ISWN vs. MAIIX
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and iShares MSCI EAFE International Index Fund (MAIIX).
ISWN is a passively managed fund by Amplify that tracks the performance of the S-Network International BlackSwan. It was launched on Jan 25, 2021. MAIIX is managed by Blackrock. It was launched on Apr 9, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISWN or MAIIX.
Key characteristics
| ISWN | MAIIX | |
|---|---|---|
| YTD Return | -0.05% | 7.05% |
| 1Y Return | 11.11% | 18.87% |
| 3Y Return (Ann) | -7.78% | 2.35% |
| Sharpe Ratio | 0.82 | 1.45 |
| Sortino Ratio | 1.24 | 2.06 |
| Omega Ratio | 1.14 | 1.25 |
| Calmar Ratio | 0.35 | 1.82 |
| Martin Ratio | 3.54 | 7.75 |
| Ulcer Index | 2.95% | 2.42% |
| Daily Std Dev | 12.70% | 12.93% |
| Max Drawdown | -32.35% | -62.24% |
| Current Drawdown | -22.28% | -6.35% |
Correlation
The correlation between ISWN and MAIIX is 0.74, 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.
Performance
ISWN vs. MAIIX - Performance Comparison
In the year-to-date period, ISWN achieves a -0.05% return, which is significantly lower than MAIIX's 7.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISWN vs. MAIIX - Expense Ratio Comparison
ISWN has a 0.49% expense ratio, which is higher than MAIIX's 0.09% expense ratio.
Risk-Adjusted Performance
ISWN vs. MAIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and iShares MSCI EAFE International Index Fund (MAIIX). 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
ISWN vs. MAIIX - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 3.08%, which matches MAIIX's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 3.08% | 2.90% | 2.00% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAIIX iShares MSCI EAFE International Index Fund | 3.06% | 3.16% | 2.76% | 3.00% | 1.95% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% | 0.80% | 2.39% |
Drawdowns
ISWN vs. MAIIX - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, smaller than the maximum MAIIX drawdown of -62.24%. Use the drawdown chart below to compare losses from any high point for ISWN and MAIIX. For additional features, visit the drawdowns tool.
Volatility
ISWN vs. MAIIX - Volatility Comparison
Amplify BlackSwan ISWN ETF (ISWN) and iShares MSCI EAFE International Index Fund (MAIIX) have volatilities of 3.89% and 3.97%, 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.