DSEEX vs. SWAN
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. SWAN is a passively managed fund by Amplify Investments that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEEX or SWAN.
Correlation
The correlation between DSEEX and SWAN is 0.69, 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.
Performance
DSEEX vs. SWAN - Performance Comparison
Key characteristics
DSEEX:
1.00
SWAN:
1.37
DSEEX:
1.38
SWAN:
1.94
DSEEX:
1.18
SWAN:
1.24
DSEEX:
0.36
SWAN:
0.72
DSEEX:
5.68
SWAN:
7.93
DSEEX:
2.11%
SWAN:
1.94%
DSEEX:
11.98%
SWAN:
11.22%
DSEEX:
-46.92%
SWAN:
-31.04%
DSEEX:
-23.09%
SWAN:
-7.97%
Returns By Period
In the year-to-date period, DSEEX achieves a 12.00% return, which is significantly lower than SWAN's 14.55% return.
DSEEX
12.00%
-4.31%
7.91%
13.55%
2.07%
5.46%
SWAN
14.55%
-0.23%
4.54%
15.01%
3.54%
N/A
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DSEEX vs. SWAN - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is higher than SWAN's 0.49% expense ratio.
Risk-Adjusted Performance
DSEEX vs. SWAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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
DSEEX vs. SWAN - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.44%, more than SWAN's 2.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.44% | 4.60% | 3.87% | 1.63% | 1.73% | 2.74% | 3.38% | 2.16% | 2.12% | 2.88% | 2.61% | 0.48% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.47% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSEEX vs. SWAN - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -46.92%, which is greater than SWAN's maximum drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for DSEEX and SWAN. For additional features, visit the drawdowns tool.
Volatility
DSEEX vs. SWAN - Volatility Comparison
DoubleLine Shiller Enhanced CAPE (DSEEX) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN) have volatilities of 3.63% and 3.73%, 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.