GSKH vs. GERM

Last updated Jun 26, 2026

GSKH (GSK plc ADRhedged ETF) and GERM (Amplify Treatments, Testing and Advancements ETF) are both Health & Biotech Equities funds - GSKH tracks the GSK plc Local Shares Total Return while GERM tracks the Prime Treatments, Testing and Advancements Index. Both are passively managed. Over the past year, GSKH returned 43.24% vs 0.00% for GERM. GSKH charges 0.19%/yr vs 0.68%/yr for GERM.

Performance

GSKH vs. GERM - Performance Comparison

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

Returns By Period

GSKH

• 1D: 0.80%
• 1M: 2.24%
• YTD: 9.31%
• 6M: 9.50%
• 1Y: 43.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GERM

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

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

GSKH vs. GERM - Yearly Performance Comparison

	2026 (YTD)	2025
GSKH GSK plc ADRhedged ETF	9.31%	36.51%
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%

Return for Risk

GSKH vs. GERM — Risk / Return Rank

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

GSKH

GSKH Risk / Return Rank: 52
GSKH Sharpe Ratio Rank: 54
GSKH Sortino Ratio Rank: 57
GSKH Omega Ratio Rank: 55
GSKH Calmar Ratio Rank: 53
GSKH Martin Ratio Rank: 41

GERM

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

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.

GSKH vs. GERM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc ADRhedged ETF (GSKH) and Amplify Treatments, Testing and Advancements ETF (GERM). 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.

	GSKH	GERM	Difference
Sharpe ratio: Return per unit of total volatility	1.66	—	—
Sortino ratio: Return per unit of downside risk	2.45	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.34	—	—
Martin ratio: Return relative to average drawdown	6.07	—	—

Drawdowns

GSKH vs. GERM - Drawdown Comparison

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

Drawdown Indicators

	GSKH	GERM	Difference
Max Drawdown Largest peak-to-trough decline	-18.54%	0.00%	-18.54%
Max Drawdown (1Y) Largest decline over 1 year	-18.54%	0.00%	-18.54%
Current Drawdown Current decline from peak	-12.10%	0.00%	-12.10%
Average Drawdown Average peak-to-trough decline	-5.90%	0.00%	-5.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.15%	0.00%	+7.15%

Volatility

GSKH vs. GERM - Volatility Comparison

GSK plc ADRhedged ETF (GSKH) has a higher volatility of 7.07% compared to Amplify Treatments, Testing and Advancements ETF (GERM) at 0.00%. This indicates that GSKH's price experiences larger fluctuations and is considered to be riskier than GERM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSKH	GERM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	0.00%	+7.07%
Volatility (6M) Calculated over the trailing 6-month period	18.72%	0.00%	+18.72%
Volatility (1Y) Calculated over the trailing 1-year period	26.18%	0.00%	+26.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.91%	0.00%	+26.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.91%	0.00%	+26.91%

GSKH vs. GERM - Expense Ratio Comparison

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

Dividends

GSKH vs. GERM - Dividend Comparison

GSKH's dividend yield for the trailing twelve months is around 2.84%, while GERM has not paid dividends to shareholders.

Position	TTM	2025
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%
GSKH GSK plc ADRhedged ETF	2.84%	1.15%

Frequently Asked Questions

Which is riskier, GSKH or GERM?

GSKH has higher volatility (7.07%) compared to GERM (0.00%). In terms of maximum drawdown, GSKH dropped -18.54% vs GERM's 0.00%.

Which ETF is better, GSKH or GERM?

On 1-year performance, GSKH leads with 43.24% 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, GSKH or GERM?

Over the 1-year period, GSKH has performed better with a 43.24% return vs 0.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSKH or GERM?

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

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

GSKH has the higher dividend yield at 2.84%, compared with 0.00% for GERM.

What is the main difference between GSKH and GERM?

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