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EBIZ vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBIZ vs. FUTY - Performance Comparison

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

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EBIZ vs. FUTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EBIZ
Global X E-commerce ETF
-17.78%17.74%31.26%30.88%-40.96%-13.26%74.39%32.76%-11.01%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%-4.06%

Returns By Period

In the year-to-date period, EBIZ achieves a -17.78% return, which is significantly lower than FUTY's 8.19% return.


EBIZ

1D
-0.20%
1M
-4.69%
YTD
-17.78%
6M
-23.89%
1Y
-5.45%
3Y*
14.31%
5Y*
-5.08%
10Y*

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBIZ vs. FUTY - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

EBIZ vs. FUTY — Risk / Return Rank

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

EBIZ
EBIZ Risk / Return Rank: 88
Overall Rank
EBIZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 88
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 88
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 88
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 88
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


EBIZFUTYDifference

Sharpe ratio

Return per unit of total volatility

-0.22

1.25

-1.47

Sortino ratio

Return per unit of downside risk

-0.15

1.70

-1.84

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.21

2.20

-2.42

Martin ratio

Return relative to average drawdown

-0.58

5.24

-5.83

EBIZ vs. FUTY - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.22, which is lower than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EBIZ and FUTY, 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


EBIZFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

1.25

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.63

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.58

-0.31

Correlation

The correlation between EBIZ and FUTY is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EBIZ vs. FUTY - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.62%, less than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
EBIZ
Global X E-commerce ETF
0.62%0.51%0.23%0.00%0.10%0.57%0.84%0.18%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

EBIZ vs. FUTY - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for EBIZ and FUTY.


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Drawdown Indicators


EBIZFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-36.44%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-8.93%

-18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-59.73%

-25.11%

-34.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-27.95%

-2.76%

-25.19%

Average Drawdown

Average peak-to-trough decline

-24.33%

-6.06%

-18.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

3.75%

+6.47%

Volatility

EBIZ vs. FUTY - Volatility Comparison

Global X E-commerce ETF (EBIZ) has a higher volatility of 7.43% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that EBIZ's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIZFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

5.03%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

10.15%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

15.52%

+8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

16.93%

+12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.86%

18.99%

+9.87%