PortfoliosLab logoPortfoliosLab logo
DDIV vs. GERM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDIV vs. GERM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Amplify Treatments, Testing and Advancements ETF (GERM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DDIV vs. GERM - Yearly Performance Comparison


Returns By Period


DDIV

1D
1.09%
1M
-4.66%
YTD
-1.35%
6M
2.92%
1Y
9.52%
3Y*
16.55%
5Y*
9.67%
10Y*
9.01%

GERM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DDIV vs. GERM - Expense Ratio Comparison

DDIV has a 0.60% expense ratio, which is lower than GERM's 0.68% expense ratio.


Return for Risk

DDIV vs. GERM — Risk / Return Rank

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

DDIV
DDIV Risk / Return Rank: 2727
Overall Rank
DDIV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DDIV Sortino Ratio Rank: 2525
Sortino Ratio Rank
DDIV Omega Ratio Rank: 2626
Omega Ratio Rank
DDIV Calmar Ratio Rank: 2828
Calmar Ratio Rank
DDIV Martin Ratio Rank: 2929
Martin Ratio Rank

GERM
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.

DDIV vs. GERM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Amplify Treatments, Testing and Advancements ETF (GERM). 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.


DDIVGERMDifference

Sharpe ratio

Return per unit of total volatility

0.49

Sortino ratio

Return per unit of downside risk

0.77

Omega ratio

Gain probability vs. loss probability

1.11

Calmar ratio

Return relative to maximum drawdown

0.68

Martin ratio

Return relative to average drawdown

2.48

DDIV vs. GERM - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


DDIVGERMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

DDIV vs. GERM - Dividend Comparison

DDIV's dividend yield for the trailing twelve months is around 1.75%, while GERM has not paid dividends to shareholders.


TTM20252024202320222021202020192018
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
1.75%1.94%2.22%3.18%3.60%2.43%2.63%2.93%3.27%
GERM
Amplify Treatments, Testing and Advancements ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DDIV vs. GERM - Drawdown Comparison

The maximum DDIV drawdown since its inception was -47.56%, which is greater than GERM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DDIV and GERM.


Loading graphics...

Drawdown Indicators


DDIVGERMDifference

Max Drawdown

Largest peak-to-trough decline

-47.56%

0.00%

-47.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

0.00%

-14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.56%

Current Drawdown

Current decline from peak

-7.45%

0.00%

-7.45%

Average Drawdown

Average peak-to-trough decline

-6.08%

0.00%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

0.00%

+4.11%

Volatility

DDIV vs. GERM - Volatility Comparison

First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a higher volatility of 6.21% compared to Amplify Treatments, Testing and Advancements ETF (GERM) at 0.00%. This indicates that DDIV's price experiences larger fluctuations and is considered to be riskier than GERM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DDIVGERMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

0.00%

+6.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

0.00%

+12.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

0.00%

+19.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

0.00%

+18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

0.00%

+19.89%