Correlation
The correlation between ISWN and VOO is 0.54, 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.
ISWN vs. VOO
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and Vanguard S&P 500 ETF (VOO).
ISWN and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ISWN and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISWN or VOO.
Performance
ISWN vs. VOO - Performance Comparison
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Key characteristics
ISWN:
0.72
VOO:
0.74
ISWN:
0.99
VOO:
1.04
ISWN:
1.12
VOO:
1.15
ISWN:
0.31
VOO:
0.68
ISWN:
1.28
VOO:
2.58
ISWN:
6.46%
VOO:
4.93%
ISWN:
12.55%
VOO:
19.54%
ISWN:
-32.35%
VOO:
-33.99%
ISWN:
-15.25%
VOO:
-3.55%
Returns By Period
In the year-to-date period, ISWN achieves a 13.49% return, which is significantly higher than VOO's 0.90% return.
ISWN
13.49%
2.42%
8.76%
8.91%
1.89%
N/A
N/A
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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ISWN vs. VOO - Expense Ratio Comparison
ISWN has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ISWN vs. VOO — Risk-Adjusted Performance Rank
ISWN
VOO
ISWN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
ISWN vs. VOO - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 2.97%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 2.97% | 3.27% | 2.91% | 2.00% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ISWN vs. VOO - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ISWN and VOO.
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Volatility
ISWN vs. VOO - Volatility Comparison
The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 3.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that ISWN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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