BLOK vs. FIVG
Compare and contrast key facts about Amplify Transformational Data Sharing ETF (BLOK) and Defiance Next Gen Connectivity ETF (FIVG).
BLOK and FIVG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLOK is an actively managed fund by Amplify Investments. It was launched on Jan 16, 2018. FIVG is a passively managed fund by Defiance ETFs that tracks the performance of the MVIS Bluestar 5G Communications Index. It was launched on Mar 4, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLOK or FIVG.
Performance
BLOK vs. FIVG - Performance Comparison
Returns By Period
In the year-to-date period, BLOK achieves a 64.49% return, which is significantly higher than FIVG's 29.70% return.
BLOK
64.49%
19.52%
45.61%
120.85%
25.78%
N/A
FIVG
29.70%
2.62%
16.94%
42.96%
14.65%
N/A
Key characteristics
| BLOK | FIVG | |
|---|---|---|
| Sharpe Ratio | 2.99 | 2.47 |
| Sortino Ratio | 3.62 | 3.16 |
| Omega Ratio | 1.42 | 1.42 |
| Calmar Ratio | 1.99 | 2.00 |
| Martin Ratio | 13.03 | 11.08 |
| Ulcer Index | 9.03% | 4.62% |
| Daily Std Dev | 39.41% | 20.75% |
| Max Drawdown | -73.33% | -34.62% |
| Current Drawdown | -9.94% | 0.00% |
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BLOK vs. FIVG - Expense Ratio Comparison
BLOK has a 0.71% expense ratio, which is higher than FIVG's 0.30% expense ratio.
Correlation
The correlation between BLOK and FIVG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BLOK vs. FIVG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Defiance Next Gen Connectivity ETF (FIVG). 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.
Dividends
BLOK vs. FIVG - Dividend Comparison
BLOK's dividend yield for the trailing twelve months is around 0.70%, less than FIVG's 0.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BLOK Amplify Transformational Data Sharing ETF | 0.70% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% |
FIVG Defiance Next Gen Connectivity ETF | 0.88% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 0.00% |
Drawdowns
BLOK vs. FIVG - Drawdown Comparison
The maximum BLOK drawdown since its inception was -73.33%, which is greater than FIVG's maximum drawdown of -34.62%. Use the drawdown chart below to compare losses from any high point for BLOK and FIVG. For additional features, visit the drawdowns tool.
Volatility
BLOK vs. FIVG - Volatility Comparison
Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 15.41% compared to Defiance Next Gen Connectivity ETF (FIVG) at 4.97%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier than FIVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.