PEXL vs. ETHO

Last updated Jul 17, 2026

PEXL (Pacer US Export Leaders ETF) and ETHO (Amplify Etho Climate Leadership U.S. ETF) are both Mid Cap Blend Equities funds - PEXL tracks the Pacer US Export Leaders Index while ETHO tracks the Etho Climate Leadership Index. Both are passively managed. Over the past year, PEXL returned 35.14% vs 37.11% for ETHO. Their correlation of 0.87 suggests significant overlap in exposure. PEXL charges 0.60%/yr vs 0.45%/yr for ETHO.

Performance

PEXL vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Export Leaders ETF (PEXL) 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, PEXL achieves a 17.25% return, which is significantly lower than ETHO's 22.44% return.

PEXL

• 1D: -1.60%
• 1M: -4.01%
• 6M: 13.32%
• YTD: 17.25%
• 1Y: 35.14%
• 3Y*: 17.40%
• 5Y*: 12.33%
• 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)

PEXL vs. ETHO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PEXL Pacer US Export Leaders ETF	17.25%	27.33%	5.83%
ETHO Amplify Etho Climate Leadership U.S. ETF	22.44%	10.23%	11.21%

Correlation

The correlation between PEXL and ETHO is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.87

The correlation between PEXL and ETHO has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

PEXL vs. ETHO - Sectors Allocation Comparison

Sectors	PEXL	ETHO
Technology	58.8%	28.7%
Communication Services	13.9%	4.3%
Healthcare	6.8%	12.3%
Industrials	6.1%	15.9%
Consumer Defensive	5.9%	4.4%
Basic Materials	3.8%	2.9%
Consumer Cyclical	3.8%	10.2%
Energy	0.9%	0.3%
Financial Services	-	12.2%
Real Estate	-	6.3%
Utilities	-	2.5%

Return for Risk

PEXL vs. ETHO — Risk / Return Rank

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

PEXL

PEXL Risk / Return Rank: 71
PEXL Sharpe Ratio Rank: 69
PEXL Sortino Ratio Rank: 66
PEXL Omega Ratio Rank: 62
PEXL Calmar Ratio Rank: 76
PEXL Martin Ratio Rank: 81

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.

PEXL vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Export Leaders ETF (PEXL) 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.

	PEXL	ETHO	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.11	-0.34
Sortino ratio: Return per unit of downside risk	2.42	2.96	-0.54
Omega ratio: Gain probability vs. loss probability	1.30	1.36	-0.05
Calmar ratio: Return relative to maximum drawdown	3.09	4.03	-0.94
Martin ratio: Return relative to average drawdown	12.24	15.62	-3.37

PEXL vs. ETHO - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 1.77, which is comparable to the ETHO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PEXL 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

PEXL vs. ETHO - Drawdown Comparison

The maximum PEXL drawdown since its inception was -36.76%, which is greater than ETHO's maximum drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for PEXL and ETHO.

Drawdown Indicators

	PEXL	ETHO	Difference
Max Drawdown Largest peak-to-trough decline	-36.76%	-25.50%	-11.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.43%	-9.25%	-2.18%
Max Drawdown (3Y) Largest decline over 3 years	-24.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.44%	—	—
Current Drawdown Current decline from peak	-5.75%	-0.82%	-4.93%
Average Drawdown Average peak-to-trough decline	-6.66%	-4.34%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.38%	+0.50%

Volatility

PEXL vs. ETHO - Volatility Comparison

Pacer US Export Leaders ETF (PEXL) has a higher volatility of 7.51% compared to Amplify Etho Climate Leadership U.S. ETF (ETHO) at 4.38%. This indicates that PEXL'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

	PEXL	ETHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.51%	4.38%	+3.13%
Volatility (6M) Calculated over the trailing 6-month period	15.99%	13.26%	+2.73%
Volatility (1Y) Calculated over the trailing 1-year period	19.95%	17.70%	+2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.25%	19.34%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.13%	19.34%	+4.79%

PEXL vs. ETHO - Expense Ratio Comparison

PEXL has a 0.60% expense ratio, which is higher than ETHO's 0.45% expense ratio.

Dividends

PEXL vs. ETHO - Dividend Comparison

PEXL's dividend yield for the trailing twelve months is around 0.31%, less than ETHO's 0.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ETHO Amplify Etho Climate Leadership U.S. ETF	0.70%	0.86%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PEXL Pacer US Export Leaders ETF	0.31%	0.44%	0.48%	0.48%	0.60%	0.22%	0.48%	0.49%	0.29%

Frequently Asked Questions

Can I hold both PEXL and ETHO in my portfolio?

PEXL and ETHO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEXL or ETHO?

PEXL has higher volatility (7.51%) compared to ETHO (4.38%). In terms of maximum drawdown, PEXL dropped -36.76% vs ETHO's -25.50%.

Which ETF is better, PEXL or ETHO?

On 1-year performance, ETHO leads with 37.11% vs 35.14% for PEXL. On fees, ETHO is cheaper at 0.45% per year. On volatility, ETHO has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PEXL or ETHO?

Over the 1-year period, ETHO has performed better with a 37.11% return vs 35.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PEXL or ETHO?

ETHO is cheaper with a 0.45% expense ratio, compared with 0.60% for PEXL.

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

ETHO has the higher dividend yield at 0.70%, compared with 0.31% for PEXL.

What is the main difference between PEXL and ETHO?

PEXL tracks Pacer US Export Leaders Index, while ETHO tracks Etho Climate Leadership Index. They also come from different issuers: Pacer and Amplify. Their fees differ too: 0.60% for PEXL and 0.45% for ETHO.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.11 vs 1.77), 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.