SWAN vs. USSG
Compare and contrast key facts about Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG).
SWAN and USSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. Both SWAN and USSG 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: SWAN or USSG.
Performance
SWAN vs. USSG - Performance Comparison
Returns By Period
In the year-to-date period, SWAN achieves a 15.46% return, which is significantly lower than USSG's 25.77% return.
SWAN
15.46%
-1.07%
9.04%
23.48%
4.09%
N/A
USSG
25.77%
1.68%
11.49%
32.28%
16.15%
N/A
Key characteristics
| SWAN | USSG | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.52 |
| Sortino Ratio | 3.12 | 3.38 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 0.97 | 3.54 |
| Martin Ratio | 12.69 | 15.02 |
| Ulcer Index | 1.91% | 2.22% |
| Daily Std Dev | 10.97% | 13.28% |
| Max Drawdown | -31.04% | -34.10% |
| Current Drawdown | -7.24% | -1.55% |
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SWAN vs. USSG - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is higher than USSG's 0.10% expense ratio.
Correlation
The correlation between SWAN and USSG is 0.72, 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
SWAN vs. USSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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
SWAN vs. USSG - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 2.45%, more than USSG's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.45% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.18% | 1.60% | 1.52% | 1.14% | 1.42% | 1.21% | 0.00% |
Drawdowns
SWAN vs. USSG - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum USSG drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for SWAN and USSG. For additional features, visit the drawdowns tool.
Volatility
SWAN vs. USSG - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 3.34%, while Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a volatility of 4.37%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than USSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.