ISWN vs. NTSX
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and WisdomTree U.S. Efficient Core Fund (NTSX).
ISWN and NTSX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISWN or NTSX.
Key characteristics
| ISWN | NTSX | |
|---|---|---|
| YTD Return | -0.05% | 23.39% |
| 1Y Return | 11.11% | 37.62% |
| 3Y Return (Ann) | -7.78% | 4.20% |
| Sharpe Ratio | 0.82 | 2.82 |
| Sortino Ratio | 1.24 | 3.85 |
| Omega Ratio | 1.14 | 1.50 |
| Calmar Ratio | 0.35 | 1.89 |
| Martin Ratio | 3.54 | 18.87 |
| Ulcer Index | 2.95% | 1.90% |
| Daily Std Dev | 12.70% | 12.73% |
| Max Drawdown | -32.35% | -31.34% |
| Current Drawdown | -22.28% | 0.00% |
Correlation
The correlation between ISWN and NTSX is 0.65, 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
ISWN vs. NTSX - Performance Comparison
In the year-to-date period, ISWN achieves a -0.05% return, which is significantly lower than NTSX's 23.39% 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. NTSX - Expense Ratio Comparison
ISWN has a 0.49% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Risk-Adjusted Performance
ISWN vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and WisdomTree U.S. Efficient Core Fund (NTSX). 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. NTSX - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 3.08%, more than NTSX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 3.08% | 2.90% | 2.00% | 0.76% | 0.00% | 0.00% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.04% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% |
Drawdowns
ISWN vs. NTSX - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, roughly equal to the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for ISWN and NTSX. For additional features, visit the drawdowns tool.
Volatility
ISWN vs. NTSX - Volatility Comparison
Amplify BlackSwan ISWN ETF (ISWN) has a higher volatility of 3.89% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.63%. This indicates that ISWN's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.