GERM vs. GSKH

Last updated Jun 24, 2026

GERM (Amplify Treatments, Testing and Advancements ETF) and GSKH (GSK plc ADRhedged ETF) are both Health & Biotech Equities funds - GERM tracks the Prime Treatments, Testing and Advancements Index while GSKH tracks the GSK plc Local Shares Total Return. Both are passively managed. Over the past year, GERM returned 0.00% vs 42.66% for GSKH. GERM charges 0.68%/yr vs 0.19%/yr for GSKH.

Performance

GERM vs. GSKH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Treatments, Testing and Advancements ETF (GERM) and GSK plc ADRhedged ETF (GSKH). 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*: —

GSKH

• 1D: 2.87%
• 1M: 2.94%
• YTD: 9.90%
• 6M: 10.56%
• 1Y: 42.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GERM vs. GSKH - Yearly Performance Comparison

	2026 (YTD)	2025
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%
GSKH GSK plc ADRhedged ETF	9.90%	36.51%

Return for Risk

GERM vs. GSKH — 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.

GSKH

GSKH Risk / Return Rank: 51
GSKH Sharpe Ratio Rank: 53
GSKH Sortino Ratio Rank: 56
GSKH Omega Ratio Rank: 54
GSKH Calmar Ratio Rank: 51
GSKH Martin Ratio Rank: 41

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. GSKH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Treatments, Testing and Advancements ETF (GERM) and GSK plc ADRhedged ETF (GSKH). 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	GSKH	Difference
Sharpe ratio: Return per unit of total volatility	—	1.64	—
Sortino ratio: Return per unit of downside risk	—	2.43	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.31	—
Martin ratio: Return relative to average drawdown	—	6.06	—

Drawdowns

GERM vs. GSKH - Drawdown Comparison

The maximum GERM drawdown since its inception was 0.00%, smaller than the maximum GSKH drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for GERM and GSKH.

Drawdown Indicators

	GERM	GSKH	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-18.54%	+18.54%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-18.54%	+18.54%
Current Drawdown Current decline from peak	0.00%	-11.62%	+11.62%
Average Drawdown Average peak-to-trough decline	0.00%	-5.86%	+5.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	7.06%	-7.06%

Volatility

GERM vs. GSKH - Volatility Comparison

The current volatility for Amplify Treatments, Testing and Advancements ETF (GERM) is 0.00%, while GSK plc ADRhedged ETF (GSKH) has a volatility of 6.89%. This indicates that GERM experiences smaller price fluctuations and is considered to be less risky than GSKH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GERM	GSKH	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	6.89%	-6.89%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	18.67%	-18.67%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	26.14%	-26.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	26.95%	-26.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	26.95%	-26.95%

GERM vs. GSKH - Expense Ratio Comparison

GERM has a 0.68% expense ratio, which is higher than GSKH's 0.19% expense ratio.

Dividends

GERM vs. GSKH - Dividend Comparison

GERM has not paid dividends to shareholders, while GSKH's dividend yield for the trailing twelve months is around 2.82%.

Position	TTM	2025
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%
GSKH GSK plc ADRhedged ETF	2.82%	1.15%

Frequently Asked Questions

Which is riskier, GERM or GSKH?

GSKH has higher volatility (6.89%) compared to GERM (0.00%). In terms of maximum drawdown, GERM dropped 0.00% vs GSKH's -18.54%.

Which ETF is better, GERM or GSKH?

On 1-year performance, GSKH leads with 42.66% vs 0.00% for GERM. On fees, GSKH is cheaper at 0.19% 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 GSKH?

Over the 1-year period, GSKH has performed better with a 42.66% 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 GSKH?

GSKH is cheaper with a 0.19% expense ratio, compared with 0.68% for GERM.

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

GSKH has the higher dividend yield at 2.82%, compared with 0.00% for GERM.

What is the main difference between GERM and GSKH?

GERM tracks Prime Treatments, Testing and Advancements Index, while GSKH tracks GSK plc Local Shares Total Return. They also come from different issuers: Amplify and ADRhedged. Their fees differ too: 0.68% for GERM and 0.19% for GSKH.