QSWN vs. GABF
Compare and contrast key facts about Amplify BlackSwan Tech & Treasury ETF (QSWN) and Gabelli Financial Services Opportunities ETF (GABF).
QSWN and GABF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSWN is a passively managed fund by Amplify that tracks the performance of the S-Network BlackSwan Tech & Treasury Index - Benchmark TR Gross. It was launched on Dec 8, 2021. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QSWN or GABF.
Key characteristics
| QSWN | GABF | |
|---|---|---|
| YTD Return | 11.95% | 28.06% |
| 1Y Return | 22.05% | 46.11% |
| Sharpe Ratio | 1.70 | 2.88 |
| Daily Std Dev | 13.04% | 16.05% |
| Max Drawdown | -32.51% | -17.14% |
| Current Drawdown | -6.22% | -0.59% |
Correlation
The correlation between QSWN and GABF is 0.48, 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
QSWN vs. GABF - Performance Comparison
In the year-to-date period, QSWN achieves a 11.95% return, which is significantly lower than GABF's 28.06% 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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QSWN vs. GABF - Expense Ratio Comparison
QSWN has a 0.49% expense ratio, which is higher than GABF's 0.10% expense ratio.
Risk-Adjusted Performance
QSWN vs. GABF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Tech & Treasury ETF (QSWN) and Gabelli Financial Services Opportunities ETF (GABF). 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
QSWN vs. GABF - Dividend Comparison
QSWN's dividend yield for the trailing twelve months is around 2.47%, less than GABF's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
QSWN Amplify BlackSwan Tech & Treasury ETF | 2.47% | 2.63% | 2.46% | 0.04% |
GABF Gabelli Financial Services Opportunities ETF | 3.86% | 4.95% | 1.31% | 0.00% |
Drawdowns
QSWN vs. GABF - Drawdown Comparison
The maximum QSWN drawdown since its inception was -32.51%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for QSWN and GABF. For additional features, visit the drawdowns tool.
Volatility
QSWN vs. GABF - Volatility Comparison
The current volatility for Amplify BlackSwan Tech & Treasury ETF (QSWN) is 3.73%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 4.41%. This indicates that QSWN experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.