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GERM vs. DDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GERM vs. DDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Treatments, Testing and Advancements ETF (GERM) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). The values are adjusted to include any dividend payments, if applicable.

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GERM vs. DDIV - Yearly Performance Comparison


Returns By Period


GERM

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

DDIV

1D
1.09%
1M
-4.66%
YTD
-1.35%
6M
2.92%
1Y
9.52%
3Y*
16.55%
5Y*
9.67%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GERM vs. DDIV - Expense Ratio Comparison

GERM has a 0.68% expense ratio, which is higher than DDIV's 0.60% expense ratio.


Return for Risk

GERM vs. DDIV — Risk / Return Rank

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

GERM

DDIV
DDIV Risk / Return Rank: 2727
Overall Rank
DDIV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DDIV Sortino Ratio Rank: 2525
Sortino Ratio Rank
DDIV Omega Ratio Rank: 2626
Omega Ratio Rank
DDIV Calmar Ratio Rank: 2828
Calmar Ratio Rank
DDIV Martin Ratio Rank: 2929
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.

GERM vs. DDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Treatments, Testing and Advancements ETF (GERM) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). 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.


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

GERM vs. DDIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GERMDDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

GERM vs. DDIV - Dividend Comparison

GERM has not paid dividends to shareholders, while DDIV's dividend yield for the trailing twelve months is around 1.75%.


TTM20252024202320222021202020192018
GERM
Amplify Treatments, Testing and Advancements ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
1.75%1.94%2.22%3.18%3.60%2.43%2.63%2.93%3.27%

Drawdowns

GERM vs. DDIV - Drawdown Comparison

The maximum GERM drawdown since its inception was 0.00%, smaller than the maximum DDIV drawdown of -47.56%. Use the drawdown chart below to compare losses from any high point for GERM and DDIV.


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Drawdown Indicators


GERMDDIVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-47.56%

+47.56%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-14.88%

+14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.56%

Current Drawdown

Current decline from peak

0.00%

-7.45%

+7.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-6.08%

+6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.11%

-4.11%

Volatility

GERM vs. DDIV - Volatility Comparison

The current volatility for Amplify Treatments, Testing and Advancements ETF (GERM) is 0.00%, while First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a volatility of 6.21%. This indicates that GERM experiences smaller price fluctuations and is considered to be less risky than DDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GERMDDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.21%

-6.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

12.03%

-12.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.60%

-19.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.79%

-18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.89%

-19.89%