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GSIB vs. SWVXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIB vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and Schwab Prime Advantage Money Fund Investor Shares (SWVXX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023
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

Compare historical risk-adjusted metric ranks over the past 12 months.

GSIB
GSIB Risk / Return Rank: 9090
Overall Rank
GSIB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSIB Omega Ratio Rank: 9191
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8585
Martin Ratio Rank

SWVXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


GSIBSWVXXDifference
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

GSIB vs. SWVXX - Sharpe Ratio Comparison

The current GSIB Sharpe Ratio is 2.63, which is comparable to the SWVXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of GSIB and SWVXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


GSIBSWVXXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-1.99%

0.00%

-1.99%

Ulcer Index

Depth 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


GSIBSWVXXDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for GSIB and SWVXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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