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EBIZ vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBIZ vs. TMH - Performance Comparison

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

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Returns By Period


EBIZ

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

TMH

1D
-0.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIZ vs. TMH - Yearly Performance Comparison


Correlation

The correlation between EBIZ and TMH is -1.00, 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 (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

EBIZ vs. TMH — 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

TMH
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. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and Toyota Motor Corporation ADRhedged (TMH). 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.


EBIZTMHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.32

Martin ratioReturn relative to average drawdown

-0.65

EBIZ vs. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EBIZTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-5.39

+5.68

Drawdowns

EBIZ vs. TMH - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, which is greater than TMH's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for EBIZ and TMH.


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Drawdown Indicators


EBIZTMHDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-5.59%

-55.99%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

Max Drawdown (5Y)

Largest decline over 5 years

-58.21%

Current Drawdown

Current decline from peak

-25.77%

-5.59%

-20.18%

Average Drawdown

Average peak-to-trough decline

-24.33%

-4.22%

-20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

Volatility

EBIZ vs. TMH - Volatility Comparison


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Volatility by Period


EBIZTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

20.85%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.90%

20.85%

+8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

20.85%

+7.83%

EBIZ vs. TMH - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is higher than TMH's 0.19% expense ratio.


Dividends

EBIZ vs. TMH - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.60%, while TMH has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EBIZ
Global X E-commerce ETF
0.60%0.51%0.23%0.00%0.10%0.57%0.84%0.18%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EBIZ and TMH have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.50% for EBIZ.

EBIZ has the higher dividend yield at 0.60%, compared with 0.00% for TMH.

EBIZ tracks Solactive E-commerce Index, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: Global X and ADRhedged. Their fees differ too: 0.50% for EBIZ and 0.19% for TMH.

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