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ETHO vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHO vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHO achieves a 21.44% return, which is significantly higher than QIDX's 10.40% return.


ETHO

1D
-0.26%
1M
-0.30%
6M
16.62%
YTD
21.44%
1Y
37.16%
3Y*
5Y*
10Y*
ALL TIME*
17.23%

QIDX

1D
0.55%
1M
0.29%
6M
6.42%
YTD
10.40%
1Y
14.22%
3Y*
5Y*
10Y*
ALL TIME*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$257.99K$228.52K$294.89K
$53.70K$62.72K$42.16K

ETHO vs. QIDX - Yearly Performance Comparison


Correlation

The correlation between ETHO and QIDX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.86

The correlation between ETHO and QIDX has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

ETHO vs. QIDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ETHO
ETHO Risk / Return Rank: 8686
Overall Rank
ETHO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 8585
Sortino Ratio Rank
ETHO Omega Ratio Rank: 8080
Omega Ratio Rank
ETHO Calmar Ratio Rank: 9090
Calmar Ratio Rank
ETHO Martin Ratio Rank: 9191
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 4949
Overall Rank
QIDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QIDX Omega Ratio Rank: 4545
Omega Ratio Rank
QIDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QIDX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ETHO vs. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and Indexperts Quality Earnings Focused ETF (QIDX). 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.


ETHOQIDXDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

3.82

1.90

+1.92

Martin ratioReturn relative to average drawdown

14.85

6.38

+8.48

ETHO vs. QIDX - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 2.00, which is higher than the QIDX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ETHO and QIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETHO vs. QIDX - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for ETHO and QIDX.


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Drawdown Indicators


ETHOQIDXDifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-14.99%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-6.92%

-2.33%

Current Drawdown

Current decline from peak

-1.63%

-0.44%

-1.19%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.13%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.06%

+0.32%

Volatility

ETHO vs. QIDX - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 3.88% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.55%. This indicates that ETHO's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHOQIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

2.55%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

8.24%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

11.02%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

14.20%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

14.20%

+5.05%

ETHO vs. QIDX - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is lower than QIDX's 0.50% expense ratio.


Dividends

ETHO vs. QIDX - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.70%, less than QIDX's 0.86% yield.


PositionTTM20252024
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.70%0.86%0.69%
QIDX
Indexperts Quality Earnings Focused ETF
0.86%0.84%0.00%

Frequently Asked Questions


ETHO and QIDX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHO has higher volatility (3.88%) compared to QIDX (2.55%). In terms of maximum drawdown, ETHO dropped -25.50% vs QIDX's -14.99%.

On 1-year performance, ETHO leads with 37.16% vs 14.22% for QIDX. On fees, ETHO is cheaper at 0.45% per year. On volatility, QIDX has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ETHO has performed better with a 37.16% return vs 14.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ETHO is cheaper with a 0.45% expense ratio, compared with 0.50% for QIDX.

QIDX has the higher dividend yield at 0.86%, compared with 0.70% for ETHO.

ETHO is categorized as Mid Cap Blend Equities, while QIDX is Quality Factor. They also come from different issuers: Amplify and Indexperts. Their fees differ too: 0.45% for ETHO and 0.50% for QIDX.

ETHO currently has the higher Sharpe Ratio (2.00 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for ETHO and QIDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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