NTSX vs. SWAN
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
NTSX and SWAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. SWAN is a passively managed fund by Amplify Investments that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSX or SWAN.
Performance
NTSX vs. SWAN - Performance Comparison
Returns By Period
In the year-to-date period, NTSX achieves a 22.26% return, which is significantly higher than SWAN's 15.86% return.
NTSX
22.26%
1.32%
13.14%
29.58%
11.88%
N/A
SWAN
15.86%
0.07%
11.03%
23.57%
4.13%
N/A
Key characteristics
| NTSX | SWAN | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.20 |
| Sortino Ratio | 3.30 | 3.11 |
| Omega Ratio | 1.42 | 1.38 |
| Calmar Ratio | 2.04 | 0.97 |
| Martin Ratio | 15.76 | 12.59 |
| Ulcer Index | 1.92% | 1.91% |
| Daily Std Dev | 12.47% | 10.97% |
| Max Drawdown | -31.34% | -31.04% |
| Current Drawdown | -0.91% | -6.92% |
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NTSX vs. SWAN - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is lower than SWAN's 0.49% expense ratio.
Correlation
The correlation between NTSX and SWAN is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
NTSX vs. SWAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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
NTSX vs. SWAN - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.05%, less than SWAN's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.44% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% |
Drawdowns
NTSX vs. SWAN - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, roughly equal to the maximum SWAN drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for NTSX and SWAN. For additional features, visit the drawdowns tool.
Volatility
NTSX vs. SWAN - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 3.78% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 3.22%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than SWAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.