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NANR vs. BWET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NANR vs. BWET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P North American Natural Resources ETF (NANR) and Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NANR achieves a 14.14% return, which is significantly lower than BWET's 968.33% return.


NANR

1D
-1.89%
1M
-5.93%
YTD
14.14%
6M
12.45%
1Y
36.86%
3Y*
18.00%
5Y*
15.44%
10Y*
11.63%

BWET

1D
-5.48%
1M
18.43%
YTD
968.33%
6M
944.72%
1Y
1,424.52%
3Y*
123.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NANR vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
NANR
SPDR S&P North American Natural Resources ETF
14.14%35.35%2.31%-2.19%
BWET
Breakwave Tanker Shipping ETF
968.33%96.22%-39.21%14.13%

Correlation

The correlation between NANR and BWET is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 3, 2023

0.03

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Return for Risk

NANR vs. BWET — Risk / Return Rank

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

NANR
NANR Risk / Return Rank: 6464
Overall Rank
NANR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NANR Sortino Ratio Rank: 5555
Sortino Ratio Rank
NANR Omega Ratio Rank: 5656
Omega Ratio Rank
NANR Calmar Ratio Rank: 7575
Calmar Ratio Rank
NANR Martin Ratio Rank: 7070
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9898
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9797
Sortino Ratio Rank
BWET Omega Ratio Rank: 9797
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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.

NANR vs. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P North American Natural Resources ETF (NANR) and Breakwave Tanker Shipping ETF (BWET). 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.


NANRBWETDifference
Sharpe ratioReturn per unit of total volatility

-12.72

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

1.33

1.87

-0.54

Calmar ratioReturn relative to maximum drawdown

3.64

47.03

-43.39

Martin ratioReturn relative to average drawdown

12.39

147.28

-134.89

NANR vs. BWET - Sharpe Ratio Comparison

The current NANR Sharpe Ratio is 1.94, which is lower than the BWET Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of NANR and BWET, 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

NANR vs. BWET - Drawdown Comparison

The maximum NANR drawdown since its inception was -49.15%, smaller than the maximum BWET drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for NANR and BWET.


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Drawdown Indicators


NANRBWETDifference

Max Drawdown

Largest peak-to-trough decline

-49.15%

-56.90%

+7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-30.64%

+20.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

-56.81%

+38.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-49.15%

Current Drawdown

Current decline from peak

-10.16%

-5.48%

-4.68%

Average Drawdown

Average peak-to-trough decline

-8.39%

-23.76%

+15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

11.60%

-8.61%

Volatility

NANR vs. BWET - Volatility Comparison

The current volatility for SPDR S&P North American Natural Resources ETF (NANR) is 6.86%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 26.27%. This indicates that NANR experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NANRBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

26.27%

-19.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.29%

89.01%

-73.72%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

98.57%

-79.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

70.47%

-47.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

70.47%

-46.88%

NANR vs. BWET - Expense Ratio Comparison

NANR has a 0.35% expense ratio, which is lower than BWET's 3.50% expense ratio.


Dividends

NANR vs. BWET - Dividend Comparison

NANR's dividend yield for the trailing twelve months is around 1.84%, while BWET has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NANR
SPDR S&P North American Natural Resources ETF
1.84%1.77%2.20%2.78%2.70%2.61%2.73%2.02%1.95%1.83%5.01%0.01%

Frequently Asked Questions


NANR and BWET have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (26.27%) compared to NANR (6.86%). In terms of maximum drawdown, NANR dropped -49.15% vs BWET's -56.90%.

On 3-year performance, BWET leads with 123.86% vs 18.00% for NANR. On fees, NANR is cheaper at 0.35% per year. On volatility, NANR has been the lower-risk option at 6.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BWET has performed better with a 123.86% return vs 18.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NANR is cheaper with a 0.35% expense ratio, compared with 3.50% for BWET.

NANR has the higher dividend yield at 1.84%, compared with 0.00% for BWET.

NANR is categorized as Natural Resources, while BWET is Commodities. NANR tracks S&P BMI North American Natural Resources Index, while BWET tracks Breakwave Wet Freight Futures Index. They also come from different issuers: State Street and Amplify. Their fees differ too: 0.35% for NANR and 3.50% for BWET.

BWET currently has the higher Sharpe Ratio (14.65 vs 1.94), 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 NANR and BWET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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