SAEF vs. ETHO

Last updated Jul 17, 2026

SAEF (Schwab Ariel ESG ETF) and ETHO (Amplify Etho Climate Leadership U.S. ETF) are both Mid Cap Blend Equities funds. SAEF is actively managed, while ETHO is passively managed. Over the past year, SAEF returned 19.82% vs 37.11% for ETHO. Their correlation of 0.91 suggests significant overlap in exposure. SAEF charges 0.59%/yr vs 0.45%/yr for ETHO.

Performance

SAEF vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Ariel ESG ETF (SAEF) 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, SAEF achieves a 13.70% return, which is significantly lower than ETHO's 22.44% return.

SAEF

• 1D: 0.16%
• 1M: 0.62%
• 6M: 6.73%
• YTD: 13.70%
• 1Y: 19.82%
• 3Y*: 11.80%
• 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)

SAEF vs. ETHO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAEF Schwab Ariel ESG ETF	13.70%	2.31%	19.11%
ETHO Amplify Etho Climate Leadership U.S. ETF	22.44%	10.23%	11.21%

Correlation

The correlation between SAEF and ETHO is 0.88, 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	0.88
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.91

The correlation between SAEF and ETHO has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

SAEF vs. ETHO - Sectors Allocation Comparison

Sectors	SAEF	ETHO
Consumer Cyclical	22.6%	10.2%
Industrials	20.3%	15.9%
Financial Services	15.0%	12.2%
Technology	14.7%	28.7%
Healthcare	10.0%	12.3%
Communication Services	7.5%	4.3%
Real Estate	4.5%	6.3%
Consumer Defensive	3.3%	4.4%
Basic Materials	2.3%	2.9%
Energy	-	0.3%
Utilities	-	2.5%

Return for Risk

SAEF vs. ETHO — Risk / Return Rank

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

SAEF

SAEF Risk / Return Rank: 36
SAEF Sharpe Ratio Rank: 35
SAEF Sortino Ratio Rank: 37
SAEF Omega Ratio Rank: 34
SAEF Calmar Ratio Rank: 37
SAEF Martin Ratio Rank: 34

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.

SAEF vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Ariel ESG ETF (SAEF) 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.

	SAEF	ETHO	Difference
Sharpe ratio: Return per unit of total volatility	1.06	2.11	-1.04
Sortino ratio: Return per unit of downside risk	1.63	2.96	-1.32
Omega ratio: Gain probability vs. loss probability	1.19	1.36	-0.17
Calmar ratio: Return relative to maximum drawdown	1.55	4.03	-2.48
Martin ratio: Return relative to average drawdown	4.19	15.62	-11.43

SAEF vs. ETHO - Sharpe Ratio Comparison

The current SAEF Sharpe Ratio is 1.06, which is lower than the ETHO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SAEF 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

SAEF vs. ETHO - Drawdown Comparison

The maximum SAEF drawdown since its inception was -28.05%, which is greater than ETHO's maximum drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for SAEF and ETHO.

Drawdown Indicators

	SAEF	ETHO	Difference
Max Drawdown Largest peak-to-trough decline	-28.05%	-25.50%	-2.55%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-9.25%	-3.56%
Max Drawdown (3Y) Largest decline over 3 years	-27.40%	—	—
Current Drawdown Current decline from peak	-2.62%	-0.82%	-1.80%
Average Drawdown Average peak-to-trough decline	-10.15%	-4.34%	-5.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.74%	2.38%	+2.36%

Volatility

SAEF vs. ETHO - Volatility Comparison

Schwab Ariel ESG ETF (SAEF) and Amplify Etho Climate Leadership U.S. ETF (ETHO) have volatilities of 4.51% and 4.38%, 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.

Volatility by Period

	SAEF	ETHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	4.38%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	14.31%	13.26%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	18.75%	17.70%	+1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.30%	19.34%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	19.34%	+1.96%

SAEF vs. ETHO - Expense Ratio Comparison

SAEF has a 0.59% expense ratio, which is higher than ETHO's 0.45% expense ratio.

Dividends

SAEF vs. ETHO - Dividend Comparison

SAEF's dividend yield for the trailing twelve months is around 0.34%, less 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%
SAEF Schwab Ariel ESG ETF	0.34%	0.38%	0.46%	0.46%	0.61%	0.09%

Frequently Asked Questions

Can I hold both SAEF and ETHO in my portfolio?

SAEF and ETHO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAEF or ETHO?

SAEF has higher volatility (4.51%) compared to ETHO (4.38%). In terms of maximum drawdown, SAEF dropped -28.05% vs ETHO's -25.50%.

Which ETF is better, SAEF or ETHO?

On 1-year performance, ETHO leads with 37.11% vs 19.82% for SAEF. 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, SAEF or ETHO?

Over the 1-year period, ETHO has performed better with a 37.11% return vs 19.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAEF or ETHO?

ETHO is cheaper with a 0.45% expense ratio, compared with 0.59% for SAEF.

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

ETHO has the higher dividend yield at 0.70%, compared with 0.34% for SAEF.

What is the main difference between SAEF and ETHO?

They also come from different issuers: Charles Schwab and Amplify. Their fees differ too: 0.59% for SAEF and 0.45% for ETHO.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.11 vs 1.06), 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.