BTIIX vs. NANC
Compare and contrast key facts about DWS Equity 500 Index Fund (BTIIX) and Subversive Unusual Whales Democratic ETF (NANC).
BTIIX is managed by DWS. It was launched on Dec 31, 1992. NANC is an actively managed fund by Subversive. It was launched on Feb 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTIIX or NANC.
Key characteristics
| BTIIX | NANC | |
|---|---|---|
| YTD Return | 21.68% | 23.26% |
| 1Y Return | 34.30% | 38.82% |
| Sharpe Ratio | 2.81 | 2.59 |
| Sortino Ratio | 3.74 | 3.36 |
| Omega Ratio | 1.51 | 1.46 |
| Calmar Ratio | 2.82 | 3.56 |
| Martin Ratio | 17.35 | 14.61 |
| Ulcer Index | 2.03% | 2.69% |
| Daily Std Dev | 12.52% | 15.20% |
| Max Drawdown | -84.57% | -11.06% |
| Current Drawdown | -0.17% | 0.00% |
Correlation
The correlation between BTIIX and NANC is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BTIIX vs. NANC - Performance Comparison
In the year-to-date period, BTIIX achieves a 21.68% return, which is significantly lower than NANC's 23.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BTIIX vs. NANC - Expense Ratio Comparison
BTIIX has a 0.20% expense ratio, which is lower than NANC's 0.75% expense ratio.
Risk-Adjusted Performance
BTIIX vs. NANC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and Subversive Unusual Whales Democratic ETF (NANC). 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.
Dividends
BTIIX vs. NANC - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 23.11%, more than NANC's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 23.11% | 26.16% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.52% | 8.32% | 5.09% | 1.77% |
NANC Subversive Unusual Whales Democratic ETF | 0.76% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BTIIX vs. NANC - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -84.57%, which is greater than NANC's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for BTIIX and NANC. For additional features, visit the drawdowns tool.
Volatility
BTIIX vs. NANC - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.91%, while Subversive Unusual Whales Democratic ETF (NANC) has a volatility of 3.98%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.