EBIZ vs. TMH
EBIZ (Global X E-commerce ETF) and TMH (Toyota Motor Corporation ADRhedged) are both Consumer Discretionary Equities funds - EBIZ tracks the Solactive E-commerce Index while TMH tracks the Toyota Motor Corporation Local Shares Total Return. Both are passively managed. At a correlation of -1.00, they often move in opposite directions. EBIZ charges 0.50%/yr vs 0.19%/yr for TMH.
Performance
EBIZ vs. TMH - Performance Comparison
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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*
- —
EBIZ vs. TMH - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EBIZ Global X E-commerce ETF | -1.55% |
TMH Toyota Motor Corporation ADRhedged | -5.59% |
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
EBIZ
TMH
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.
| EBIZ | TMH | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EBIZ | TMH | Difference | |
|---|---|---|---|
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
| EBIZ | TMH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -25.77% | -5.59% | -20.18% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -4.22% | -20.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | — | — |
Volatility
EBIZ vs. TMH - Volatility Comparison
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Volatility by Period
| EBIZ | TMH | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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