GERM vs. QDVO

Last updated Apr 2, 2026

Compare and contrast key facts about Amplify Treatments, Testing and Advancements ETF (GERM) and Amplify CWP Growth & Income ETF (QDVO).

GERM and QDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GERM is a passively managed fund by Amplify that tracks the performance of the Prime Treatments, Testing and Advancements Index. It was launched on Jun 17, 2020. QDVO is an actively managed fund by Amplify. It was launched on Aug 22, 2024.

Performance

GERM vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Treatments, Testing and Advancements ETF (GERM) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

GERM vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%	0.00%
QDVO Amplify CWP Growth & Income ETF	-4.93%	20.16%	16.03%

Returns By Period

GERM

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

QDVO

• 1D: 0.86%
• 1M: -2.96%
• YTD: -4.93%
• 6M: -2.40%
• 1Y: 21.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GERM vs. QDVO - Expense Ratio Comparison

GERM has a 0.68% expense ratio, which is higher than QDVO's 0.55% expense ratio.

GERM

Amplify Treatments, Testing and Advancements ETF

QDVO

Amplify CWP Growth & Income ETF

Return for Risk

GERM vs. QDVO — Risk / Return Rank

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

QDVO

QDVO Risk / Return Rank: 70
QDVO Sharpe Ratio Rank: 62
QDVO Sortino Ratio Rank: 70
QDVO Omega Ratio Rank: 68
QDVO Calmar Ratio Rank: 77
QDVO Martin Ratio Rank: 73

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. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Treatments, Testing and Advancements ETF (GERM) and Amplify CWP Growth & Income ETF (QDVO). 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.

Sharpe Ratios by Period

	GERM	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.92	—

Dividends

GERM vs. QDVO - Dividend Comparison

GERM has not paid dividends to shareholders, while QDVO's dividend yield for the trailing twelve months is around 11.17%.

	TTM	2025	2024
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%	0.00%
QDVO Amplify CWP Growth & Income ETF	11.17%	9.92%	2.79%

Drawdowns

GERM vs. QDVO - Drawdown Comparison

The maximum GERM drawdown since its inception was 0.00%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for GERM and QDVO.

Drawdown Indicators

	GERM	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-17.75%	+17.75%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-10.24%	+10.24%
Current Drawdown Current decline from peak	0.00%	-6.70%	+6.70%
Average Drawdown Average peak-to-trough decline	0.00%	-2.51%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	2.75%	-2.75%

Volatility

GERM vs. QDVO - Volatility Comparison

The current volatility for Amplify Treatments, Testing and Advancements ETF (GERM) is 0.00%, while Amplify CWP Growth & Income ETF (QDVO) has a volatility of 5.38%. This indicates that GERM experiences smaller price fluctuations and is considered to be less risky than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GERM	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	5.38%	-5.38%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	9.78%	-9.78%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	18.61%	-18.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	18.01%	-18.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	18.01%	-18.01%