QDVO vs. IBID
QDVO (Amplify CWP Growth & Income ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - QDVO is a Derivative Income fund actively managed by Amplify, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. QDVO is actively managed, while IBID is passively managed. Over the past year, QDVO returned 21.13% vs 3.92% for IBID. At a correlation of -0.11, they often move in opposite directions. QDVO charges 0.56%/yr vs 0.10%/yr for IBID.
Performance
QDVO vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, QDVO achieves a 5.51% return, which is significantly higher than IBID's 1.94% return.
QDVO
- 1D
- -1.31%
- 1M
- -3.62%
- YTD
- 5.51%
- 6M
- 4.58%
- 1Y
- 21.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- -0.05%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 2.03%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVO vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDVO Amplify CWP Growth & Income ETF | 5.51% | 20.16% | 9.76% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 5.66% | 1.22% |
Correlation
The correlation between QDVO and IBID is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | -0.11 |
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Return for Risk
QDVO vs. IBID — Risk / Return Rank
QDVO
IBID
QDVO vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Growth & Income ETF (QDVO) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| QDVO | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.72 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 7.20 | -5.12 |
| Martin ratioReturn relative to average drawdown | 8.08 | 29.14 | -21.06 |
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Drawdowns
QDVO vs. IBID - Drawdown Comparison
The maximum QDVO drawdown since its inception was -17.75%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for QDVO and IBID.
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Drawdown Indicators
| QDVO | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.75% | -1.28% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -0.55% | -9.66% |
Current DrawdownCurrent decline from peak | -4.81% | -0.55% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -0.22% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 0.13% | +2.49% |
Volatility
QDVO vs. IBID - Volatility Comparison
Amplify CWP Growth & Income ETF (QDVO) has a higher volatility of 4.47% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that QDVO's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVO | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 0.35% | +4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 0.86% | +8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 1.23% | +11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 2.24% | +15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 2.24% | +15.30% |
QDVO vs. IBID - Expense Ratio Comparison
QDVO has a 0.56% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
QDVO vs. IBID - Dividend Comparison
QDVO's dividend yield for the trailing twelve months is around 10.53%, more than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
QDVO Amplify CWP Growth & Income ETF | 10.53% | 9.92% | 2.79% | 0.00% |
Frequently Asked Questions
QDVO and IBID have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QDVO has higher volatility (4.47%) compared to IBID (0.35%). In terms of maximum drawdown, QDVO dropped -17.75% vs IBID's -1.28%.
On 1-year performance, QDVO leads with 21.13% vs 3.92% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QDVO has performed better with a 21.13% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.56% for QDVO.
QDVO has the higher dividend yield at 10.53%, compared with 3.68% for IBID.
QDVO is categorized as Derivative Income, while IBID is Inflation-Protected Bonds. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.56% for QDVO and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.19 vs 1.68), 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.
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