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ISHP vs. IBUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHP vs. IBUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) and Amplify Online Retail ETF (IBUY). The values are adjusted to include any dividend payments, if applicable.

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ISHP vs. IBUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHP
First Trust S-Network Global E-Commerce ETF
-14.81%12.27%24.17%22.24%-33.79%30.09%15.33%19.74%-2.04%7.66%
IBUY
Amplify Online Retail ETF
-15.97%15.26%20.14%38.01%-55.71%-22.99%123.79%28.47%-1.93%50.27%

Returns By Period

In the year-to-date period, ISHP achieves a -14.81% return, which is significantly higher than IBUY's -15.97% return.


ISHP

1D
0.00%
1M
-5.71%
YTD
-14.81%
6M
-19.68%
1Y
-6.75%
3Y*
9.13%
5Y*
2.10%
10Y*

IBUY

1D
0.06%
1M
-4.59%
YTD
-15.97%
6M
-17.78%
1Y
3.26%
3Y*
12.33%
5Y*
-13.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISHP vs. IBUY - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is lower than IBUY's 0.65% expense ratio.


Return for Risk

ISHP vs. IBUY — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 66
Overall Rank
ISHP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 66
Sortino Ratio Rank
ISHP Omega Ratio Rank: 66
Omega Ratio Rank
ISHP Calmar Ratio Rank: 88
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

IBUY
IBUY Risk / Return Rank: 1515
Overall Rank
IBUY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 1515
Sortino Ratio Rank
IBUY Omega Ratio Rank: 1515
Omega Ratio Rank
IBUY Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBUY Martin Ratio Rank: 1515
Martin Ratio Rank
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.

ISHP vs. IBUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) and Amplify Online Retail ETF (IBUY). 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.


ISHPIBUYDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.12

-0.44

Sortino ratio

Return per unit of downside risk

-0.31

0.37

-0.68

Omega ratio

Gain probability vs. loss probability

0.96

1.05

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.26

0.18

-0.44

Martin ratio

Return relative to average drawdown

-0.74

0.48

-1.23

ISHP vs. IBUY - Sharpe Ratio Comparison

The current ISHP Sharpe Ratio is -0.32, which is lower than the IBUY Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of ISHP and IBUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISHPIBUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.12

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.41

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.05

Correlation

The correlation between ISHP and IBUY is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ISHP vs. IBUY - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.57%, more than IBUY's 0.13% yield.


TTM2025202420232022202120202019201820172016
ISHP
First Trust S-Network Global E-Commerce ETF
1.57%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%
IBUY
Amplify Online Retail ETF
0.13%0.11%0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%

Drawdowns

ISHP vs. IBUY - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for ISHP and IBUY.


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Drawdown Indicators


ISHPIBUYDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-73.00%

+25.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

-23.23%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-71.15%

+23.58%

Current Drawdown

Current decline from peak

-21.74%

-54.99%

+33.25%

Average Drawdown

Average peak-to-trough decline

-12.55%

-29.26%

+16.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

8.49%

+0.19%

Volatility

ISHP vs. IBUY - Volatility Comparison

First Trust S-Network Global E-Commerce ETF (ISHP) and Amplify Online Retail ETF (IBUY) have volatilities of 7.22% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHPIBUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

7.26%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

16.46%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

26.27%

-4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

32.30%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

29.13%

-4.94%