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ISWN vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISWN vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan ISWN ETF (ISWN) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISWN achieves a 4.03% return, which is significantly lower than UGA's 64.09% return.


ISWN

1D
-1.33%
1M
0.30%
YTD
4.03%
6M
3.82%
1Y
12.46%
3Y*
8.37%
5Y*
-0.26%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISWN vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISWN
Amplify BlackSwan ISWN ETF
4.03%23.23%-3.96%8.19%-24.93%0.23%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%52.72%

Correlation

The correlation between ISWN and UGA is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.37

Correlation (3Y)
Calculated over the trailing 3-year period

-0.16

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2021

-0.04

Over the past year, the inverse relationship between ISWN and UGA has strengthened: their correlation has moved from -0.04 to -0.37, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ISWN vs. UGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISWN
ISWN Risk / Return Rank: 2929
Overall Rank
ISWN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ISWN Sortino Ratio Rank: 2828
Sortino Ratio Rank
ISWN Omega Ratio Rank: 2828
Omega Ratio Rank
ISWN Calmar Ratio Rank: 2828
Calmar Ratio Rank
ISWN Martin Ratio Rank: 3131
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISWN vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and United States Gasoline Fund LP (UGA). 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.


ISWNUGADifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.30

3.17

-1.87

Martin ratioReturn relative to average drawdown

4.19

9.39

-5.20

ISWN vs. UGA - Sharpe Ratio Comparison

The current ISWN Sharpe Ratio is 0.98, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ISWN and UGA, 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

ISWN vs. UGA - Drawdown Comparison

The maximum ISWN drawdown since its inception was -32.35%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ISWN and UGA.


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Drawdown Indicators


ISWNUGADifference

Max Drawdown

Largest peak-to-trough decline

-32.35%

-86.59%

+54.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-18.96%

+9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-26.68%

+12.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.35%

-38.11%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-4.26%

-18.05%

+13.79%

Average Drawdown

Average peak-to-trough decline

-16.05%

-36.69%

+20.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

6.43%

-3.45%

Volatility

ISWN vs. UGA - Volatility Comparison

The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 4.70%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that ISWN experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISWNUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

9.24%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

30.57%

-19.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

35.22%

-22.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.82%

34.45%

-22.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.67%

37.22%

-25.55%

ISWN vs. UGA - Expense Ratio Comparison

ISWN has a 0.49% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

ISWN vs. UGA - Dividend Comparison

ISWN's dividend yield for the trailing twelve months is around 2.83%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021
ISWN
Amplify BlackSwan ISWN ETF
2.83%2.89%3.27%2.91%2.00%0.76%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISWN and UGA have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to ISWN (4.70%). In terms of maximum drawdown, ISWN dropped -32.35% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs -0.26% for ISWN. On fees, ISWN is cheaper at 0.49% per year. On volatility, ISWN has been the lower-risk option at 4.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs -0.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISWN is cheaper with a 0.49% expense ratio, compared with 0.75% for UGA.

ISWN has the higher dividend yield at 2.83%, compared with 0.00% for UGA.

ISWN is categorized as Options Trading, while UGA is Oil & Gas. ISWN tracks S-Network International BlackSwan, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Amplify and Concierge Technologies. Their fees differ too: 0.49% for ISWN and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 0.98), 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 ISWN and UGA

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