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 0.41 correlation, their price movements are largely independent. EBIZ charges 0.50%/yr vs 0.19%/yr for TMH.
Performance
EBIZ vs. TMH - Performance Comparison
Loading charts...
Returns By Period
EBIZ
- 1D
- 1.90%
- 1M
- -0.13%
- YTD
- -15.06%
- 6M
- -16.55%
- 1Y
- -8.77%
- 3Y*
- 15.91%
- 5Y*
- -4.03%
- 10Y*
- —
TMH
- 1D
- 0.63%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EBIZ vs. TMH - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EBIZ Global X E-commerce ETF | -0.82% |
TMH Toyota Motor Corporation ADRhedged | -9.14% |
Correlation
The correlation between EBIZ and TMH is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.41 |
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. TMH — Risk / Return Rank
EBIZ
TMH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 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 | -0.61 | — | — |
Loading charts...
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 -10.20%. Use the drawdown chart below to compare losses from any high point for EBIZ and TMH.
Loading charts...
Drawdown Indicators
| EBIZ | TMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.58% | -10.20% | -51.38% |
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 | -25.56% | -9.63% | -15.93% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -5.98% | -18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.50% | — | — |
Volatility
EBIZ vs. TMH - Volatility Comparison
Loading charts...
Volatility by Period
| EBIZ | TMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 25.57% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.96% | 25.57% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.62% | 25.57% | +3.05% |
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%, less than TMH's 5.24% yield.
| 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 | 5.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EBIZ and TMH have a correlation of 0.41, 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.
TMH has the higher dividend yield at 5.24%, compared with 0.60% for EBIZ.
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.
Find the right allocation for EBIZ and TMH
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