BATT vs. ILIT

Last updated Jun 23, 2026

BATT (Amplify Lithium & Battery Technology ETF) and ILIT (Ishares Lithium Miners And Producers ETF) are both Lithium & Battery Metals funds. BATT is actively managed, while ILIT is passively managed. Over the past 3 years, BATT returned 12.58%/yr vs -5.16%/yr for ILIT. A 0.79 correlation means they provide meaningful diversification when combined. BATT charges 0.59%/yr vs 0.47%/yr for ILIT.

Performance

BATT vs. ILIT - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with BATT having a 20.36% return and ILIT slightly higher at 20.43%.

BATT

• 1D: 0.24%
• 1M: -0.60%
• YTD: 20.36%
• 6M: 19.88%
• 1Y: 93.32%
• 3Y*: 12.58%
• 5Y*: 2.12%
• 10Y*: —

ILIT

• 1D: -0.71%
• 1M: -6.71%
• YTD: 20.43%
• 6M: 20.23%
• 1Y: 160.57%
• 3Y*: -5.16%
• 5Y*: —
• 10Y*: —

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

BATT vs. ILIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BATT Amplify Lithium & Battery Technology ETF	20.36%	59.70%	-13.93%	-16.15%
ILIT Ishares Lithium Miners And Producers ETF	20.43%	81.51%	-45.14%	-28.86%

Correlation

The correlation between BATT and ILIT is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023	0.79

The correlation between BATT and ILIT has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

BATT vs. ILIT - Sectors Allocation Comparison

Sectors	BATT	ILIT
Basic Materials	58.7%	85.0%
Consumer Cyclical	18.0%	3.7%
Industrials	16.8%	10.8%
Technology	5.1%	0.4%
Financial Services	0.3%	-
Communication Services	0.0%	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

BATT vs. ILIT — Risk / Return Rank

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

BATT

BATT Risk / Return Rank: 85
BATT Sharpe Ratio Rank: 90
BATT Sortino Ratio Rank: 76
BATT Omega Ratio Rank: 78
BATT Calmar Ratio Rank: 91
BATT Martin Ratio Rank: 88

ILIT

ILIT Risk / Return Rank: 86
ILIT Sharpe Ratio Rank: 93
ILIT Sortino Ratio Rank: 82
ILIT Omega Ratio Rank: 75
ILIT Calmar Ratio Rank: 93
ILIT Martin Ratio Rank: 85

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. ILIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Lithium & Battery Technology ETF (BATT) and Ishares Lithium Miners And Producers ETF (ILIT). 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	ILIT	Difference
Sharpe ratio: Return per unit of total volatility	2.91	3.20	-0.29
Sortino ratio: Return per unit of downside risk	3.25	3.47	-0.22
Omega ratio: Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio: Return relative to maximum drawdown	5.51	6.06	-0.55
Martin ratio: Return relative to average drawdown	18.21	17.10	+1.11

BATT vs. ILIT - Sharpe Ratio Comparison

The current BATT Sharpe Ratio is 2.91, which is comparable to the ILIT Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of BATT and ILIT, 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. ILIT - Drawdown Comparison

The maximum BATT drawdown since its inception was -69.38%, smaller than the maximum ILIT drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for BATT and ILIT.

Drawdown Indicators

	BATT	ILIT	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-73.69%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-17.03%	-26.68%	+9.65%
Max Drawdown (3Y) Largest decline over 3 years	-47.65%	-73.69%	+26.04%
Max Drawdown (5Y) Largest decline over 5 years	-61.98%	—	—
Current Drawdown Current decline from peak	-7.88%	-21.22%	+13.34%
Average Drawdown Average peak-to-trough decline	-34.62%	-45.42%	+10.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.14%	9.43%	-4.29%

Volatility

BATT vs. ILIT - Volatility Comparison

The current volatility for Amplify Lithium & Battery Technology ETF (BATT) is 11.78%, while Ishares Lithium Miners And Producers ETF (ILIT) has a volatility of 14.58%. This indicates that BATT experiences smaller price fluctuations and is considered to be less risky than ILIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BATT	ILIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.78%	14.58%	-2.80%
Volatility (6M) Calculated over the trailing 6-month period	26.63%	35.02%	-8.39%
Volatility (1Y) Calculated over the trailing 1-year period	32.33%	50.62%	-18.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.90%	41.97%	-12.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.72%	41.97%	-11.25%

BATT vs. ILIT - Expense Ratio Comparison

BATT has a 0.59% expense ratio, which is higher than ILIT's 0.47% expense ratio.

Dividends

BATT vs. ILIT - Dividend Comparison

BATT's dividend yield for the trailing twelve months is around 1.54%, less than ILIT's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BATT Amplify Lithium & Battery Technology ETF	1.54%	1.85%	3.17%	3.23%	4.14%	2.32%	0.21%	3.22%	0.89%
ILIT Ishares Lithium Miners And Producers ETF	1.71%	2.27%	6.48%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BATT and ILIT in my portfolio?

BATT and ILIT have a correlation of 0.73, 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 ILIT?

ILIT has higher volatility (14.58%) compared to BATT (11.78%). In terms of maximum drawdown, BATT dropped -69.38% vs ILIT's -73.69%.

Which ETF is better, BATT or ILIT?

On 3-year performance, BATT leads with 12.58% vs -5.16% for ILIT. On fees, ILIT is cheaper at 0.47% per year. On volatility, BATT has been the lower-risk option at 11.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BATT or ILIT?

Over the 3-year period, BATT has performed better with a 12.58% return vs -5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BATT or ILIT?

ILIT is cheaper with a 0.47% expense ratio, compared with 0.59% for BATT.

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

ILIT has the higher dividend yield at 1.71%, compared with 1.54% for BATT.

What is the main difference between BATT and ILIT?

They also come from different issuers: Amplify and iShares. Their fees differ too: 0.59% for BATT and 0.47% for ILIT.

Which has better risk-adjusted returns?

ILIT currently has the higher Sharpe Ratio (3.20 vs 2.91), 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.