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URA vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

URA vs. IDVO

Last updated Jun 21, 2026

URA (Global X Uranium ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while IDVO is a Derivative Income fund actively managed by Amplify. URA is passively managed, while IDVO is actively managed. Over the past 3 years, URA returned 34.26%/yr vs 21.61%/yr for IDVO. A 0.60 correlation means they provide meaningful diversification when combined. URA charges 0.69%/yr vs 0.65%/yr for IDVO.

Performance

URA vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) 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, URA achieves a 11.82% return, which is significantly lower than IDVO's 13.34% return.

URA

1D
1.44%
1M
-2.41%
YTD
11.82%
6M
9.09%
1Y
36.15%
3Y*
34.26%
5Y*
22.77%
10Y*
16.35%

IDVO

1D
0.17%
1M
0.36%
YTD
13.34%
6M
14.21%
1Y
35.01%
3Y*
21.61%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. IDVO - Yearly Performance Comparison

2026 (YTD)2025202420232022
URA
Global X Uranium ETF		11.82%67.18%-0.58%46.25%-12.29%
IDVO
Amplify CWP International Enhanced Dividend Income ETF		13.34%36.46%10.16%17.53%6.42%

Correlation

The correlation between URA and IDVO is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.60

The correlation between URA and IDVO has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

URA vs. IDVO - Sectors Allocation Comparison

Sectors
URA
IDVO

Energy

64.2%
12.5%

Industrials

22.7%
7.2%

Utilities

7.4%
3.2%

Basic Materials

4.8%
17.1%

Technology

0.9%
10.7%

Communication Services

-

10.3%

Consumer Cyclical

-

3.2%

Consumer Defensive

-

8.2%

Financial Services

-

19.9%

Healthcare

-

7.8%

Real Estate

-

-

Energy

URA
64.2%
IDVO
12.5%

Industrials

URA
22.7%
IDVO
7.2%

Utilities

URA
7.4%
IDVO
3.2%

Basic Materials

URA
4.8%
IDVO
17.1%

Technology

URA
0.9%
IDVO
10.7%

Communication Services

URA

-

IDVO
10.3%

Consumer Cyclical

URA

-

IDVO
3.2%

Consumer Defensive

URA

-

IDVO
8.2%

Financial Services

URA

-

IDVO
19.9%

Healthcare

URA

-

IDVO
7.8%

Real Estate

URA

-

IDVO

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Uranium ETF

Amplify CWP International Enhanced Dividend Income ETF

Often compared with URA:
URA vs. NLRURA vs. URNMURA vs. NUKZURA vs. CCJURA vs. UUUUURA vs. URANURA vs. SPY
Often compared with IDVO:
IDVO vs. DIVOIDVO vs. SCHYIDVO vs. VXUSIDVO vs. NIHIIDVO vs. DIVIIDVO vs. AVDVIDVO vs. JEPQ

Return for Risk

URA vs. IDVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
URA
URA Risk / Return Rank: 2121
Overall Rank
URA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2222
Sortino Ratio Rank
URA Omega Ratio Rank: 2121
Omega Ratio Rank
URA Calmar Ratio Rank: 2323
Calmar Ratio Rank
URA Martin Ratio Rank: 2020
Martin Ratio Rank
IDVO
IDVO Risk / Return Rank: 6868
Overall Rank
IDVO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 6464
Sortino Ratio Rank
IDVO Omega Ratio Rank: 6868
Omega Ratio Rank
IDVO Calmar Ratio Rank: 6969
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7171
Martin Ratio Rank
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.

URA vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) 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.

URAIDVODifference
Sharpe ratioReturn per unit of total volatility
0.64
2.09

-1.45

Sortino ratioReturn per unit of downside risk
1.21
2.81

-1.60

Omega ratioGain probability vs. loss probability

1.14

1.38

-0.24

Calmar ratioReturn relative to maximum drawdown

1.04

3.28

-2.24

Martin ratioReturn relative to average drawdown

2.26

12.51

-10.24

URA vs. IDVO - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is lower than the IDVO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of URA 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.

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Drawdowns

URA vs. IDVO - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for URA and IDVO.

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Drawdown Indicators

URAIDVODifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-15.46%

-78.08%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-10.37%

-21.11%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-15.46%

-22.35%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

—

—

Current Drawdown

Current decline from peak

-45.78%

-1.93%

-43.85%

Average Drawdown

Average peak-to-trough decline

-74.91%

-2.30%

-72.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.41%

2.72%

+11.69%

Volatility

URA vs. IDVO - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 17.77% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 5.96%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

URAIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.77%

5.96%

+11.81%

Volatility (6M)

Calculated over the trailing 6-month period

39.65%

13.89%

+25.76%

Volatility (1Y)

Calculated over the trailing 1-year period

51.29%

16.30%

+34.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.88%

16.48%

+27.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.94%

16.48%

+21.46%

URA vs. IDVO - Expense Ratio Comparison

URA has a 0.69% expense ratio, which is higher than IDVO's 0.65% expense ratio.

Dividends

URA vs. IDVO - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.36%, less than IDVO's 5.52% yield.

PositionTTM20252024202320222021202020192018201720162015
IDVO
Amplify CWP International Enhanced Dividend Income ETF		5.52%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF		4.36%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Frequently Asked Questions

URA and IDVO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URA has higher volatility (17.77%) compared to IDVO (5.96%). In terms of maximum drawdown, URA dropped -93.54% vs IDVO's -15.46%.

On 3-year performance, URA leads with 34.26% vs 21.61% for IDVO. On fees, IDVO is cheaper at 0.65% per year. On volatility, IDVO has been the lower-risk option at 5.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, URA has performed better with a 34.26% return vs 21.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDVO is cheaper with a 0.65% expense ratio, compared with 0.69% for URA.

IDVO has the higher dividend yield at 5.52%, compared with 4.36% for URA.

URA is categorized as Uranium, while IDVO is Derivative Income. They also come from different issuers: Global X and Amplify. Their fees differ too: 0.69% for URA and 0.65% for IDVO.

IDVO currently has the higher Sharpe Ratio (2.09 vs 0.64), 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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