

Martin ratioReturn relative to average drawdown

12.59

NEHI vs. IDVO - Sharpe Ratio Comparison


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Drawdowns

NEHI vs. IDVO - Drawdown Comparison

The maximum NEHI drawdown since its inception was -50.12%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for NEHI and IDVO.


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Drawdown Indicators


NEHIIDVODifference

Max Drawdown

Largest peak-to-trough decline

-50.12%

-15.46%

-34.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

Current Drawdown

Current decline from peak

-41.52%

-0.30%

-41.22%

Average Drawdown

Average peak-to-trough decline

-29.67%

-2.29%

-27.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

NEHI vs. IDVO - Volatility Comparison


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Volatility by Period


NEHIIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

Volatility (1Y)

Calculated over the trailing 1-year period

56.49%

16.69%

+39.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.49%

16.43%

+40.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.49%

16.43%

+40.06%

NEHI vs. IDVO - Expense Ratio Comparison

NEHI has a 0.98% expense ratio, which is higher than IDVO's 0.65% expense ratio.


Dividends

NEHI vs. IDVO - Dividend Comparison

NEHI's dividend yield for the trailing twelve months is around 30.56%, more than IDVO's 5.67% yield.


PositionTTM2025202420232022
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.67%5.42%6.14%5.72%1.96%
NEHI
NEOS Ethereum High Income ETF
30.56%2.87%0.00%0.00%0.00%

Frequently Asked Questions


NEHI and IDVO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDVO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDVO is cheaper with a 0.65% expense ratio, compared with 0.98% for NEHI.

NEHI has the higher dividend yield at 30.56%, compared with 5.67% for IDVO.

NEHI is categorized as Cryptocurrency, while IDVO is Derivative Income. They also come from different issuers: Neos and Amplify. Their fees differ too: 0.98% for NEHI and 0.65% for IDVO.

Portfolio Optimizer

Find the right allocation for NEHI and IDVO

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