LST vs. ETHO

Last updated Jul 17, 2026

LST (Leuthold Select Industries ETF) and ETHO (Amplify Etho Climate Leadership U.S. ETF) are both Mid Cap Blend Equities funds. LST is actively managed, while ETHO is passively managed. Over the past year, LST returned 27.12% vs 37.11% for ETHO. Their correlation of 0.81 suggests significant overlap in exposure. LST charges 0.65%/yr vs 0.45%/yr for ETHO.

Performance

LST vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Select Industries ETF (LST) 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, LST achieves a 13.95% return, which is significantly lower than ETHO's 22.44% return.

LST

• 1D: -0.46%
• 1M: -1.93%
• 6M: 9.44%
• YTD: 13.95%
• 1Y: 27.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ETHO

• 1D: 0.49%
• 1M: 3.24%
• 6M: 16.53%
• YTD: 22.44%
• 1Y: 37.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LST vs. ETHO - Yearly Performance Comparison

	2026 (YTD)	2025
LST Leuthold Select Industries ETF	13.95%	15.31%
ETHO Amplify Etho Climate Leadership U.S. ETF	22.44%	7.49%

Correlation

The correlation between LST and ETHO is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025	0.81

The correlation between LST and ETHO has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

Return for Risk

LST vs. ETHO — Risk / Return Rank

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

LST

LST Risk / Return Rank: 69
LST Sharpe Ratio Rank: 71
LST Sortino Ratio Rank: 71
LST Omega Ratio Rank: 68
LST Calmar Ratio Rank: 63
LST Martin Ratio Rank: 71

ETHO

ETHO Risk / Return Rank: 84
ETHO Sharpe Ratio Rank: 82
ETHO Sortino Ratio Rank: 82
ETHO Omega Ratio Rank: 76
ETHO Calmar Ratio Rank: 88
ETHO Martin Ratio Rank: 89

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.

LST vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) 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.

	LST	ETHO	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.11	-0.28
Sortino ratio: Return per unit of downside risk	2.59	2.96	-0.37
Omega ratio: Gain probability vs. loss probability	1.32	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.51	4.03	-1.52
Martin ratio: Return relative to average drawdown	10.09	15.62	-5.53

LST vs. ETHO - Sharpe Ratio Comparison

The current LST Sharpe Ratio is 1.82, which is comparable to the ETHO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of LST 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

LST vs. ETHO - Drawdown Comparison

The maximum LST drawdown since its inception was -19.47%, smaller than the maximum ETHO drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for LST and ETHO.

Drawdown Indicators

	LST	ETHO	Difference
Max Drawdown Largest peak-to-trough decline	-19.47%	-25.50%	+6.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-9.25%	-1.60%
Current Drawdown Current decline from peak	-3.17%	-0.82%	-2.35%
Average Drawdown Average peak-to-trough decline	-2.84%	-4.34%	+1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.38%	+0.32%

Volatility

LST vs. ETHO - Volatility Comparison

The current volatility for Leuthold Select Industries ETF (LST) is 3.33%, while Amplify Etho Climate Leadership U.S. ETF (ETHO) has a volatility of 4.38%. This indicates that LST experiences smaller price fluctuations and is considered to be less risky than ETHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LST	ETHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.38%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	12.39%	13.26%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.94%	17.70%	-2.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.76%	19.34%	-1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	19.34%	-1.58%

LST vs. ETHO - Expense Ratio Comparison

LST has a 0.65% expense ratio, which is higher than ETHO's 0.45% expense ratio.

Dividends

LST vs. ETHO - Dividend Comparison

LST's dividend yield for the trailing twelve months is around 1.18%, more than ETHO's 0.70% yield.

Position	TTM	2025	2024
ETHO Amplify Etho Climate Leadership U.S. ETF	0.70%	0.86%	0.69%
LST Leuthold Select Industries ETF	1.18%	1.34%	0.00%

Frequently Asked Questions

Can I hold both LST and ETHO in my portfolio?

LST 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, LST or ETHO?

ETHO has higher volatility (4.38%) compared to LST (3.33%). In terms of maximum drawdown, LST dropped -19.47% vs ETHO's -25.50%.

Which ETF is better, LST or ETHO?

On 1-year performance, ETHO leads with 37.11% vs 27.12% for LST. On fees, ETHO is cheaper at 0.45% per year. On volatility, LST has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LST or ETHO?

Over the 1-year period, ETHO has performed better with a 37.11% return vs 27.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LST or ETHO?

ETHO is cheaper with a 0.45% expense ratio, compared with 0.65% for LST.

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

LST has the higher dividend yield at 1.18%, compared with 0.70% for ETHO.

What is the main difference between LST and ETHO?

They also come from different issuers: Leuthold Group and Amplify. Their fees differ too: 0.65% for LST and 0.45% for ETHO.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.11 vs 1.82), 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.