USSG vs. SWAN
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
USSG and SWAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both USSG and SWAN 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: USSG or SWAN.
Key characteristics
| USSG | SWAN | |
|---|---|---|
| YTD Return | 20.69% | 12.64% |
| 1Y Return | 33.33% | 24.85% |
| 3Y Return (Ann) | 7.71% | -3.27% |
| 5Y Return (Ann) | 15.51% | 3.77% |
| Sharpe Ratio | 2.65 | 2.29 |
| Sortino Ratio | 3.53 | 3.26 |
| Omega Ratio | 1.50 | 1.41 |
| Calmar Ratio | 3.68 | 0.92 |
| Martin Ratio | 15.72 | 13.91 |
| Ulcer Index | 2.21% | 1.89% |
| Daily Std Dev | 13.09% | 11.44% |
| Max Drawdown | -34.10% | -31.04% |
| Current Drawdown | -2.43% | -9.51% |
Correlation
The correlation between USSG and SWAN is 0.71, 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.
Performance
USSG vs. SWAN - Performance Comparison
In the year-to-date period, USSG achieves a 20.69% return, which is significantly higher than SWAN's 12.64% 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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USSG vs. SWAN - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than SWAN's 0.49% expense ratio.
Risk-Adjusted Performance
USSG vs. SWAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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
USSG vs. SWAN - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.23%, less than SWAN's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.23% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.52% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% |
Drawdowns
USSG vs. SWAN - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, which is greater than SWAN's maximum drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for USSG and SWAN. For additional features, visit the drawdowns tool.
Volatility
USSG vs. SWAN - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a higher volatility of 3.14% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 2.75%. This indicates that USSG'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.