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.
Key characteristics
| ISWN | VOO | |
|---|---|---|
| YTD Return | -0.05% | 26.59% |
| 1Y Return | 11.11% | 38.23% |
| 3Y Return (Ann) | -7.78% | 9.99% |
| Sharpe Ratio | 0.82 | 3.11 |
| Sortino Ratio | 1.24 | 4.14 |
| Omega Ratio | 1.14 | 1.58 |
| Calmar Ratio | 0.35 | 4.54 |
| Martin Ratio | 3.54 | 20.72 |
| Ulcer Index | 2.95% | 1.85% |
| Daily Std Dev | 12.70% | 12.33% |
| Max Drawdown | -32.35% | -33.99% |
| Current Drawdown | -22.28% | 0.00% |
Correlation
The correlation between ISWN and VOO is 0.55, 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. VOO - Performance Comparison
In the year-to-date period, ISWN achieves a -0.05% return, which is significantly lower than VOO's 26.59% 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. 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 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.
Dividends
ISWN vs. VOO - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 3.08%, more than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
ISWN vs. VOO - Volatility Comparison
Amplify BlackSwan ISWN ETF (ISWN) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.89% and 3.94%, 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.