HELX vs. GERM

Last updated Jun 5, 2026

HELX (Franklin Genomic Advancements ETF) and GERM (Amplify Treatments, Testing and Advancements ETF) are both Health & Biotech Equities funds. HELX is actively managed, while GERM is passively managed. Over the past year, HELX returned 33.84% vs 0.00% for GERM. HELX charges 0.50%/yr vs 0.68%/yr for GERM.

Performance

HELX vs. GERM - Performance Comparison

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

Returns By Period

HELX

• 1D: 3.11%
• 1M: 5.81%
• YTD: -1.55%
• 6M: -4.90%
• 1Y: 33.84%
• 3Y*: 5.75%
• 5Y*: -3.93%
• 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)

HELX vs. GERM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HELX Franklin Genomic Advancements ETF	-1.55%	26.34%	-9.29%
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%	0.00%

HELX vs. GERM - Sectors Allocation Comparison

Sectors	HELX	GERM
Healthcare	96.5%	99.3%
Basic Materials	2.7%	-
Technology	0.9%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	0.4%
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HELX vs. GERM — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 42
HELX Sharpe Ratio Rank: 47
HELX Sortino Ratio Rank: 48
HELX Omega Ratio Rank: 44
HELX Calmar Ratio Rank: 39
HELX Martin Ratio Rank: 33

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.

HELX vs. GERM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) 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.

	HELX	GERM	Difference
Sharpe ratio: Return per unit of total volatility	1.61	—	—
Sortino ratio: Return per unit of downside risk	2.32	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	1.89	—	—
Martin ratio: Return relative to average drawdown	4.88	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HELX	GERM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	—	—

Drawdowns

HELX vs. GERM - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than GERM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HELX and GERM.

Drawdown Indicators

	HELX	GERM	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	0.00%	-58.75%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	0.00%	-18.01%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-38.22%	0.00%	-38.22%
Average Drawdown Average peak-to-trough decline	-34.32%	0.00%	-34.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.95%	0.00%	+6.95%

Volatility

HELX vs. GERM - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 7.45% compared to Amplify Treatments, Testing and Advancements ETF (GERM) at 0.00%. This indicates that HELX'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

	HELX	GERM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.45%	0.00%	+7.45%
Volatility (6M) Calculated over the trailing 6-month period	16.47%	0.00%	+16.47%
Volatility (1Y) Calculated over the trailing 1-year period	21.07%	0.00%	+21.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.15%	0.00%	+24.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	0.00%	+27.41%

HELX vs. GERM - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is lower than GERM's 0.68% expense ratio.

Dividends

HELX vs. GERM - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.40%, while GERM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HELX Franklin Genomic Advancements ETF	0.40%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%

Frequently Asked Questions

Which is riskier, HELX or GERM?

HELX has higher volatility (7.45%) compared to GERM (0.00%). In terms of maximum drawdown, HELX dropped -58.75% vs GERM's 0.00%.

Which ETF is better, HELX or GERM?

On 1-year performance, HELX leads with 33.84% vs 0.00% for GERM. On fees, HELX is cheaper at 0.50% 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, HELX or GERM?

Over the 1-year period, HELX has performed better with a 33.84% return vs 0.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or GERM?

HELX is cheaper with a 0.50% expense ratio, compared with 0.68% for GERM.

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

HELX has the higher dividend yield at 0.40%, compared with 0.00% for GERM.

What is the main difference between HELX and GERM?

They also come from different issuers: Franklin Templeton and Amplify. Their fees differ too: 0.50% for HELX and 0.68% for GERM.