VIGI vs. IDVO

Last updated Jun 21, 2026

VIGI (Vanguard International Dividend Appreciation ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while IDVO is a Derivative Income fund actively managed by Amplify. VIGI is passively managed, while IDVO is actively managed. Over the past 3 years, VIGI returned 9.31%/yr vs 21.61%/yr for IDVO. A 0.80 correlation means they provide meaningful diversification when combined. VIGI charges 0.15%/yr vs 0.65%/yr for IDVO.

Performance

VIGI vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) 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, VIGI achieves a 3.17% return, which is significantly lower than IDVO's 13.34% return.

VIGI

• 1D: -0.18%
• 1M: -0.15%
• YTD: 3.17%
• 6M: 3.29%
• 1Y: 8.98%
• 3Y*: 9.31%
• 5Y*: 4.66%
• 10Y*: 8.04%

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)

VIGI vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VIGI Vanguard International Dividend Appreciation ETF	3.17%	16.88%	2.73%	16.30%	4.83%
IDVO Amplify CWP International Enhanced Dividend Income ETF	13.34%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between VIGI and IDVO is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.80

The correlation between VIGI and IDVO has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

VIGI vs. IDVO - Sectors Allocation Comparison

Sectors	VIGI	IDVO
Financial Services	29.0%	19.9%
Industrials	17.1%	7.2%
Healthcare	14.6%	7.8%
Technology	11.5%	10.7%
Consumer Defensive	9.7%	8.2%
Utilities	4.8%	3.2%
Basic Materials	4.1%	17.1%
Consumer Cyclical	3.1%	3.2%
Energy	2.8%	12.5%
Communication Services	1.3%	10.3%
Real Estate	1.3%	-

Return for Risk

VIGI vs. IDVO — Risk / Return Rank

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

VIGI

VIGI Risk / Return Rank: 18
VIGI Sharpe Ratio Rank: 18
VIGI Sortino Ratio Rank: 18
VIGI Omega Ratio Rank: 17
VIGI Calmar Ratio Rank: 18
VIGI Martin Ratio Rank: 22

IDVO

IDVO Risk / Return Rank: 68
IDVO Sharpe Ratio Rank: 67
IDVO Sortino Ratio Rank: 64
IDVO Omega Ratio Rank: 68
IDVO Calmar Ratio Rank: 69
IDVO Martin Ratio Rank: 71

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.

VIGI vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) 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.

	VIGI	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	0.60	2.09	-1.49
Sortino ratio: Return per unit of downside risk	0.93	2.81	-1.88
Omega ratio: Gain probability vs. loss probability	1.11	1.38	-0.27
Calmar ratio: Return relative to maximum drawdown	0.74	3.28	-2.54
Martin ratio: Return relative to average drawdown	2.61	12.51	-9.90

VIGI vs. IDVO - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.60, which is lower than the IDVO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VIGI 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

VIGI vs. IDVO - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for VIGI and IDVO.

Drawdown Indicators

	VIGI	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-31.01%	-15.46%	-15.55%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-10.37%	-0.27%
Max Drawdown (3Y) Largest decline over 3 years	-14.50%	-15.46%	+0.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.01%	—	—
Current Drawdown Current decline from peak	-1.97%	-1.93%	-0.04%
Average Drawdown Average peak-to-trough decline	-6.16%	-2.30%	-3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.72%	+0.29%

Volatility

VIGI vs. IDVO - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.22%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 5.96%. This indicates that VIGI 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

	VIGI	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	5.96%	-2.74%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	13.89%	-3.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	16.30%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	16.48%	-2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.87%	16.48%	-0.61%

VIGI vs. IDVO - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

VIGI vs. IDVO - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.72%, less than IDVO's 5.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VIGI Vanguard International Dividend Appreciation ETF	2.14%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%

Frequently Asked Questions

Can I hold both VIGI and IDVO in my portfolio?

VIGI and IDVO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIGI or IDVO?

IDVO has higher volatility (5.96%) compared to VIGI (3.22%). In terms of maximum drawdown, VIGI dropped -31.01% vs IDVO's -15.46%.

Which ETF is better, VIGI or IDVO?

On 3-year performance, IDVO leads with 21.61% vs 9.31% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, VIGI has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIGI or IDVO?

Over the 3-year period, IDVO has performed better with a 21.61% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIGI or IDVO?

VIGI is cheaper with a 0.15% expense ratio, compared with 0.65% for IDVO.

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

IDVO has the higher dividend yield at 5.52%, compared with 2.14% for VIGI.

What is the main difference between VIGI and IDVO?

VIGI is categorized as Dividend, while IDVO is Derivative Income. They also come from different issuers: Vanguard and Amplify. Their fees differ too: 0.15% for VIGI and 0.65% for IDVO.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.09 vs 0.60), 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.