GERM vs. BWET

Last updated Jun 24, 2026

GERM (Amplify Treatments, Testing and Advancements ETF) and BWET (Breakwave Tanker Shipping ETF) are both exchange-traded funds - GERM is a Health & Biotech Equities fund tracking the Prime Treatments, Testing and Advancements Index, while BWET is a Commodities fund tracking the Breakwave Wet Freight Futures Index. Both are passively managed. Over the past year, GERM returned 0.00% vs 1424.52% for BWET. GERM charges 0.68%/yr vs 3.50%/yr for BWET.

Performance

GERM vs. BWET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Treatments, Testing and Advancements ETF (GERM) and Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GERM

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: 0.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BWET

• 1D: -5.48%
• 1M: 18.43%
• YTD: 968.33%
• 6M: 944.72%
• 1Y: 1,424.52%
• 3Y*: 123.86%
• 5Y*: —
• 10Y*: —

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

GERM vs. BWET - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%	0.00%
BWET Breakwave Tanker Shipping ETF	968.33%	96.22%	-33.07%

Return for Risk

GERM vs. BWET — Risk / Return Rank

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

GERM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BWET

BWET Risk / Return Rank: 98
BWET Sharpe Ratio Rank: 100
BWET Sortino Ratio Rank: 97
BWET Omega Ratio Rank: 97
BWET Calmar Ratio Rank: 99
BWET 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.

GERM vs. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Treatments, Testing and Advancements ETF (GERM) and Breakwave Tanker Shipping ETF (BWET). 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.

	GERM	BWET	Difference
Sharpe ratio: Return per unit of total volatility	—	14.65	—
Sortino ratio: Return per unit of downside risk	—	6.07	—
Omega ratio: Gain probability vs. loss probability	—	1.87	—
Calmar ratio: Return relative to maximum drawdown	—	47.03	—
Martin ratio: Return relative to average drawdown	—	147.28	—

Drawdowns

GERM vs. BWET - Drawdown Comparison

The maximum GERM drawdown since its inception was 0.00%, smaller than the maximum BWET drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GERM and BWET.

Drawdown Indicators

	GERM	BWET	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-56.90%	+56.90%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-30.64%	+30.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-56.81%	—
Current Drawdown Current decline from peak	0.00%	-5.48%	+5.48%
Average Drawdown Average peak-to-trough decline	0.00%	-23.76%	+23.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	11.60%	-11.60%

Volatility

GERM vs. BWET - Volatility Comparison

The current volatility for Amplify Treatments, Testing and Advancements ETF (GERM) is 0.00%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 26.27%. This indicates that GERM experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GERM	BWET	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	26.27%	-26.27%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	89.01%	-89.01%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	98.57%	-98.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	70.47%	-70.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	70.47%	-70.47%

GERM vs. BWET - Expense Ratio Comparison

GERM has a 0.68% expense ratio, which is lower than BWET's 3.50% expense ratio.

Dividends

GERM vs. BWET - Dividend Comparison

Neither GERM nor BWET has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which is riskier, GERM or BWET?

BWET has higher volatility (26.27%) compared to GERM (0.00%). In terms of maximum drawdown, GERM dropped 0.00% vs BWET's -56.90%.

Which ETF is better, GERM or BWET?

On 1-year performance, BWET leads with 1424.52% vs 0.00% for GERM. On fees, GERM is cheaper at 0.68% per year. On volatility, GERM has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GERM or BWET?

Over the 1-year period, BWET has performed better with a 1424.52% return vs 0.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GERM or BWET?

GERM is cheaper with a 0.68% expense ratio, compared with 3.50% for BWET.

Which ETF pays a higher dividend yield, GERM or BWET?

GERM and BWET have nearly identical dividend yields, around 0.00%.

What is the main difference between GERM and BWET?

GERM is categorized as Health & Biotech Equities, while BWET is Commodities. GERM tracks Prime Treatments, Testing and Advancements Index, while BWET tracks Breakwave Wet Freight Futures Index. Their fees differ too: 0.68% for GERM and 3.50% for BWET.