PortfoliosLab logoPortfoliosLab logo
EBIZ vs. IBUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, EBIZ achieves a -15.29% return, which is significantly lower than IBUY's -10.92% return.


EBIZ

1D
-2.05%
1M
-2.71%
YTD
-15.29%
6M
-15.50%
1Y
-8.74%
3Y*
17.16%
5Y*
-3.65%
10Y*

IBUY

1D
-1.83%
1M
-1.00%
YTD
-10.92%
6M
-10.14%
1Y
-2.54%
3Y*
15.79%
5Y*
-11.36%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIZ vs. IBUY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EBIZ
Global X E-commerce ETF
-15.29%17.74%31.26%30.88%-40.96%-13.26%74.39%32.76%-11.01%
IBUY
Amplify Online Retail ETF
-10.92%15.26%20.14%38.01%-55.71%-22.99%123.79%28.47%-11.17%

Correlation

The correlation between EBIZ and IBUY is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2018

0.89

The correlation between EBIZ and IBUY has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

EBIZ vs. IBUY - Sectors Allocation Comparison


Sectors
EBIZ
IBUY

Consumer Cyclical

75.6%
71.7%

Technology

13.2%
5.1%

Industrials

4.6%
5.1%

Real Estate

2.6%
0.8%

Healthcare

2.1%
4.7%

Communication Services

1.6%
5.8%

Financial Services

0.3%
4.2%

Basic Materials

-

-

Consumer Defensive

-

2.5%

Energy

-

-

Utilities

-

-

Consumer Cyclical

EBIZ
75.6%
IBUY
71.7%

Technology

EBIZ
13.2%
IBUY
5.1%

Industrials

EBIZ
4.6%
IBUY
5.1%

Real Estate

EBIZ
2.6%
IBUY
0.8%

Healthcare

EBIZ
2.1%
IBUY
4.7%

Communication Services

EBIZ
1.6%
IBUY
5.8%

Financial Services

EBIZ
0.3%
IBUY
4.2%

Basic Materials

EBIZ

-

IBUY

-

Consumer Defensive

EBIZ

-

IBUY
2.5%

Energy

EBIZ

-

IBUY

-

Utilities

EBIZ

-

IBUY

-

Compare stocks, funds, or ETFs

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


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: 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

IBUY
IBUY Risk / Return Rank: 77
Overall Rank
IBUY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 77
Sortino Ratio Rank
IBUY Omega Ratio Rank: 77
Omega Ratio Rank
IBUY Calmar Ratio Rank: 88
Calmar Ratio Rank
IBUY Martin Ratio Rank: 88
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 ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.94

1.00

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.32

-0.11

-0.21

Martin ratioReturn relative to average drawdown

-0.65

-0.24

-0.41

EBIZ vs. IBUY - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.44, which is lower than the IBUY Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of EBIZ and IBUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EBIZIBUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.12

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.36

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.35

-0.06

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.


Loading charts...

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 (3Y)

Largest decline over 3 years

-27.73%

-28.87%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-58.21%

-71.15%

+12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-73.00%

Current Drawdown

Current decline from peak

-25.77%

-52.29%

+26.52%

Average Drawdown

Average peak-to-trough decline

-24.33%

-29.65%

+5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

10.50%

+2.91%

Volatility

EBIZ vs. IBUY - Volatility Comparison

Global X E-commerce ETF (EBIZ) and Amplify Online Retail ETF (IBUY) have volatilities of 5.39% and 5.60%, 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.


Loading charts...

Volatility by Period


EBIZIBUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.60%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

15.70%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

21.51%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.90%

32.07%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

29.16%

-0.48%

EBIZ vs. IBUY - Expense Ratio Comparison

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


Dividends

EBIZ vs. IBUY - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.60%, more than IBUY's 0.12% yield.


PositionTTM2025202420232022202120202019
EBIZ
Global X E-commerce ETF
0.60%0.51%0.23%0.00%0.10%0.57%0.84%0.18%
IBUY
Amplify Online Retail ETF
0.12%0.11%0.00%0.00%0.00%0.00%0.54%0.29%

Frequently Asked Questions


EBIZ and IBUY have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBUY has higher volatility (5.60%) compared to EBIZ (5.39%). In terms of maximum drawdown, EBIZ dropped -61.58% vs IBUY's -73.00%.

On 5-year performance, EBIZ leads with -3.65% vs -11.36% for IBUY. On fees, EBIZ is cheaper at 0.50% per year. On volatility, EBIZ has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EBIZ has performed better with a -3.65% return vs -11.36%. 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 0.65% for IBUY.

EBIZ has the higher dividend yield at 0.60%, compared with 0.12% for IBUY.

EBIZ tracks Solactive E-commerce Index, while IBUY tracks EQM Online Retail Index. They also come from different issuers: Global X and Amplify. Their fees differ too: 0.50% for EBIZ and 0.65% for IBUY.

IBUY currently has the higher Sharpe Ratio (-0.12 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 IBUY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer