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MVPS vs. DXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVPS and DXJ is 0.49, 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.


-0.50.00.51.00.5

Performance

MVPS vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Thematic All-Stars ETF (MVPS) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-3.31%
100.32%
MVPS
DXJ

Key characteristics

Sharpe Ratio

MVPS:

0.96

DXJ:

1.36

Sortino Ratio

MVPS:

1.38

DXJ:

1.75

Omega Ratio

MVPS:

1.18

DXJ:

1.26

Calmar Ratio

MVPS:

0.62

DXJ:

1.28

Martin Ratio

MVPS:

4.62

DXJ:

4.37

Ulcer Index

MVPS:

4.74%

DXJ:

6.50%

Daily Std Dev

MVPS:

22.84%

DXJ:

20.91%

Max Drawdown

MVPS:

-51.36%

DXJ:

-49.63%

Current Drawdown

MVPS:

-15.86%

DXJ:

-6.15%

Returns By Period

In the year-to-date period, MVPS achieves a 19.34% return, which is significantly lower than DXJ's 26.30% return.


MVPS

YTD

19.34%

1M

3.25%

6M

15.31%

1Y

19.77%

5Y*

N/A

10Y*

N/A

DXJ

YTD

26.30%

1M

0.77%

6M

2.25%

1Y

27.58%

5Y*

18.03%

10Y*

11.22%

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MVPS vs. DXJ - Expense Ratio Comparison

MVPS has a 0.49% expense ratio, which is higher than DXJ's 0.48% expense ratio.


MVPS
Amplify Thematic All-Stars ETF
Expense ratio chart for MVPS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

MVPS vs. DXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Thematic All-Stars ETF (MVPS) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.


Sharpe ratio
The chart of Sharpe ratio for MVPS, currently valued at 0.96, compared to the broader market0.002.004.000.961.36
The chart of Sortino ratio for MVPS, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.381.75
The chart of Omega ratio for MVPS, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.26
The chart of Calmar ratio for MVPS, currently valued at 0.62, compared to the broader market0.005.0010.0015.000.621.28
The chart of Martin ratio for MVPS, currently valued at 4.62, compared to the broader market0.0020.0040.0060.0080.00100.004.624.37
MVPS
DXJ

The current MVPS Sharpe Ratio is 0.96, which is comparable to the DXJ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MVPS and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.96
1.36
MVPS
DXJ

Dividends

MVPS vs. DXJ - Dividend Comparison

MVPS has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 2.33%.


TTM20232022202120202019201820172016201520142013
MVPS
Amplify Thematic All-Stars ETF
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund
0.87%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%

Drawdowns

MVPS vs. DXJ - Drawdown Comparison

The maximum MVPS drawdown since its inception was -51.36%, roughly equal to the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for MVPS and DXJ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.86%
-6.15%
MVPS
DXJ

Volatility

MVPS vs. DXJ - Volatility Comparison

Amplify Thematic All-Stars ETF (MVPS) has a higher volatility of 7.48% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.82%. This indicates that MVPS's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.48%
4.82%
MVPS
DXJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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