TGLR vs. IDVO

Last updated Jun 4, 2026

TGLR (LAFFER|TENGLER Equity Income ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - TGLR is a Large Cap Value Equities fund actively managed by LAFFER TENGLER, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past year, TGLR returned 34.03% vs 35.28% for IDVO. A 0.69 correlation means they provide meaningful diversification when combined. TGLR charges 0.95%/yr vs 0.65%/yr for IDVO.

Performance

TGLR vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LAFFER|TENGLER Equity Income ETF (TGLR) 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, TGLR achieves a 13.10% return, which is significantly lower than IDVO's 14.12% return.

TGLR

• 1D: -0.66%
• 1M: 5.59%
• YTD: 13.10%
• 6M: 12.32%
• 1Y: 34.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDVO

• 1D: -1.25%
• 1M: 2.08%
• YTD: 14.12%
• 6M: 14.66%
• 1Y: 35.28%
• 3Y*: 23.82%
• 5Y*: —
• 10Y*: —

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

TGLR vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TGLR LAFFER|TENGLER Equity Income ETF	13.10%	23.30%	18.71%	4.07%
IDVO Amplify CWP International Enhanced Dividend Income ETF	14.12%	36.46%	10.16%	6.43%

Correlation

The correlation between TGLR and IDVO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023	0.69

The correlation between TGLR and IDVO has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.

TGLR vs. IDVO - Sectors Allocation Comparison

Sectors	TGLR	IDVO
Technology	24.6%	8.7%
Financial Services	15.2%	18.3%
Industrials	15.0%	9.8%
Consumer Cyclical	13.1%	4.2%
Healthcare	8.8%	8.3%
Energy	7.6%	12.1%
Consumer Defensive	4.7%	7.5%
Communication Services	3.7%	9.1%
Basic Materials	3.0%	15.7%
Utilities	2.1%	6.4%
Real Estate	2.1%	-

Return for Risk

TGLR vs. IDVO — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 82
TGLR Sharpe Ratio Rank: 82
TGLR Sortino Ratio Rank: 84
TGLR Omega Ratio Rank: 80
TGLR Calmar Ratio Rank: 78
TGLR Martin Ratio Rank: 83

IDVO

IDVO Risk / Return Rank: 67
IDVO Sharpe Ratio Rank: 67
IDVO Sortino Ratio Rank: 64
IDVO Omega Ratio Rank: 67
IDVO Calmar Ratio Rank: 67
IDVO Martin Ratio Rank: 70

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.

TGLR vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LAFFER|TENGLER Equity Income ETF (TGLR) 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.

	TGLR	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.71	2.27	+0.44
Sortino ratio: Return per unit of downside risk	3.82	3.05	+0.77
Omega ratio: Gain probability vs. loss probability	1.48	1.41	+0.07
Calmar ratio: Return relative to maximum drawdown	3.97	3.42	+0.55
Martin ratio: Return relative to average drawdown	17.07	13.25	+3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TGLR vs. IDVO - Sharpe Ratio Comparison

The current TGLR Sharpe Ratio is 2.71, which is comparable to the IDVO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TGLR 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.

Sharpe Ratios by Period

	TGLR	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	2.27	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	1.38	+0.02

Drawdowns

TGLR vs. IDVO - Drawdown Comparison

The maximum TGLR drawdown since its inception was -19.82%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for TGLR and IDVO.

Drawdown Indicators

	TGLR	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-19.82%	-15.46%	-4.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-10.37%	+1.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.46%	—
Current Drawdown Current decline from peak	-0.66%	-1.25%	+0.59%
Average Drawdown Average peak-to-trough decline	-2.36%	-2.30%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	2.67%	-0.67%

Volatility

TGLR vs. IDVO - Volatility Comparison

The current volatility for LAFFER|TENGLER Equity Income ETF (TGLR) is 3.68%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 5.20%. This indicates that TGLR 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

	TGLR	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	5.20%	-1.52%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	13.05%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	15.61%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	16.36%	-1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	16.36%	-1.07%

TGLR vs. IDVO - Expense Ratio Comparison

TGLR has a 0.95% expense ratio, which is higher than IDVO's 0.65% expense ratio.

Dividends

TGLR vs. IDVO - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.88%, less than IDVO's 5.48% yield.

Position	TTM	2025	2024	2023	2022
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.48%	5.42%	6.14%	5.72%	1.96%
TGLR LAFFER|TENGLER Equity Income ETF	0.88%	1.16%	1.02%	0.65%	0.00%

Frequently Asked Questions

Can I hold both TGLR and IDVO in my portfolio?

TGLR and IDVO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TGLR or IDVO?

IDVO has higher volatility (5.20%) compared to TGLR (3.68%). In terms of maximum drawdown, TGLR dropped -19.82% vs IDVO's -15.46%.

Which ETF is better, TGLR or IDVO?

On 1-year performance, IDVO leads with 35.28% vs 34.03% for TGLR. On fees, IDVO is cheaper at 0.65% per year. On volatility, TGLR has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TGLR or IDVO?

Over the 1-year period, IDVO has performed better with a 35.28% return vs 34.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TGLR or IDVO?

IDVO is cheaper with a 0.65% expense ratio, compared with 0.95% for TGLR.

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

IDVO has the higher dividend yield at 5.48%, compared with 0.88% for TGLR.

What is the main difference between TGLR and IDVO?

TGLR is categorized as Large Cap Value Equities, while IDVO is Derivative Income. They also come from different issuers: LAFFER TENGLER and Amplify. Their fees differ too: 0.95% for TGLR and 0.65% for IDVO.

Which has better risk-adjusted returns?

TGLR currently has the higher Sharpe Ratio (2.71 vs 2.27), 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.