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YYY vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YYY vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) 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, YYY achieves a 5.58% return, which is significantly lower than IDVO's 15.22% return.


YYY

1D
0.27%
1M
-1.03%
6M
3.06%
YTD
5.58%
1Y
10.17%
3Y*
11.52%
5Y*
3.30%
10Y*
5.21%
ALL TIME*
5.94%

IDVO

1D
-0.05%
1M
2.57%
6M
4.08%
YTD
15.22%
1Y
35.24%
3Y*
22.50%
5Y*
10Y*
ALL TIME*
21.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.94M$8.90M$10.66M
$3.26M$3.18M$4.38M

YYY vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
YYY
Amplify CEF High Income ETF
5.58%13.08%11.86%12.98%-4.74%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
15.22%36.46%10.16%17.53%6.42%

Correlation

The correlation between YYY and IDVO is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.62

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

0.64

The correlation between YYY and IDVO has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

YYY vs. IDVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YYY
YYY Risk / Return Rank: 4444
Overall Rank
YYY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4545
Sortino Ratio Rank
YYY Omega Ratio Rank: 4747
Omega Ratio Rank
YYY Calmar Ratio Rank: 3636
Calmar Ratio Rank
YYY Martin Ratio Rank: 4646
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 8686
Overall Rank
IDVO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDVO Omega Ratio Rank: 8686
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDVO Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YYY vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) 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.


YYYIDVODifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.26

3.41

-2.15

Martin ratioReturn relative to average drawdown

5.39

12.59

-7.20

YYY vs. IDVO - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 1.17, which is lower than the IDVO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of YYY 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

YYY vs. IDVO - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for YYY and IDVO.


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Drawdown Indicators


YYYIDVODifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-15.46%

-27.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-10.37%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-15.46%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

Current Drawdown

Current decline from peak

-1.29%

-0.30%

-0.99%

Average Drawdown

Average peak-to-trough decline

-6.77%

-2.29%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.81%

-0.92%

Volatility

YYY vs. IDVO - Volatility Comparison

The current volatility for Amplify CEF High Income ETF (YYY) is 2.02%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 4.26%. This indicates that YYY 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.


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Volatility by Period


YYYIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

4.26%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

13.86%

-6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

8.78%

16.69%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

16.43%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

16.43%

-2.56%

YYY vs. IDVO - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than IDVO's 0.65% expense ratio.


Dividends

YYY vs. IDVO - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.75%, more than IDVO's 5.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.67%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.75%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


YYY and IDVO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDVO has higher volatility (4.26%) compared to YYY (2.02%). In terms of maximum drawdown, YYY dropped -42.52% vs IDVO's -15.46%.

On 3-year performance, IDVO leads with 22.50% vs 11.52% for YYY. On fees, IDVO is cheaper at 0.65% per year. On volatility, YYY has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDVO has performed better with a 22.50% return vs 11.52%. 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 3.23% for YYY.

YYY has the higher dividend yield at 12.75%, compared with 5.67% for IDVO.

YYY is categorized as Diversified Portfolio, while IDVO is Derivative Income. Their fees differ too: 3.23% for YYY and 0.65% for IDVO.

IDVO currently has the higher Sharpe Ratio (2.13 vs 1.17), 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.

Portfolio Optimizer

Find the right allocation for YYY and IDVO

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