PortfoliosLab logoPortfoliosLab logo
ETHO vs. SIXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHO vs. SIXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ETHO achieves a 17.28% return, which is significantly higher than SIXL's 3.41% return.


ETHO

1D
-0.81%
1M
4.96%
YTD
17.28%
6M
16.47%
1Y
34.51%
3Y*
5Y*
10Y*

SIXL

1D
-0.16%
1M
-2.82%
YTD
3.41%
6M
2.41%
1Y
3.64%
3Y*
7.60%
5Y*
3.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHO vs. SIXL - Yearly Performance Comparison


2026 (YTD)20252024
ETHO
Amplify Etho Climate Leadership U.S. ETF
17.28%10.23%8.17%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
3.41%-0.61%13.40%

Correlation

The correlation between ETHO and SIXL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.63

The correlation between ETHO and SIXL shifts across timeframes, from 0.48 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

ETHO vs. SIXL - Sectors Allocation Comparison


Sectors
ETHO
SIXL

Technology

26.3%
2.4%

Industrials

16.7%
6.4%

Financial Services

13.0%
15.2%

Healthcare

11.6%
14.5%

Consumer Cyclical

10.8%
6.8%

Real Estate

6.5%
13.6%

Consumer Defensive

4.7%
17.0%

Communication Services

4.5%
2.6%

Basic Materials

3.1%
2.2%

Utilities

2.5%
17.3%

Energy

0.4%
2.1%

Technology

ETHO
26.3%
SIXL
2.4%

Industrials

ETHO
16.7%
SIXL
6.4%

Financial Services

ETHO
13.0%
SIXL
15.2%

Healthcare

ETHO
11.6%
SIXL
14.5%

Consumer Cyclical

ETHO
10.8%
SIXL
6.8%

Real Estate

ETHO
6.5%
SIXL
13.6%

Consumer Defensive

ETHO
4.7%
SIXL
17.0%

Communication Services

ETHO
4.5%
SIXL
2.6%

Basic Materials

ETHO
3.1%
SIXL
2.2%

Utilities

ETHO
2.5%
SIXL
17.3%

Energy

ETHO
0.4%
SIXL
2.1%

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

ETHO vs. SIXL — Risk / Return Rank

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

ETHO
ETHO Risk / Return Rank: 6464
Overall Rank
ETHO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5959
Sortino Ratio Rank
ETHO Omega Ratio Rank: 5454
Omega Ratio Rank
ETHO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETHO Martin Ratio Rank: 7676
Martin Ratio Rank

SIXL
SIXL Risk / Return Rank: 1515
Overall Rank
SIXL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1414
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1414
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SIXL Martin Ratio Rank: 1717
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. SIXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). 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.


ETHOSIXLDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.34

1.07

+0.27

Calmar ratioReturn relative to maximum drawdown

3.75

0.56

+3.19

Martin ratioReturn relative to average drawdown

14.52

1.58

+12.94

ETHO vs. SIXL - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 1.97, which is higher than the SIXL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ETHO and SIXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ETHOSIXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.38

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.63

+0.17

Drawdowns

ETHO vs. SIXL - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, which is greater than SIXL's maximum drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for ETHO and SIXL.


Loading charts...

Drawdown Indicators


ETHOSIXLDifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-16.08%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-6.52%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-0.81%

-6.04%

+5.23%

Average Drawdown

Average peak-to-trough decline

-4.50%

-4.57%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.31%

+0.07%

Volatility

ETHO vs. SIXL - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 4.11% compared to ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) at 2.36%. This indicates that ETHO's price experiences larger fluctuations and is considered to be riskier than SIXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ETHOSIXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

2.36%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

6.61%

+6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

9.50%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

12.14%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

12.55%

+6.85%

ETHO vs. SIXL - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is lower than SIXL's 0.47% expense ratio.


Dividends

ETHO vs. SIXL - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.73%, less than SIXL's 2.31% yield.


PositionTTM202520242023202220212020
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.73%0.86%0.69%0.00%0.00%0.00%0.00%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.31%2.31%1.28%1.48%1.45%0.67%0.40%

Frequently Asked Questions


ETHO and SIXL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHO has higher volatility (4.11%) compared to SIXL (2.36%). In terms of maximum drawdown, ETHO dropped -25.50% vs SIXL's -16.08%.

On 1-year performance, ETHO leads with 34.51% vs 3.64% for SIXL. On fees, ETHO is cheaper at 0.45% per year. On volatility, SIXL has been the lower-risk option at 2.36%. 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 34.51% return vs 3.64%. 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 0.47% for SIXL.

SIXL has the higher dividend yield at 2.31%, compared with 0.73% for ETHO.

They also come from different issuers: Amplify and Exchange Traded Concepts. Their fees differ too: 0.45% for ETHO and 0.47% for SIXL.

ETHO currently has the higher Sharpe Ratio (1.97 vs 0.38), 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 SIXL

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