BATT vs. AIEQ

Last updated Jun 24, 2026

BATT (Amplify Lithium & Battery Technology ETF) and AIEQ (Amplify AI Powered Equity ETF) are both exchange-traded funds - BATT is a Lithium & Battery Metals fund actively managed by Amplify, while AIEQ is a Large Cap Growth Equities fund tracking the AI Powered Equity Index. BATT is actively managed, while AIEQ is passively managed. Over the past year, BATT returned 80.97% vs 19.15% for AIEQ. A 0.61 correlation means they provide meaningful diversification when combined. BATT charges 0.59%/yr vs 0.75%/yr for AIEQ.

Performance

BATT vs. AIEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Lithium & Battery Technology ETF (BATT) and Amplify AI Powered Equity ETF (AIEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BATT achieves a 14.35% return, which is significantly higher than AIEQ's 8.03% return.

BATT

• 1D: -5.00%
• 1M: -5.57%
• YTD: 14.35%
• 6M: 13.17%
• 1Y: 80.97%
• 3Y*: 10.67%
• 5Y*: 1.08%
• 10Y*: —

AIEQ

• 1D: -1.27%
• 1M: -1.14%
• YTD: 8.03%
• 6M: 7.07%
• 1Y: 19.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BATT vs. AIEQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BATT Amplify Lithium & Battery Technology ETF	14.35%	59.70%	0.59%
AIEQ Amplify AI Powered Equity ETF	8.03%	13.96%	15.21%

Correlation

The correlation between BATT and AIEQ 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 (All Time) Calculated using the full available price history since Jan 29, 2024	0.61

The correlation between BATT and AIEQ has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

BATT vs. AIEQ - Sectors Allocation Comparison

Sectors	BATT	AIEQ
Basic Materials	58.7%	2.8%
Consumer Cyclical	18.0%	9.7%
Industrials	16.8%	10.4%
Technology	5.1%	39.7%
Financial Services	0.3%	11.7%
Communication Services	0.0%	11.2%
Consumer Defensive	-	4.6%
Energy	-	2.8%
Healthcare	-	6.7%
Real Estate	-	0.2%
Utilities	-	0.3%

Return for Risk

BATT vs. AIEQ — Risk / Return Rank

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

BATT

BATT Risk / Return Rank: 77
BATT Sharpe Ratio Rank: 82
BATT Sortino Ratio Rank: 66
BATT Omega Ratio Rank: 69
BATT Calmar Ratio Rank: 87
BATT Martin Ratio Rank: 82

AIEQ

AIEQ Risk / Return Rank: 45
AIEQ Sharpe Ratio Rank: 45
AIEQ Sortino Ratio Rank: 42
AIEQ Omega Ratio Rank: 43
AIEQ Calmar Ratio Rank: 44
AIEQ Martin Ratio Rank: 49

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.

BATT vs. AIEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Lithium & Battery Technology ETF (BATT) and Amplify AI Powered Equity ETF (AIEQ). 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.

	BATT	AIEQ	Difference
Sharpe ratio: Return per unit of total volatility	2.49	1.50	+0.99
Sortino ratio: Return per unit of downside risk	2.88	2.07	+0.81
Omega ratio: Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio: Return relative to maximum drawdown	4.78	2.11	+2.67
Martin ratio: Return relative to average drawdown	15.62	8.00	+7.61

BATT vs. AIEQ - Sharpe Ratio Comparison

The current BATT Sharpe Ratio is 2.49, which is higher than the AIEQ Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BATT and AIEQ, 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

BATT vs. AIEQ - Drawdown Comparison

The maximum BATT drawdown since its inception was -69.38%, which is greater than AIEQ's maximum drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for BATT and AIEQ.

Drawdown Indicators

	BATT	AIEQ	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-24.19%	-45.19%
Max Drawdown (1Y) Largest decline over 1 year	-17.03%	-9.11%	-7.92%
Max Drawdown (3Y) Largest decline over 3 years	-47.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.98%	—	—
Current Drawdown Current decline from peak	-12.48%	-2.85%	-9.63%
Average Drawdown Average peak-to-trough decline	-34.60%	-3.28%	-31.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	2.40%	+2.80%

Volatility

BATT vs. AIEQ - Volatility Comparison

Amplify Lithium & Battery Technology ETF (BATT) has a higher volatility of 12.72% compared to Amplify AI Powered Equity ETF (AIEQ) at 4.68%. This indicates that BATT's price experiences larger fluctuations and is considered to be riskier than AIEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BATT	AIEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	4.68%	+8.04%
Volatility (6M) Calculated over the trailing 6-month period	27.15%	10.15%	+17.00%
Volatility (1Y) Calculated over the trailing 1-year period	32.69%	12.87%	+19.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.95%	19.47%	+10.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.76%	19.47%	+11.29%

BATT vs. AIEQ - Expense Ratio Comparison

BATT has a 0.59% expense ratio, which is lower than AIEQ's 0.75% expense ratio.

Dividends

BATT vs. AIEQ - Dividend Comparison

BATT's dividend yield for the trailing twelve months is around 1.62%, more than AIEQ's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIEQ Amplify AI Powered Equity ETF	0.40%	0.43%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BATT Amplify Lithium & Battery Technology ETF	1.62%	1.85%	3.17%	3.23%	4.14%	2.32%	0.21%	3.22%	0.89%

Frequently Asked Questions

Can I hold both BATT and AIEQ in my portfolio?

BATT and AIEQ 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.

Which is riskier, BATT or AIEQ?

BATT has higher volatility (12.72%) compared to AIEQ (4.68%). In terms of maximum drawdown, BATT dropped -69.38% vs AIEQ's -24.19%.

Which ETF is better, BATT or AIEQ?

On 1-year performance, BATT leads with 80.97% vs 19.15% for AIEQ. On fees, BATT is cheaper at 0.59% per year. On volatility, AIEQ has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BATT or AIEQ?

Over the 1-year period, BATT has performed better with a 80.97% return vs 19.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BATT or AIEQ?

BATT is cheaper with a 0.59% expense ratio, compared with 0.75% for AIEQ.

Which ETF pays a higher dividend yield, BATT or AIEQ?

BATT has the higher dividend yield at 1.62%, compared with 0.40% for AIEQ.

What is the main difference between BATT and AIEQ?

BATT is categorized as Lithium & Battery Metals, while AIEQ is Large Cap Growth Equities. Their fees differ too: 0.59% for BATT and 0.75% for AIEQ.

Which has better risk-adjusted returns?

BATT currently has the higher Sharpe Ratio (2.49 vs 1.50), 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.