GAMR vs. UYLD

Last updated Jun 13, 2026

GAMR (Amplify Video Game Leaders ETF) and UYLD (Angel Oak Ultrashort Income ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while UYLD is a Ultrashort Bond fund actively managed by Angel Oak. GAMR is passively managed, while UYLD is actively managed. Over the past 3 years, GAMR returned 12.99%/yr vs 5.92%/yr for UYLD. At a 0.09 correlation, their price movements are largely independent. GAMR charges 0.59%/yr vs 0.29%/yr for UYLD.

Performance

GAMR vs. UYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, GAMR achieves a -2.06% return, which is significantly lower than UYLD's 2.03% return.

GAMR

• 1D: 0.84%
• 1M: -0.51%
• YTD: -2.06%
• 6M: -1.64%
• 1Y: 12.75%
• 3Y*: 12.99%
• 5Y*: -1.76%
• 10Y*: 12.44%

UYLD

• 1D: 0.05%
• 1M: 0.65%
• YTD: 2.03%
• 6M: 2.39%
• 1Y: 5.12%
• 3Y*: 5.92%
• 5Y*: —
• 10Y*: —

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

GAMR vs. UYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GAMR Amplify Video Game Leaders ETF	-2.06%	39.20%	11.23%	6.89%	11.00%
UYLD Angel Oak Ultrashort Income ETF	2.03%	5.36%	6.10%	6.90%	1.09%

Correlation

The correlation between GAMR and UYLD is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Oct 25, 2022	0.09

Return for Risk

GAMR vs. UYLD — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 16
GAMR Sharpe Ratio Rank: 18
GAMR Sortino Ratio Rank: 17
GAMR Omega Ratio Rank: 18
GAMR Calmar Ratio Rank: 15
GAMR Martin Ratio Rank: 14

UYLD

UYLD Risk / Return Rank: 99
UYLD Sharpe Ratio Rank: 99
UYLD Sortino Ratio Rank: 99
UYLD Omega Ratio Rank: 99
UYLD Calmar Ratio Rank: 99
UYLD Martin Ratio Rank: 99

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. UYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Angel Oak Ultrashort Income ETF (UYLD). 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.

	GAMR	UYLD	Difference
Sharpe ratio: Return per unit of total volatility	0.50	8.03	-7.53
Sortino ratio: Return per unit of downside risk	0.80	22.06	-21.26
Omega ratio: Gain probability vs. loss probability	1.10	4.49	-3.38
Calmar ratio: Return relative to maximum drawdown	0.39	37.30	-36.92
Martin ratio: Return relative to average drawdown	0.88	226.63	-225.76

GAMR vs. UYLD - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.50, which is lower than the UYLD Sharpe Ratio of 8.03. The chart below compares the historical Sharpe Ratios of GAMR and UYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GAMR vs. UYLD - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for GAMR and UYLD.

Drawdown Indicators

	GAMR	UYLD	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-0.54%	-54.83%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	-0.14%	-29.22%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	-0.54%	-28.82%
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	-18.39%	0.00%	-18.39%
Average Drawdown Average peak-to-trough decline	-22.11%	-0.03%	-22.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.99%	0.02%	+12.97%

Volatility

GAMR vs. UYLD - Volatility Comparison

Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 7.57% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.36%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAMR	UYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.57%	0.36%	+7.21%
Volatility (6M) Calculated over the trailing 6-month period	18.38%	0.50%	+17.88%
Volatility (1Y) Calculated over the trailing 1-year period	23.04%	0.64%	+22.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.48%	1.00%	+23.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	1.00%	+23.32%

GAMR vs. UYLD - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than UYLD's 0.29% expense ratio.

Dividends

GAMR vs. UYLD - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.53%, less than UYLD's 5.03% yield.

Position	TTM	2025	2024	2023	2022
GAMR Amplify Video Game Leaders ETF	0.53%	0.52%	0.63%	0.00%	0.00%
UYLD Angel Oak Ultrashort Income ETF	5.03%	5.07%	4.97%	5.92%	0.75%

Frequently Asked Questions

Can I hold both GAMR and UYLD in my portfolio?

GAMR and UYLD have a correlation of 0.06, 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 UYLD?

GAMR has higher volatility (7.57%) compared to UYLD (0.36%). In terms of maximum drawdown, GAMR dropped -55.37% vs UYLD's -0.54%.

Which ETF is better, GAMR or UYLD?

On 3-year performance, GAMR leads with 12.99% vs 5.92% for UYLD. On fees, UYLD is cheaper at 0.29% per year. On volatility, UYLD has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or UYLD?

Over the 3-year period, GAMR has performed better with a 12.99% return vs 5.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or UYLD?

UYLD is cheaper with a 0.29% expense ratio, compared with 0.59% for GAMR.

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

UYLD has the higher dividend yield at 5.03%, compared with 0.53% for GAMR.

What is the main difference between GAMR and UYLD?

GAMR is categorized as Gaming, while UYLD is Ultrashort Bond. They also come from different issuers: Amplify and Angel Oak. Their fees differ too: 0.59% for GAMR and 0.29% for UYLD.

Which has better risk-adjusted returns?

UYLD currently has the higher Sharpe Ratio (8.03 vs 0.50), 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.