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GSKH vs. GERM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


GSKH

1D
1.34%
1M
4.57%
YTD
7.84%
6M
8.19%
1Y
30.78%
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


GSKH vs. GERM - Sectors Allocation Comparison


Sectors
GSKH
GERM

Healthcare

100.0%
99.3%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.4%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

GSKH
100.0%
GERM
99.3%

Basic Materials

GSKH

-

GERM

-

Communication Services

GSKH

-

GERM

-

Consumer Cyclical

GSKH

-

GERM

-

Consumer Defensive

GSKH

-

GERM

-

Energy

GSKH

-

GERM

-

Financial Services

GSKH

-

GERM
0.4%

Industrials

GSKH

-

GERM

-

Real Estate

GSKH

-

GERM

-

Technology

GSKH

-

GERM

-

Utilities

GSKH

-

GERM

-

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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: 3636
Overall Rank
GSKH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSKH Omega Ratio Rank: 3838
Omega Ratio Rank
GSKH Calmar Ratio Rank: 3737
Calmar Ratio Rank
GSKH Martin Ratio Rank: 3030
Martin Ratio Rank

GERM
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.


GSKHGERMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.67

Martin ratioReturn relative to average drawdown

4.06

GSKH vs. GERM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GSKHGERMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

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.


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Drawdown Indicators


GSKHGERMDifference

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

-13.28%

0.00%

-13.28%

Average Drawdown

Average peak-to-trough decline

-5.65%

0.00%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

0.00%

+7.61%

Volatility

GSKH vs. GERM - Volatility Comparison

GSK plc ADRhedged ETF (GSKH) has a higher volatility of 6.33% 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.


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Volatility by Period


GSKHGERMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

0.00%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

0.00%

+18.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.30%

0.00%

+26.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.08%

0.00%

+27.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

0.00%

+27.08%

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 1.57%, while GERM has not paid dividends to shareholders.


Frequently Asked Questions


GSKH has higher volatility (6.33%) compared to GERM (0.00%). In terms of maximum drawdown, GSKH dropped -18.54% vs GERM's 0.00%.

On 1-year performance, GSKH leads with 30.78% 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.

Over the 1-year period, GSKH has performed better with a 30.78% return vs 0.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

GSKH has the higher dividend yield at 1.57%, compared with 0.00% for 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.

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