NEHI vs. IDVO
NEHI (NEOS Ethereum High Income ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - NEHI is a Cryptocurrency fund actively managed by Neos, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Their 0.48 correlation means their historical movements had little consistent relationship. NEHI charges 0.98%/yr vs 0.65%/yr for IDVO.
Performance
NEHI vs. IDVO - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
NEHI NEOS Ethereum High Income ETF | -34.62% | -1.24% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 15.22% | 0.72% |
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
NEHI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDVO
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.
| NEHI | IDVO | Difference | |
|---|---|---|---|
| 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 | — |
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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
| NEHI | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -41.52% | -0.30% | -41.22% |
Average DrawdownAverage peak-to-trough decline | -29.67% | -2.29% | -27.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.81% | — |
Volatility
NEHI vs. IDVO - Volatility Comparison
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Volatility by Period
| NEHI | IDVO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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