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EBIZ vs. IBUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBIZ vs. IBUY - Performance Comparison

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

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EBIZ vs. IBUY - 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%
IBUY
Amplify Online Retail ETF
-15.97%15.26%20.14%38.01%-55.71%-22.99%123.79%28.47%-11.17%

Returns By Period

In the year-to-date period, EBIZ achieves a -17.78% return, which is significantly lower than IBUY's -15.97% return.


EBIZ

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

IBUY

1D
0.06%
1M
-4.59%
YTD
-15.97%
6M
-17.78%
1Y
3.26%
3Y*
12.33%
5Y*
-13.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBIZ vs. IBUY - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is lower than IBUY's 0.65% expense ratio.


Return for Risk

EBIZ vs. IBUY — 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

IBUY
IBUY Risk / Return Rank: 1515
Overall Rank
IBUY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 1515
Sortino Ratio Rank
IBUY Omega Ratio Rank: 1515
Omega Ratio Rank
IBUY Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBUY Martin Ratio Rank: 1515
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. IBUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and Amplify Online Retail ETF (IBUY). 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.


EBIZIBUYDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.12

-0.35

Sortino ratio

Return per unit of downside risk

-0.15

0.37

-0.51

Omega ratio

Gain probability vs. loss probability

0.98

1.05

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.21

0.18

-0.39

Martin ratio

Return relative to average drawdown

-0.58

0.48

-1.07

EBIZ vs. IBUY - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.22, which is lower than the IBUY Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of EBIZ and IBUY, 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


EBIZIBUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.12

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.41

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.05

Correlation

The correlation between EBIZ and IBUY is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EBIZ vs. IBUY - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.62%, more than IBUY's 0.13% yield.


TTM2025202420232022202120202019
EBIZ
Global X E-commerce ETF
0.62%0.51%0.23%0.00%0.10%0.57%0.84%0.18%
IBUY
Amplify Online Retail ETF
0.13%0.11%0.00%0.00%0.00%0.00%0.54%0.29%

Drawdowns

EBIZ vs. IBUY - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for EBIZ and IBUY.


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Drawdown Indicators


EBIZIBUYDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-73.00%

+11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-23.23%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-59.73%

-71.15%

+11.42%

Current Drawdown

Current decline from peak

-27.95%

-54.99%

+27.04%

Average Drawdown

Average peak-to-trough decline

-24.33%

-29.26%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

8.49%

+1.73%

Volatility

EBIZ vs. IBUY - Volatility Comparison

Global X E-commerce ETF (EBIZ) and Amplify Online Retail ETF (IBUY) have volatilities of 7.43% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIZIBUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.26%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

16.46%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

26.27%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

32.30%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.86%

29.13%

-0.27%