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SIXL vs. ETHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXL vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Amplify Etho Climate Leadership U.S. ETF (ETHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIXL achieves a 3.41% return, which is significantly lower than ETHO's 17.28% return.


SIXL

1D
-0.16%
1M
-2.82%
YTD
3.41%
6M
2.41%
1Y
3.64%
3Y*
7.60%
5Y*
3.45%
10Y*

ETHO

1D
-0.81%
1M
4.96%
YTD
17.28%
6M
16.47%
1Y
34.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXL vs. ETHO - Yearly Performance Comparison


2026 (YTD)20252024
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
3.41%-0.61%13.40%
ETHO
Amplify Etho Climate Leadership U.S. ETF
17.28%10.23%8.17%

Correlation

The correlation between SIXL and ETHO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.63

The correlation between SIXL and ETHO shifts across timeframes, from 0.48 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

SIXL vs. ETHO - Sectors Allocation Comparison


Sectors
SIXL
ETHO

Utilities

17.3%
2.5%

Consumer Defensive

17.0%
4.7%

Financial Services

15.2%
13.0%

Healthcare

14.5%
11.6%

Real Estate

13.6%
6.5%

Consumer Cyclical

6.8%
10.8%

Industrials

6.4%
16.7%

Communication Services

2.6%
4.5%

Technology

2.4%
26.3%

Basic Materials

2.2%
3.1%

Energy

2.1%
0.4%

Utilities

SIXL
17.3%
ETHO
2.5%

Consumer Defensive

SIXL
17.0%
ETHO
4.7%

Financial Services

SIXL
15.2%
ETHO
13.0%

Healthcare

SIXL
14.5%
ETHO
11.6%

Real Estate

SIXL
13.6%
ETHO
6.5%

Consumer Cyclical

SIXL
6.8%
ETHO
10.8%

Industrials

SIXL
6.4%
ETHO
16.7%

Communication Services

SIXL
2.6%
ETHO
4.5%

Technology

SIXL
2.4%
ETHO
26.3%

Basic Materials

SIXL
2.2%
ETHO
3.1%

Energy

SIXL
2.1%
ETHO
0.4%

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Return for Risk

SIXL vs. ETHO — Risk / Return Rank

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

SIXL
SIXL Risk / Return Rank: 1515
Overall Rank
SIXL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1414
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1414
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SIXL Martin Ratio Rank: 1717
Martin Ratio Rank

ETHO
ETHO Risk / Return Rank: 6464
Overall Rank
ETHO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5959
Sortino Ratio Rank
ETHO Omega Ratio Rank: 5454
Omega Ratio Rank
ETHO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETHO Martin Ratio Rank: 7676
Martin Ratio Rank
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.

SIXL vs. ETHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) 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.


SIXLETHODifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.07

1.34

-0.27

Calmar ratioReturn relative to maximum drawdown

0.56

3.75

-3.19

Martin ratioReturn relative to average drawdown

1.58

14.52

-12.94

SIXL vs. ETHO - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.38, which is lower than the ETHO Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SIXL 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.


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Sharpe Ratios by Period


SIXLETHODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.97

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.80

-0.17

Drawdowns

SIXL vs. ETHO - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum ETHO drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for SIXL and ETHO.


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Drawdown Indicators


SIXLETHODifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-25.50%

+9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-9.25%

+2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-6.04%

-0.81%

-5.23%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.50%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.38%

-0.07%

Volatility

SIXL vs. ETHO - Volatility Comparison

The current volatility for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) is 2.36%, while Amplify Etho Climate Leadership U.S. ETF (ETHO) has a volatility of 4.11%. This indicates that SIXL 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.


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Volatility by Period


SIXLETHODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

4.11%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

12.77%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

17.64%

-8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

19.40%

-7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

19.40%

-6.85%

SIXL vs. ETHO - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is higher than ETHO's 0.45% expense ratio.


Dividends

SIXL vs. ETHO - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.31%, more than ETHO's 0.73% yield.


PositionTTM202520242023202220212020
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.73%0.86%0.69%0.00%0.00%0.00%0.00%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.31%2.31%1.28%1.48%1.45%0.67%0.40%

Frequently Asked Questions


SIXL and ETHO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHO has higher volatility (4.11%) compared to SIXL (2.36%). In terms of maximum drawdown, SIXL dropped -16.08% vs ETHO's -25.50%.

On 1-year performance, ETHO leads with 34.51% vs 3.64% for SIXL. On fees, ETHO is cheaper at 0.45% per year. On volatility, SIXL has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ETHO has performed better with a 34.51% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ETHO is cheaper with a 0.45% expense ratio, compared with 0.47% for SIXL.

SIXL has the higher dividend yield at 2.31%, compared with 0.73% for ETHO.

They also come from different issuers: Exchange Traded Concepts and Amplify. Their fees differ too: 0.47% for SIXL and 0.45% for ETHO.

ETHO currently has the higher Sharpe Ratio (1.97 vs 0.38), 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.

Portfolio Optimizer

Find the right allocation for SIXL and ETHO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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