Correlation
The correlation between DSEEX and SWAN is 0.73, 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.
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.
Performance
DSEEX vs. SWAN - Performance Comparison
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Key characteristics
DSEEX:
0.92
SWAN:
0.99
DSEEX:
1.34
SWAN:
1.28
DSEEX:
1.18
SWAN:
1.15
DSEEX:
0.98
SWAN:
0.60
DSEEX:
3.60
SWAN:
2.60
DSEEX:
3.98%
SWAN:
3.88%
DSEEX:
16.21%
SWAN:
11.50%
DSEEX:
-40.62%
SWAN:
-31.04%
DSEEX:
-3.36%
SWAN:
-7.45%
Returns By Period
In the year-to-date period, DSEEX achieves a 3.25% return, which is significantly higher than SWAN's 1.56% return.
DSEEX
3.25%
2.44%
-3.36%
14.82%
9.59%
13.49%
12.07%
SWAN
1.56%
2.14%
-2.88%
11.27%
4.29%
2.50%
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 Rank
DSEEX
SWAN
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.
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Dividends
DSEEX vs. SWAN - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.93%, more than SWAN's 2.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 5.15% | 15.26% | 9.09% | 4.09% | 4.43% | 2.62% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.63% | 2.54% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSEEX vs. SWAN - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -40.62%, 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.
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Volatility
DSEEX vs. SWAN - Volatility Comparison
DoubleLine Shiller Enhanced CAPE (DSEEX) has a higher volatility of 4.46% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 3.05%. This indicates that DSEEX's price experiences larger fluctuations and is considered to be riskier than SWAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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