GAMR vs. SLJY

Last updated Jun 4, 2026

GAMR (Amplify Video Game Leaders ETF) and SLJY (Amplify SILJ Covered Call ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while SLJY is a Derivative Income fund actively managed by Amplify. GAMR is passively managed, while SLJY is actively managed. At a 0.39 correlation, their price movements are largely independent. GAMR charges 0.59%/yr vs 0.75%/yr for SLJY.

Performance

GAMR vs. SLJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify SILJ Covered Call ETF (SLJY). 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 SLJY's 7.71% 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%

SLJY

• 1D: -4.01%
• 1M: 3.34%
• YTD: 7.71%
• 6M: 15.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GAMR vs. SLJY - Yearly Performance Comparison

	2026 (YTD)	2025
GAMR Amplify Video Game Leaders ETF	3.68%	-0.60%
SLJY Amplify SILJ Covered Call ETF	7.71%	43.38%

Correlation

The correlation between GAMR and SLJY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.39

Return for Risk

GAMR vs. SLJY — 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

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. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify SILJ Covered Call ETF (SLJY). 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	SLJY	Difference
Sharpe ratio: Return per unit of total volatility	0.89	—	—
Sortino ratio: Return per unit of downside risk	1.30	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	0.68	—	—
Martin ratio: Return relative to average drawdown	1.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GAMR	SLJY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	—	—
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	1.49	-0.92

Drawdowns

GAMR vs. SLJY - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than SLJY's maximum drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for GAMR and SLJY.

Drawdown Indicators

	GAMR	SLJY	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-30.60%	-24.77%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	—	—
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%	-21.65%	+8.04%
Average Drawdown Average peak-to-trough decline	-22.13%	-9.60%	-12.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.82%	—	—

Volatility

Volatility by Period

	GAMR	SLJY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	49.59%	-27.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	49.59%	-25.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	49.59%	-25.32%

GAMR vs. SLJY - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is lower than SLJY's 0.75% expense ratio.

Dividends

GAMR vs. SLJY - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.50%, less than SLJY's 16.71% yield.

Position	TTM	2025	2024
GAMR Amplify Video Game Leaders ETF	0.50%	0.52%	0.63%
SLJY Amplify SILJ Covered Call ETF	16.71%	6.26%	0.00%

Frequently Asked Questions

Can I hold both GAMR and SLJY in my portfolio?

GAMR and SLJY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GAMR or SLJY?

On fees, GAMR is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GAMR or SLJY?

GAMR is cheaper with a 0.59% expense ratio, compared with 0.75% for SLJY.

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

SLJY has the higher dividend yield at 16.71%, compared with 0.50% for GAMR.

What is the main difference between GAMR and SLJY?

GAMR is categorized as Gaming, while SLJY is Derivative Income. Their fees differ too: 0.59% for GAMR and 0.75% for SLJY.