XUS-U.TO vs. IDVO

Last updated Jun 25, 2026

XUS-U.TO (iShares Core S&P 500 Index ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - XUS-U.TO is a S&P 500 fund tracking the S&P 500 Index, while IDVO is a Derivative Income fund actively managed by Amplify. XUS-U.TO is passively managed, while IDVO is actively managed. Over the past 3 years, XUS-U.TO returned 20.39%/yr vs 21.64%/yr for IDVO. A 0.66 correlation means they provide meaningful diversification when combined. XUS-U.TO charges 0.09%/yr vs 0.65%/yr for IDVO.

Performance

XUS-U.TO vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 Index ETF (XUS-U.TO) 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, XUS-U.TO achieves a 7.31% return, which is significantly lower than IDVO's 10.75% return.

XUS-U.TO

• 1D: -0.22%
• 1M: -2.32%
• YTD: 7.31%
• 6M: 6.55%
• 1Y: 21.86%
• 3Y*: 20.39%
• 5Y*: 12.68%
• 10Y*: —

IDVO

• 1D: -0.86%
• 1M: -1.94%
• YTD: 10.75%
• 6M: 9.93%
• 1Y: 29.13%
• 3Y*: 21.64%
• 5Y*: —
• 10Y*: —

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

XUS-U.TO vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XUS-U.TO iShares Core S&P 500 Index ETF	7.31%	18.07%	24.74%	26.55%	-3.69%
IDVO Amplify CWP International Enhanced Dividend Income ETF	10.75%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between XUS-U.TO and IDVO is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.66

The correlation between XUS-U.TO and IDVO has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

Return for Risk

XUS-U.TO vs. IDVO — Risk / Return Rank

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

XUS-U.TO

XUS-U.TO Risk / Return Rank: 59
XUS-U.TO Sharpe Ratio Rank: 58
XUS-U.TO Sortino Ratio Rank: 58
XUS-U.TO Omega Ratio Rank: 58
XUS-U.TO Calmar Ratio Rank: 53
XUS-U.TO Martin Ratio Rank: 66

IDVO

IDVO Risk / Return Rank: 61
IDVO Sharpe Ratio Rank: 59
IDVO Sortino Ratio Rank: 57
IDVO Omega Ratio Rank: 60
IDVO Calmar Ratio Rank: 63
IDVO Martin Ratio Rank: 65

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.

XUS-U.TO vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 Index ETF (XUS-U.TO) 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.

	XUS-U.TO	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.79	-0.04
Sortino ratio: Return per unit of downside risk	2.47	2.45	+0.02
Omega ratio: Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio: Return relative to maximum drawdown	2.36	2.82	-0.46
Martin ratio: Return relative to average drawdown	10.79	10.66	+0.13

XUS-U.TO vs. IDVO - Sharpe Ratio Comparison

The current XUS-U.TO Sharpe Ratio is 1.76, which is comparable to the IDVO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XUS-U.TO 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

XUS-U.TO vs. IDVO - Drawdown Comparison

The maximum XUS-U.TO drawdown since its inception was -33.55%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for XUS-U.TO and IDVO.

Drawdown Indicators

	XUS-U.TO	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-33.55%	-15.46%	-18.09%
Max Drawdown (1Y) Largest decline over 1 year	-9.30%	-10.37%	+1.07%
Max Drawdown (3Y) Largest decline over 3 years	-18.65%	-15.46%	-3.19%
Max Drawdown (5Y) Largest decline over 5 years	-24.96%	—	—
Current Drawdown Current decline from peak	-3.32%	-4.17%	+0.85%
Average Drawdown Average peak-to-trough decline	-5.41%	-2.30%	-3.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.74%	-0.71%

Volatility

XUS-U.TO vs. IDVO - Volatility Comparison

The current volatility for iShares Core S&P 500 Index ETF (XUS-U.TO) is 4.44%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.09%. This indicates that XUS-U.TO 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

	XUS-U.TO	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	6.09%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	13.95%	-3.93%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	16.40%	-3.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	16.48%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	16.48%	+2.69%

XUS-U.TO vs. IDVO - Expense Ratio Comparison

XUS-U.TO has a 0.09% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

XUS-U.TO vs. IDVO - Dividend Comparison

XUS-U.TO's dividend yield for the trailing twelve months is around 1.16%, less than IDVO's 5.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.65%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%
XUS-U.TO iShares Core S&P 500 Index ETF	1.16%	1.25%	1.04%	1.19%	1.38%	0.89%	1.20%	0.05%

Frequently Asked Questions

Can I hold both XUS-U.TO and IDVO in my portfolio?

XUS-U.TO and IDVO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XUS-U.TO or IDVO?

On fees, XUS-U.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XUS-U.TO or IDVO?

XUS-U.TO is cheaper with a 0.09% expense ratio, compared with 0.65% for IDVO.

What is the main difference between XUS-U.TO and IDVO?

XUS-U.TO is categorized as S&P 500, while IDVO is Derivative Income. They also come from different issuers: iShares and Amplify. Their fees differ too: 0.09% for XUS-U.TO and 0.65% for IDVO.