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BWET vs. GAMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BWET vs. GAMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Breakwave Tanker Shipping ETF (BWET) and Amplify Video Game Leaders ETF (GAMR). The values are adjusted to include any dividend payments, if applicable.

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BWET vs. GAMR - Yearly Performance Comparison


2026 (YTD)202520242023
BWET
Breakwave Tanker Shipping ETF
411.30%96.22%-39.21%15.94%
GAMR
Amplify Video Game Leaders ETF
-17.16%39.20%11.23%0.45%

Returns By Period

In the year-to-date period, BWET achieves a 411.30% return, which is significantly higher than GAMR's -17.16% return.


BWET

1D
-19.47%
1M
71.90%
YTD
411.30%
6M
568.02%
1Y
802.84%
3Y*
5Y*
10Y*

GAMR

1D
4.27%
1M
-5.38%
YTD
-17.16%
6M
-21.93%
1Y
13.90%
3Y*
7.48%
5Y*
-4.99%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BWET vs. GAMR - Expense Ratio Comparison

BWET has a 3.50% expense ratio, which is higher than GAMR's 0.59% expense ratio.


Return for Risk

BWET vs. GAMR — Risk / Return Rank

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

BWET
BWET Risk / Return Rank: 9999
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9999
Sortino Ratio Rank
BWET Omega Ratio Rank: 9898
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
Martin Ratio Rank

GAMR
GAMR Risk / Return Rank: 2727
Overall Rank
GAMR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 3232
Sortino Ratio Rank
GAMR Omega Ratio Rank: 3232
Omega Ratio Rank
GAMR Calmar Ratio Rank: 2222
Calmar Ratio Rank
GAMR Martin Ratio Rank: 2121
Martin Ratio Rank
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.

BWET vs. GAMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Breakwave Tanker Shipping ETF (BWET) and Amplify Video Game Leaders ETF (GAMR). 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.


BWETGAMRDifference

Sharpe ratio

Return per unit of total volatility

9.77

0.51

+9.26

Sortino ratio

Return per unit of downside risk

5.78

0.90

+4.88

Omega ratio

Gain probability vs. loss probability

1.86

1.12

+0.73

Calmar ratio

Return relative to maximum drawdown

27.62

0.43

+27.19

Martin ratio

Return relative to average drawdown

78.05

1.18

+76.87

BWET vs. GAMR - Sharpe Ratio Comparison

The current BWET Sharpe Ratio is 9.77, which is higher than the GAMR Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BWET and GAMR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BWETGAMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.77

0.51

+9.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.48

+1.02

Correlation

The correlation between BWET and GAMR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BWET vs. GAMR - Dividend Comparison

BWET has not paid dividends to shareholders, while GAMR's dividend yield for the trailing twelve months is around 0.63%.


TTM20252024
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%
GAMR
Amplify Video Game Leaders ETF
0.63%0.52%0.63%

Drawdowns

BWET vs. GAMR - Drawdown Comparison

The maximum BWET drawdown since its inception was -56.90%, roughly equal to the maximum GAMR drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for BWET and GAMR.


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Drawdown Indicators


BWETGAMRDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-55.37%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-28.84%

-29.36%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

Max Drawdown (10Y)

Largest decline over 10 years

-55.37%

Current Drawdown

Current decline from peak

-19.47%

-30.97%

+11.50%

Average Drawdown

Average peak-to-trough decline

-24.74%

-22.13%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.21%

10.77%

-0.56%

Volatility

BWET vs. GAMR - Volatility Comparison

Breakwave Tanker Shipping ETF (BWET) has a higher volatility of 51.89% compared to Amplify Video Game Leaders ETF (GAMR) at 9.00%. This indicates that BWET's price experiences larger fluctuations and is considered to be riskier than GAMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWETGAMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.89%

9.00%

+42.89%

Volatility (6M)

Calculated over the trailing 6-month period

72.97%

17.65%

+55.32%

Volatility (1Y)

Calculated over the trailing 1-year period

83.00%

27.42%

+55.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.49%

24.25%

+40.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.49%

24.19%

+40.30%