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Amplify Online Retail ETF (IBUY) Sharpe Ratio: -0.01

ETF · Currency in USD · Last updated Jun 3, 2026

IBUY is a passive ETF by Amplify tracking the investment results of the EQM Online Retail Index. IBUY launched on Apr 20, 2016 and has a 0.65% expense ratio.

IBUY's Sharpe Ratio of -0.01 indicates that for each unit of volatility, it generates -0.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IBUY Sharpe Ratio Rank

IBUY Sharpe Ratio Rank: 8.69
Concerning

IBUY ranks above 8.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

IBUY Sharpe Ratio Market Positioning

The chart shows IBUY's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.86+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amplify Online Retail ETF's Sharpe Ratio with other ETFs in the Consumer Discretionary Equities category across multiple time periods, showing how IBUY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CARZFirst Trust NASDAQ Global Auto Index Fund4.62
PEJInvesco Dynamic Leisure & Entertainment ETF0.96
BEDZAdvisorShares Hotel ETF0.96
ONLNProShares Online Retail ETF0.70
RTHVanEck Vectors Retail ETF0.67
FDISFidelity MSCI Consumer Discretionary Index ETF0.61
VCRVanguard Consumer Discretionary ETF0.61
XLYConsumer Discretionary Select Sector SPDR Fund0.59
FXDFirst Trust Consumer Discretionary AlphaDEX Fund0.56
XRTSPDR S&P Retail ETF0.53
IBUYAmplify Online Retail ETF-0.01

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IBUY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IBUY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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