RTH vs. IDVO

Last updated Jun 14, 2026

RTH (VanEck Vectors Retail ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - RTH is a Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index, while IDVO is a Derivative Income fund actively managed by Amplify. RTH is passively managed, while IDVO is actively managed. Over the past 3 years, RTH returned 16.16%/yr vs 22.78%/yr for IDVO. A 0.55 correlation means they provide meaningful diversification when combined. RTH charges 0.35%/yr vs 0.65%/yr for IDVO.

Performance

RTH vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) 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, RTH achieves a 4.33% return, which is significantly lower than IDVO's 14.60% return.

RTH

• 1D: -0.06%
• 1M: -1.59%
• YTD: 4.33%
• 6M: 2.84%
• 1Y: 12.87%
• 3Y*: 16.16%
• 5Y*: 9.69%
• 10Y*: 14.35%

IDVO

• 1D: 0.52%
• 1M: 0.18%
• YTD: 14.60%
• 6M: 15.00%
• 1Y: 35.61%
• 3Y*: 22.78%
• 5Y*: —
• 10Y*: —

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

RTH vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RTH VanEck Vectors Retail ETF	4.33%	12.36%	20.02%	20.07%	-6.10%
IDVO Amplify CWP International Enhanced Dividend Income ETF	14.60%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between RTH and IDVO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.55

The correlation between RTH and IDVO has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

RTH vs. IDVO - Sectors Allocation Comparison

Sectors	RTH	IDVO
Consumer Cyclical	57.2%	3.2%
Consumer Defensive	26.8%	8.2%
Healthcare	13.4%	7.8%
Industrials	2.6%	7.2%
Basic Materials	-	17.1%
Communication Services	-	10.3%
Energy	-	12.5%
Financial Services	-	19.9%
Real Estate	-	-
Technology	-	10.7%
Utilities	-	3.2%

Return for Risk

RTH vs. IDVO — Risk / Return Rank

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

RTH

RTH Risk / Return Rank: 32
RTH Sharpe Ratio Rank: 30
RTH Sortino Ratio Rank: 32
RTH Omega Ratio Rank: 29
RTH Calmar Ratio Rank: 34
RTH Martin Ratio Rank: 36

IDVO

IDVO Risk / Return Rank: 75
IDVO Sharpe Ratio Rank: 76
IDVO Sortino Ratio Rank: 73
IDVO Omega Ratio Rank: 75
IDVO Calmar Ratio Rank: 74
IDVO Martin Ratio Rank: 76

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.

RTH vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) 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.

	RTH	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	0.97	2.09	-1.12
Sortino ratio: Return per unit of downside risk	1.52	2.81	-1.30
Omega ratio: Gain probability vs. loss probability	1.18	1.38	-0.21
Calmar ratio: Return relative to maximum drawdown	1.50	3.30	-1.80
Martin ratio: Return relative to average drawdown	4.99	12.60	-7.61

RTH vs. IDVO - Sharpe Ratio Comparison

The current RTH Sharpe Ratio is 0.97, which is lower than the IDVO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of RTH 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

RTH vs. IDVO - Drawdown Comparison

The maximum RTH drawdown since its inception was -42.32%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for RTH and IDVO.

Drawdown Indicators

	RTH	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-42.32%	-15.46%	-26.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-10.37%	+2.54%
Max Drawdown (3Y) Largest decline over 3 years	-13.80%	-15.46%	+1.66%
Max Drawdown (5Y) Largest decline over 5 years	-25.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.00%	—	—
Current Drawdown Current decline from peak	-3.58%	-0.84%	-2.74%
Average Drawdown Average peak-to-trough decline	-7.34%	-2.30%	-5.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	2.71%	-0.36%

Volatility

RTH vs. IDVO - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 3.85%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.41%. This indicates that RTH 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

	RTH	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	6.41%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	13.94%	-4.66%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	16.40%	-4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	16.50%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	16.50%	+1.04%

RTH vs. IDVO - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

RTH vs. IDVO - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.93%, less than IDVO's 5.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.46%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RTH VanEck Vectors Retail ETF	0.93%	0.97%	0.77%	1.07%	1.16%	0.78%	0.64%	0.91%	1.05%	1.56%	1.84%	2.25%

Frequently Asked Questions

Can I hold both RTH and IDVO in my portfolio?

RTH and IDVO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RTH or IDVO?

IDVO has higher volatility (6.41%) compared to RTH (3.85%). In terms of maximum drawdown, RTH dropped -42.32% vs IDVO's -15.46%.

Which ETF is better, RTH or IDVO?

On 3-year performance, IDVO leads with 22.78% vs 16.16% for RTH. On fees, RTH is cheaper at 0.35% per year. On volatility, RTH has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RTH or IDVO?

Over the 3-year period, IDVO has performed better with a 22.78% return vs 16.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RTH or IDVO?

RTH is cheaper with a 0.35% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.46%, compared with 0.93% for RTH.

What is the main difference between RTH and IDVO?

RTH is categorized as Consumer Discretionary Equities, while IDVO is Derivative Income. They also come from different issuers: VanEck and Amplify. Their fees differ too: 0.35% for RTH and 0.65% for IDVO.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.09 vs 0.97), 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.