- Issuer
- Swan
- Inception Date
- Feb 26, 2024
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Highlights
- Avg. Volume (1M)
- 1K
- Avg. Volume Value (1M)
- $64.06K
Share Price Chart
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Performance
SCLZ Performance Chart
Swan Enhanced Dividend Income ETF (SCLZ) is up 6.2% since the beginning of the year. SCLZ is currently trading at $55 per share.
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Returns By Period
Swan Enhanced Dividend Income ETF (SCLZ) has returned 6.21% so far this year and 13.85% over the past 12 months.
Swan Enhanced Dividend Income ETF
- 1D
- 0.55%
- 1M
- 0.16%
- 6M
- 5.64%
- YTD
- 6.21%
- 1Y
- 13.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.23%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SCLZ Monthly Returns History
Based on dividend-adjusted daily data since Feb 27, 2024, SCLZ's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +7.3%, while the worst month was Apr 2024 at -3.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SCLZ closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.54% | -1.12% | -2.99% | 7.28% | 3.03% | 0.14% | -0.50% | 6.21% | |||||
| 2025 | 2.73% | -0.10% | -2.96% | -0.77% | 2.20% | 1.93% | 1.29% | 1.28% | 2.32% | 1.91% | -0.18% | 1.08% | 11.12% |
| 2024 | 0.10% | 2.18% | -3.17% | 2.92% | 1.87% | 1.71% | 3.96% | 1.48% | -0.74% | 3.20% | -1.82% | 12.06% |
Benchmark Metrics
Swan Enhanced Dividend Income ETF has an annualized alpha of 0.52%, beta of 0.67, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since February 27, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.48%) than losses (59.57%) - typical of diversified or defensive assets.
- Beta of 0.67 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.52%
- Beta
- 0.67
- R²
- 0.86
- Upside Capture
- 61.48%
- Downside Capture
- 59.57%
Expense Ratio
SCLZ has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SCLZ ranks 56 for risk / return — above 56% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Swan Enhanced Dividend Income ETF (SCLZ) and compare them to S&P 500 Index.
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.
| SCLZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.00 | -0.11 |
| Martin ratioReturn relative to average drawdown | 8.62 | 8.49 | +0.13 |
Dividends
Dividend History
Swan Enhanced Dividend Income ETF provided a 8.17% dividend yield over the last twelve months, with an annual payout of $4.52 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $4.52 | $4.12 | $2.59 |
Dividend yield | 8.17% | 7.53% | 4.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Swan Enhanced Dividend Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.37 | $0.37 | $0.37 | $0.38 | $0.39 | $0.39 | $0.40 | $2.67 | |||||
| 2025 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $1.06 | $0.36 | $0.36 | $0.37 | $0.37 | $0.37 | $0.37 | $4.12 |
| 2024 | $0.79 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.88 | $2.59 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Swan Enhanced Dividend Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Swan Enhanced Dividend Income ETF was 12.58%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current Swan Enhanced Dividend Income ETF drawdown is 1.35%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.58%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 | 2025 selloff2025 |
-7.00%Mar 2026 | 1mo 25d | 15d | 2mo 10dFeb 2026 - Apr 2026 | — |
-4.59%Aug 2024 | 19d | 10d | 29dJul 2024 - Aug 2024 | — |
-4.22%Nov 2025 | 22d | 1mo 2d | 1mo 24dOct 2025 - Dec 2025 | — |
-4.22%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 | — |
Drawdown Indicators
| SCLZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.58% | -56.78% | +44.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -9.10% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.58% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -10.70% | +9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.14% | -0.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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