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ETHO vs. FDLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHO vs. FDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and Inspire Fidelis Multi Factor ETF (FDLS). The values are adjusted to include any dividend payments, if applicable.

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ETHO vs. FDLS - Yearly Performance Comparison


2026 (YTD)20252024
ETHO
Amplify Etho Climate Leadership U.S. ETF
1.19%10.23%8.17%
FDLS
Inspire Fidelis Multi Factor ETF
3.62%22.47%8.17%

Returns By Period

In the year-to-date period, ETHO achieves a 1.19% return, which is significantly lower than FDLS's 3.62% return.


ETHO

1D
3.33%
1M
-4.63%
YTD
1.19%
6M
4.63%
1Y
21.18%
3Y*
5Y*
10Y*

FDLS

1D
2.61%
1M
-5.60%
YTD
3.62%
6M
6.33%
1Y
32.55%
3Y*
17.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHO vs. FDLS - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is lower than FDLS's 0.76% expense ratio.


Return for Risk

ETHO vs. FDLS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETHO
ETHO Risk / Return Rank: 5858
Overall Rank
ETHO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5757
Sortino Ratio Rank
ETHO Omega Ratio Rank: 5252
Omega Ratio Rank
ETHO Calmar Ratio Rank: 6161
Calmar Ratio Rank
ETHO Martin Ratio Rank: 6565
Martin Ratio Rank

FDLS
FDLS Risk / Return Rank: 8282
Overall Rank
FDLS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDLS Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDLS Omega Ratio Rank: 7979
Omega Ratio Rank
FDLS Calmar Ratio Rank: 8282
Calmar Ratio Rank
FDLS Martin Ratio Rank: 8686
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.

ETHO vs. FDLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and Inspire Fidelis Multi Factor ETF (FDLS). 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.


ETHOFDLSDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.51

-0.57

Sortino ratio

Return per unit of downside risk

1.47

2.10

-0.63

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.52

2.32

-0.81

Martin ratio

Return relative to average drawdown

6.41

10.20

-3.79

ETHO vs. FDLS - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 0.95, which is lower than the FDLS Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ETHO and FDLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETHOFDLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.51

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.75

-0.28

Correlation

The correlation between ETHO and FDLS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ETHO vs. FDLS - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.85%, less than FDLS's 0.95% yield.


TTM2025202420232022
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.85%0.86%0.69%0.00%0.00%
FDLS
Inspire Fidelis Multi Factor ETF
0.95%0.86%7.26%0.97%0.31%

Drawdowns

ETHO vs. FDLS - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, which is greater than FDLS's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for ETHO and FDLS.


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Drawdown Indicators


ETHOFDLSDifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-23.32%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-14.05%

+0.02%

Current Drawdown

Current decline from peak

-6.23%

-6.22%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.78%

-4.00%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.20%

+0.12%

Volatility

ETHO vs. FDLS - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) and Inspire Fidelis Multi Factor ETF (FDLS) have volatilities of 7.65% and 7.42%, 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.


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Volatility by Period


ETHOFDLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

7.42%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

13.67%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

21.60%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

19.24%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

19.24%

+0.37%