GSIB vs. SWVXX
GSIB (Themes Global Systemically Important Banks ETF) and SWVXX (Schwab Prime Advantage Money Fund Investor Shares) are both funds - GSIB is a Financials Equities fund actively managed by Themes, while SWVXX is a Money Market fund actively managed by Charles Schwab. Both are actively managed. Over the past year, GSIB returned 46.76% vs 3.44% for SWVXX. Their -0.01 correlation means they have often moved in opposite directions in the past. GSIB charges 0.35%/yr vs 0.34%/yr for SWVXX.
Performance
GSIB vs. SWVXX - Performance Comparison
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Returns By Period
In the year-to-date period, GSIB achieves a 22.66% return, which is significantly higher than SWVXX's 1.74% return.
GSIB
- 1D
- -0.11%
- 1M
- 7.17%
- 6M
- 18.14%
- YTD
- 22.66%
- 1Y
- 46.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.58%
SWVXX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.43%
- YTD
- 1.74%
- 1Y
- 3.44%
- 3Y*
- 4.27%
- 5Y*
- 3.06%
- 10Y*
- —
- ALL TIME*
- 2.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37M | $1.31M | $753.15K | |
| $0.00 | $0.00 | $0.00 |
GSIB vs. SWVXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GSIB Themes Global Systemically Important Banks ETF | 22.66% | 61.67% | 32.86% | 1.75% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 1.74% | 4.15% | 5.16% | 0.00% |
Correlation
The correlation between GSIB and SWVXX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | -0.01 |
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Return for Risk
GSIB vs. SWVXX — Risk / Return Rank
GSIB
SWVXX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSIB vs. SWVXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSIB | SWVXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | — | — |
| Martin ratioReturn relative to average drawdown | 11.87 | — | — |
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Drawdowns
GSIB vs. SWVXX - Drawdown Comparison
The maximum GSIB drawdown since its inception was -17.71%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GSIB and SWVXX.
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Drawdown Indicators
| GSIB | SWVXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | 0.00% | -17.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | 0.00% | -13.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | 0.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -1.99% | 0.00% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 0.00% | +3.95% |
Volatility
GSIB vs. SWVXX - Volatility Comparison
Themes Global Systemically Important Banks ETF (GSIB) has a higher volatility of 5.74% compared to Schwab Prime Advantage Money Fund Investor Shares (SWVXX) at 0.00%. This indicates that GSIB's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIB | SWVXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 0.00% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 0.69% | +14.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 1.09% | +16.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 1.06% | +17.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 1.04% | +17.42% |
GSIB vs. SWVXX - Expense Ratio Comparison
GSIB has a 0.35% expense ratio, which is higher than SWVXX's 0.34% expense ratio.
Dividends
GSIB vs. SWVXX - Dividend Comparison
GSIB's dividend yield for the trailing twelve months is around 1.55%, less than SWVXX's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GSIB Themes Global Systemically Important Banks ETF | 1.55% | 1.91% | 1.67% | 0.00% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 3.38% | 4.06% | 5.02% | 4.23% |
Frequently Asked Questions
GSIB and SWVXX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIB has higher volatility (5.74%) compared to SWVXX (0.00%). In terms of maximum drawdown, GSIB dropped -17.71% vs SWVXX's 0.00%.
SWVXX currently has the higher Sharpe Ratio (3.71 vs 2.63), 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.
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