GAMR vs. QDVO

Last updated Jun 4, 2026

GAMR (Amplify Video Game Leaders ETF) and QDVO (Amplify CWP Growth & Income ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while QDVO is a Derivative Income fund actively managed by Amplify. GAMR is passively managed, while QDVO is actively managed. Over the past year, GAMR returned 19.82% vs 27.43% for QDVO. A 0.73 correlation means they provide meaningful diversification when combined. GAMR charges 0.59%/yr vs 0.56%/yr for QDVO.

Performance

GAMR vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GAMR achieves a 3.68% return, which is significantly lower than QDVO's 9.80% return.

GAMR

• 1D: -0.83%
• 1M: 13.55%
• YTD: 3.68%
• 6M: 1.71%
• 1Y: 19.82%
• 3Y*: 16.12%
• 5Y*: -0.52%
• 10Y*: 12.82%

QDVO

• 1D: -0.55%
• 1M: 4.45%
• YTD: 9.80%
• 6M: 9.65%
• 1Y: 27.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GAMR vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GAMR Amplify Video Game Leaders ETF	3.68%	39.20%	4.31%
QDVO Amplify CWP Growth & Income ETF	9.80%	20.16%	11.80%

Correlation

The correlation between GAMR and QDVO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024	0.73

The correlation between GAMR and QDVO has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

GAMR vs. QDVO - Sectors Allocation Comparison

Sectors	GAMR	QDVO
Technology	66.0%	50.6%
Communication Services	25.0%	16.8%
Consumer Cyclical	8.7%	12.5%
Financial Services	0.1%	4.1%
Basic Materials	-	1.8%
Consumer Defensive	-	6.3%
Energy	-	0.8%
Healthcare	-	4.6%
Industrials	-	1.7%
Real Estate	-	-
Utilities	-	0.7%

Return for Risk

GAMR vs. QDVO — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 21
GAMR Sharpe Ratio Rank: 25
GAMR Sortino Ratio Rank: 24
GAMR Omega Ratio Rank: 25
GAMR Calmar Ratio Rank: 17
GAMR Martin Ratio Rank: 16

QDVO

QDVO Risk / Return Rank: 62
QDVO Sharpe Ratio Rank: 66
QDVO Sortino Ratio Rank: 65
QDVO Omega Ratio Rank: 64
QDVO Calmar Ratio Rank: 53
QDVO Martin Ratio Rank: 60

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.

GAMR vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify CWP Growth & Income ETF (QDVO). 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.

	GAMR	QDVO	Difference
Sharpe ratio: Return per unit of total volatility	0.89	2.26	-1.36
Sortino ratio: Return per unit of downside risk	1.30	3.10	-1.80
Omega ratio: Gain probability vs. loss probability	1.17	1.40	-0.23
Calmar ratio: Return relative to maximum drawdown	0.68	2.70	-2.02
Martin ratio: Return relative to average drawdown	1.55	10.98	-9.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GAMR vs. QDVO - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.89, which is lower than the QDVO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of GAMR and QDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GAMR	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	2.26	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.41	-0.84

Drawdowns

GAMR vs. QDVO - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for GAMR and QDVO.

Drawdown Indicators

	GAMR	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-17.75%	-37.62%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	-10.21%	-19.15%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-55.37%	—	—
Current Drawdown Current decline from peak	-13.61%	-0.94%	-12.67%
Average Drawdown Average peak-to-trough decline	-22.13%	-2.37%	-19.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.82%	2.51%	+10.31%

Volatility

GAMR vs. QDVO - Volatility Comparison

Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 5.88% compared to Amplify CWP Growth & Income ETF (QDVO) at 2.89%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAMR	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	2.89%	+2.99%
Volatility (6M) Calculated over the trailing 6-month period	17.37%	8.87%	+8.50%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	12.22%	+10.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	17.44%	+6.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	17.44%	+6.83%

GAMR vs. QDVO - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than QDVO's 0.56% expense ratio.

Dividends

GAMR vs. QDVO - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.50%, less than QDVO's 10.12% yield.

Position	TTM	2025	2024
GAMR Amplify Video Game Leaders ETF	0.50%	0.52%	0.63%
QDVO Amplify CWP Growth & Income ETF	10.12%	9.92%	2.79%

Frequently Asked Questions

Can I hold both GAMR and QDVO in my portfolio?

GAMR and QDVO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GAMR or QDVO?

GAMR has higher volatility (5.88%) compared to QDVO (2.89%). In terms of maximum drawdown, GAMR dropped -55.37% vs QDVO's -17.75%.

Which ETF is better, GAMR or QDVO?

On 1-year performance, QDVO leads with 27.43% vs 19.82% for GAMR. On fees, QDVO is cheaper at 0.56% per year. On volatility, QDVO has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or QDVO?

Over the 1-year period, QDVO has performed better with a 27.43% return vs 19.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or QDVO?

QDVO is cheaper with a 0.56% expense ratio, compared with 0.59% for GAMR.

Which ETF pays a higher dividend yield, GAMR or QDVO?

QDVO has the higher dividend yield at 10.12%, compared with 0.50% for GAMR.

What is the main difference between GAMR and QDVO?

GAMR is categorized as Gaming, while QDVO is Derivative Income. Their fees differ too: 0.59% for GAMR and 0.56% for QDVO.

Which has better risk-adjusted returns?

QDVO currently has the higher Sharpe Ratio (2.26 vs 0.89), 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.