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IBUY vs. KLXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBUY vs. KLXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Online Retail ETF (IBUY) and Kraneshares Global Luxury Index ETF (KLXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBUY

1D
-1.83%
1M
-1.00%
YTD
-10.92%
6M
-10.14%
1Y
-2.54%
3Y*
15.79%
5Y*
-11.36%
10Y*
10.38%

KLXY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBUY vs. KLXY - Yearly Performance Comparison


2026 (YTD)202520242023
IBUY
Amplify Online Retail ETF
-10.92%15.26%20.14%14.51%
KLXY
Kraneshares Global Luxury Index ETF
-0.86%13.69%-6.39%2.48%

Correlation

The correlation between IBUY and KLXY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2023

0.59

The correlation between IBUY and KLXY shifts across timeframes, from 0.44 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

IBUY vs. KLXY - Sectors Allocation Comparison


Sectors
IBUY
KLXY

Consumer Cyclical

71.7%
73.2%

Communication Services

5.8%

-

Technology

5.1%

-

Industrials

5.1%

-

Healthcare

4.7%
4.9%

Financial Services

4.2%

-

Consumer Defensive

2.5%
21.8%

Real Estate

0.8%

-

Basic Materials

-

-

Energy

-

-

Utilities

-

-

Consumer Cyclical

IBUY
71.7%
KLXY
73.2%

Communication Services

IBUY
5.8%
KLXY

-

Technology

IBUY
5.1%
KLXY

-

Industrials

IBUY
5.1%
KLXY

-

Healthcare

IBUY
4.7%
KLXY
4.9%

Financial Services

IBUY
4.2%
KLXY

-

Consumer Defensive

IBUY
2.5%
KLXY
21.8%

Real Estate

IBUY
0.8%
KLXY

-

Basic Materials

IBUY

-

KLXY

-

Energy

IBUY

-

KLXY

-

Utilities

IBUY

-

KLXY

-

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Return for Risk

IBUY vs. KLXY — Risk / Return Rank

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

IBUY
IBUY Risk / Return Rank: 77
Overall Rank
IBUY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 77
Sortino Ratio Rank
IBUY Omega Ratio Rank: 77
Omega Ratio Rank
IBUY Calmar Ratio Rank: 88
Calmar Ratio Rank
IBUY Martin Ratio Rank: 88
Martin Ratio Rank

KLXY
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.

IBUY vs. KLXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) and Kraneshares Global Luxury Index ETF (KLXY). 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.


IBUYKLXYDifference

Sharpe ratio

Return per unit of total volatility

-0.12

Sortino ratio

Return per unit of downside risk

-0.02

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.11

Martin ratio

Return relative to average drawdown

-0.24

IBUY vs. KLXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBUYKLXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Drawdowns

IBUY vs. KLXY - Drawdown Comparison


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Drawdown Indicators


IBUYKLXYDifference

Max Drawdown

Largest peak-to-trough decline

-73.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.87%

Max Drawdown (5Y)

Largest decline over 5 years

-71.15%

Max Drawdown (10Y)

Largest decline over 10 years

-73.00%

Current Drawdown

Current decline from peak

-52.29%

Average Drawdown

Average peak-to-trough decline

-29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.50%

Volatility

IBUY vs. KLXY - Volatility Comparison


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Volatility by Period


IBUYKLXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

IBUY vs. KLXY - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is lower than KLXY's 0.69% expense ratio.


Dividends

IBUY vs. KLXY - Dividend Comparison

IBUY's dividend yield for the trailing twelve months is around 0.12%, less than KLXY's 0.85% yield.


PositionTTM2025202420232022202120202019
IBUY
Amplify Online Retail ETF
0.12%0.11%0.00%0.00%0.00%0.00%0.54%0.29%
KLXY
Kraneshares Global Luxury Index ETF
0.85%0.84%0.74%0.15%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBUY and KLXY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBUY is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBUY is cheaper with a 0.65% expense ratio, compared with 0.69% for KLXY.

KLXY has the higher dividend yield at 0.85%, compared with 0.12% for IBUY.

IBUY tracks EQM Online Retail Index, while KLXY tracks Solactive Global Luxury Index - Benchmark TR Net. They also come from different issuers: Amplify and KraneShares. Their fees differ too: 0.65% for IBUY and 0.69% for KLXY.

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