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EBIZ vs. BWET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBIZ vs. BWET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X E-commerce ETF (EBIZ) and Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBIZ achieves a -16.82% return, which is significantly lower than BWET's 1,030.31% return.


EBIZ

1D
-1.71%
1M
-2.21%
YTD
-16.82%
6M
-17.98%
1Y
-8.65%
3Y*
15.11%
5Y*
-4.08%
10Y*

BWET

1D
2.73%
1M
25.30%
YTD
1,030.31%
6M
892.97%
1Y
1,640.62%
3Y*
128.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIZ vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
EBIZ
Global X E-commerce ETF
-16.82%17.74%31.26%25.76%
BWET
Breakwave Tanker Shipping ETF
1,030.31%96.22%-39.21%14.13%

Correlation

The correlation between EBIZ and BWET is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since May 3, 2023

-0.02

The correlation between EBIZ and BWET shifts across timeframes, from -0.15 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EBIZ vs. BWET — Risk / Return Rank

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

EBIZ
EBIZ Risk / Return Rank: 55
Overall Rank
EBIZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 55
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 55
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 66
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 66
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9898
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9797
Sortino Ratio Rank
BWET Omega Ratio Rank: 9797
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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.

EBIZ vs. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and Breakwave Tanker Shipping ETF (BWET). 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.


EBIZBWETDifference
Sharpe ratioReturn per unit of total volatility

-17.32

Sortino ratioReturn per unit of downside risk

-6.84

Omega ratioGain probability vs. loss probability

0.94

1.92

-0.98

Calmar ratioReturn relative to maximum drawdown

-0.31

54.19

-54.51

Martin ratioReturn relative to average drawdown

-0.60

142.88

-143.48

EBIZ vs. BWET - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.44, which is lower than the BWET Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of EBIZ and BWET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EBIZ vs. BWET - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, which is greater than BWET's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for EBIZ and BWET.


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Drawdown Indicators


EBIZBWETDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-56.90%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-30.64%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

-56.81%

+29.08%

Max Drawdown (5Y)

Largest decline over 5 years

-58.21%

Current Drawdown

Current decline from peak

-27.11%

0.00%

-27.11%

Average Drawdown

Average peak-to-trough decline

-24.33%

-23.78%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.35%

11.60%

+2.75%

Volatility

EBIZ vs. BWET - Volatility Comparison

The current volatility for Global X E-commerce ETF (EBIZ) is 5.24%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 25.51%. This indicates that EBIZ experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIZBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

25.51%

-20.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

88.96%

-73.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

98.53%

-78.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.95%

70.43%

-41.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

70.43%

-41.80%

EBIZ vs. BWET - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is lower than BWET's 3.50% expense ratio.


Dividends

EBIZ vs. BWET - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.61%, while BWET has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EBIZ
Global X E-commerce ETF
0.61%0.51%0.23%0.00%0.10%0.57%0.84%0.18%

Frequently Asked Questions


EBIZ and BWET have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (25.51%) compared to EBIZ (5.24%). In terms of maximum drawdown, EBIZ dropped -61.58% vs BWET's -56.90%.

On 3-year performance, BWET leads with 128.11% vs 15.11% for EBIZ. On fees, EBIZ is cheaper at 0.50% per year. On volatility, EBIZ has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BWET has performed better with a 128.11% return vs 15.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBIZ is cheaper with a 0.50% expense ratio, compared with 3.50% for BWET.

EBIZ has the higher dividend yield at 0.61%, compared with 0.00% for BWET.

EBIZ is categorized as Consumer Discretionary Equities, while BWET is Commodities. EBIZ tracks Solactive E-commerce Index, while BWET tracks Breakwave Wet Freight Futures Index. They also come from different issuers: Global X and Amplify. Their fees differ too: 0.50% for EBIZ and 3.50% for BWET.

BWET currently has the higher Sharpe Ratio (16.89 vs -0.44), 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.

Portfolio Optimizer

Find the right allocation for EBIZ and BWET

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