FTLS vs. SWAN
Compare and contrast key facts about First Trust Long/Short Equity ETF (FTLS) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
FTLS and SWAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTLS is an actively managed fund by First Trust. It was launched on Sep 9, 2014. 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: FTLS or SWAN.
Correlation
The correlation between FTLS and SWAN is 0.60, 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
FTLS vs. SWAN - Performance Comparison
Key characteristics
FTLS:
1.94
SWAN:
1.37
FTLS:
2.63
SWAN:
1.93
FTLS:
1.35
SWAN:
1.24
FTLS:
4.44
SWAN:
0.72
FTLS:
14.65
SWAN:
7.70
FTLS:
1.34%
SWAN:
2.00%
FTLS:
10.17%
SWAN:
11.27%
FTLS:
-20.53%
SWAN:
-31.04%
FTLS:
-1.64%
SWAN:
-7.66%
Returns By Period
In the year-to-date period, FTLS achieves a 20.19% return, which is significantly higher than SWAN's 14.94% return.
FTLS
20.19%
1.88%
7.16%
19.36%
10.25%
8.67%
SWAN
14.94%
-0.95%
5.58%
15.29%
3.65%
N/A
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FTLS vs. SWAN - Expense Ratio Comparison
FTLS has a 1.60% expense ratio, which is higher than SWAN's 0.49% expense ratio.
Risk-Adjusted Performance
FTLS vs. SWAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Long/Short Equity ETF (FTLS) 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
FTLS vs. SWAN - Dividend Comparison
FTLS's dividend yield for the trailing twelve months is around 1.49%, less than SWAN's 2.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTLS First Trust Long/Short Equity ETF | 1.49% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% | 0.51% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.46% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTLS vs. SWAN - Drawdown Comparison
The maximum FTLS drawdown since its inception was -20.53%, smaller than the maximum SWAN drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for FTLS and SWAN. For additional features, visit the drawdowns tool.
Volatility
FTLS vs. SWAN - Volatility Comparison
First Trust Long/Short Equity ETF (FTLS) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN) have volatilities of 3.74% and 3.83%, 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.