ECH vs. AMZY
ECH (iShares MSCI Chile ETF) and AMZY (YieldMax AMZN Option Income Strategy ETF) are both exchange-traded funds - ECH is a Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index, while AMZY is a Derivative Income fund actively managed by YieldMax. ECH is passively managed, while AMZY is actively managed. Over the past year, ECH returned 36.61% vs 8.54% for AMZY. At a 0.27 correlation, their price movements are largely independent. ECH charges 0.59%/yr vs 1.09%/yr for AMZY.
Performance
ECH vs. AMZY - Performance Comparison
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Returns By Period
In the year-to-date period, ECH achieves a 2.23% return, which is significantly higher than AMZY's 1.40% return.
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECH vs. AMZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | -8.96% |
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
Correlation
The correlation between ECH and AMZY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.27 |
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Return for Risk
ECH vs. AMZY — Risk / Return Rank
ECH
AMZY
ECH vs. AMZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.
| ECH | AMZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.08 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.44 | +1.43 |
| Martin ratioReturn relative to average drawdown | 4.41 | 1.05 | +3.35 |
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Drawdowns
ECH vs. AMZY - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.08%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for ECH and AMZY.
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Drawdown Indicators
| ECH | AMZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -23.70% | -50.38% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -19.61% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | — | — |
Current DrawdownCurrent decline from peak | -24.03% | -9.46% | -14.57% |
Average DrawdownAverage peak-to-trough decline | -37.48% | -5.38% | -32.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 8.13% | +0.20% |
Volatility
ECH vs. AMZY - Volatility Comparison
iShares MSCI Chile ETF (ECH) has a higher volatility of 9.09% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 7.69%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECH | AMZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 7.69% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 21.20% | 16.77% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 23.97% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.63% | 25.07% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.27% | 25.07% | +2.20% |
ECH vs. AMZY - Expense Ratio Comparison
ECH has a 0.59% expense ratio, which is lower than AMZY's 1.09% expense ratio.
Dividends
ECH vs. AMZY - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 1.93%, less than AMZY's 56.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 56.44% | 52.59% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
Frequently Asked Questions
ECH and AMZY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECH has higher volatility (9.09%) compared to AMZY (7.69%). In terms of maximum drawdown, ECH dropped -74.08% vs AMZY's -23.70%.
On 1-year performance, ECH leads with 36.61% vs 8.54% for AMZY. On fees, ECH is cheaper at 0.59% per year. On volatility, AMZY has been the lower-risk option at 7.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ECH has performed better with a 36.61% return vs 8.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ECH is cheaper with a 0.59% expense ratio, compared with 1.09% for AMZY.
AMZY has the higher dividend yield at 56.44%, compared with 1.93% for ECH.
ECH is categorized as Foreign Large Cap Equities, while AMZY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.59% for ECH and 1.09% for AMZY.
ECH currently has the higher Sharpe Ratio (1.44 vs 0.36), 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.
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