LOPP vs. ETHO

Last updated Aug 2, 2026

LOPP (Gabelli Love Our Planet & People ETF) and ETHO (Amplify Etho Climate Leadership U.S. ETF) are both Mid Cap Blend Equities funds. LOPP is actively managed, while ETHO is passively managed. Over the past year, LOPP returned 23.23% vs 37.16% for ETHO. Their correlation of 0.85 means they have usually moved in the same direction. LOPP charges 0.00%/yr vs 0.45%/yr for ETHO.

Performance

LOPP vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Amplify Etho Climate Leadership U.S. ETF (ETHO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOPP achieves a 13.15% return, which is significantly lower than ETHO's 21.44% return.

LOPP

• 1D: 0.51%
• 1M: -3.85%
• 6M: 5.86%
• YTD: 13.15%
• 1Y: 23.23%
• 3Y*: 13.97%
• 5Y*: 7.43%
• 10Y*: —
• ALL TIME*: 9.17%

ETHO

• 1D: -0.26%
• 1M: -0.30%
• 6M: 16.62%
• YTD: 21.44%
• 1Y: 37.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ETHO Amplify Etho Climate Leadership U.S. ETF	$257.99K	$228.52K	$294.89K
LOPP Gabelli Love Our Planet & People ETF	$4.28K	$5.15K	$15.80K

LOPP vs. ETHO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LOPP Gabelli Love Our Planet & People ETF	13.15%	22.61%	12.71%
ETHO Amplify Etho Climate Leadership U.S. ETF	21.44%	10.23%	11.21%

Correlation

The correlation between LOPP and ETHO is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.85

The correlation between LOPP and ETHO has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

LOPP vs. ETHO - Sectors Allocation Comparison

Sectors	LOPP	ETHO
Industrials	50.1%	15.2%
Utilities	16.5%	2.4%
Technology	8.5%	25.9%
Basic Materials	6.2%	4.6%
Consumer Cyclical	4.5%	10.6%
Energy	3.8%	0.3%
Healthcare	3.4%	13.1%
Real Estate	3.1%	6.0%
Financial Services	2.5%	13.8%
Communication Services	1.4%	3.6%
Consumer Defensive	0.5%	4.7%

Return for Risk

LOPP vs. ETHO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LOPP

LOPP Risk / Return Rank: 53
LOPP Sharpe Ratio Rank: 49
LOPP Sortino Ratio Rank: 49
LOPP Omega Ratio Rank: 45
LOPP Calmar Ratio Rank: 61
LOPP Martin Ratio Rank: 59

ETHO

ETHO Risk / Return Rank: 86
ETHO Sharpe Ratio Rank: 85
ETHO Sortino Ratio Rank: 85
ETHO Omega Ratio Rank: 80
ETHO Calmar Ratio Rank: 90
ETHO Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LOPP vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Amplify Etho Climate Leadership U.S. ETF (ETHO). 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.

	LOPP	ETHO	Difference
Sharpe ratio: Return per unit of total volatility	1.21	2.00	-0.79
Sortino ratio: Return per unit of downside risk	1.76	2.82	-1.06
Omega ratio: Gain probability vs. loss probability	1.21	1.34	-0.13
Calmar ratio: Return relative to maximum drawdown	2.15	3.82	-1.67
Martin ratio: Return relative to average drawdown	7.11	14.85	-7.74

LOPP vs. ETHO - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 1.21, which is lower than the ETHO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LOPP and ETHO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOPP vs. ETHO - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, roughly equal to the maximum ETHO drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for LOPP and ETHO.

Drawdown Indicators

	LOPP	ETHO	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-25.50%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-9.25%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-20.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.28%	—	—
Current Drawdown Current decline from peak	-6.12%	-1.63%	-4.49%
Average Drawdown Average peak-to-trough decline	-8.09%	-4.30%	-3.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	2.38%	+0.57%

Volatility

LOPP vs. ETHO - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 4.62% compared to Amplify Etho Climate Leadership U.S. ETF (ETHO) at 3.88%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than ETHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPP	ETHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	3.88%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	13.07%	+0.96%
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	17.74%	-0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.18%	19.25%	-1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.72%	19.25%	-1.53%

LOPP vs. ETHO - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than ETHO's 0.45% expense ratio.

Dividends

LOPP vs. ETHO - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.73%, more than ETHO's 0.70% yield.

Position	TTM	2025	2024	2023	2022	2021
ETHO Amplify Etho Climate Leadership U.S. ETF	0.70%	0.86%	0.69%	0.00%	0.00%	0.00%
LOPP Gabelli Love Our Planet & People ETF	0.73%	0.83%	1.88%	2.23%	2.01%	1.25%

Frequently Asked Questions

Can I hold both LOPP and ETHO in my portfolio?

LOPP and ETHO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOPP or ETHO?

LOPP has higher volatility (4.62%) compared to ETHO (3.88%). In terms of maximum drawdown, LOPP dropped -25.28% vs ETHO's -25.50%.

Which ETF is better, LOPP or ETHO?

On 1-year performance, ETHO leads with 37.16% vs 23.23% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, ETHO has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or ETHO?

Over the 1-year period, ETHO has performed better with a 37.16% return vs 23.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or ETHO?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.45% for ETHO.

Which ETF pays a higher dividend yield, LOPP or ETHO?

LOPP has the higher dividend yield at 0.73%, compared with 0.70% for ETHO.

What is the main difference between LOPP and ETHO?

They also come from different issuers: Gabelli and Amplify. Their fees differ too: 0.00% for LOPP and 0.45% for ETHO.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.00 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.