- ISIN
- US82939N5403
- CUSIP
- 032108433
- Issuer
- Amplify
- Inception Date
- Aug 18, 2025
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $50M
Share Price Chart
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Performance
SLJY Performance Chart
Amplify SILJ Covered Call ETF (SLJY) is down 0.6% since the beginning of the year. SLJY is currently trading at $30 per share.
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Returns By Period
Amplify SILJ Covered Call ETF
- 1D
- -1.17%
- 1M
- -6.71%
- YTD
- -0.62%
- 6M
- -2.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SLJY Monthly Returns History
Based on dividend-adjusted daily data since Aug 19, 2025, SLJY's average daily return is +0.21%, while the average monthly return is +3.93%. At this rate, an investment would double in approximately 1.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Feb 2026 with a return of +22.8%, while the worst month was Mar 2026 at -21.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.
On a daily basis, SLJY closed higher 55% of trading days. The best single day was Mar 31, 2026 with a return of +7.8%, while the worst single day was Jan 30, 2026 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.95% | 22.80% | -21.18% | -2.87% | 6.46% | -11.30% | -0.62% | ||||||
| 2025 | 10.18% | 9.99% | -4.42% | 14.05% | 7.57% | 42.11% |
Benchmark Metrics
Amplify SILJ Covered Call ETF has an annualized alpha of 23.34%, beta of 1.80, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since August 19, 2025.
- This ETF captured 229.95% of S&P 500 Index gains and 104.37% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 23.34%
- Beta
- 1.80
- R²
- 0.22
- Upside Capture
- 229.95%
- Downside Capture
- 104.37%
Expense Ratio
SLJY has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) 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.
| SLJY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Amplify SILJ Covered Call ETF provided a 18.12% dividend yield over the last twelve months, with an annual payout of $5.36 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $5.36 | $2.05 |
Dividend yield | 18.12% | 6.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Amplify SILJ Covered Call 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 | $0.65 | $0.70 | $0.65 | $0.63 | $0.70 | $0.00 | $3.32 | ||||||
| 2025 | $0.48 | $0.47 | $0.57 | $0.52 | $2.05 |
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 Amplify SILJ Covered Call 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 Amplify SILJ Covered Call ETF was 32.40%, occurring on Jun 10, 2026. The portfolio has not yet recovered.
The current Amplify SILJ Covered Call ETF drawdown is 27.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -32.40%Jun 2026 | 3mo 10d | — | 3mo 23dMar 2026 - now |
2026 bear market2026 | -20.12%Feb 2026 | 7d | 22d | 29dJan 2026 - Feb 2026 |
2025 correction2025 | -17.91%Nov 2025 | 18d | 1mo 5d | 1mo 23dOct 2025 - Dec 2025 |
2026 pullback2026 | -5.61%Jan 2026 | 4d | 4d | 8dDec 2025 - Jan 2026 |
2025 pullback2025 | -3.90%Sep 2025 | 2d | 4d | 6dSep 2025 - Sep 2025 |
Drawdown Indicators
| SLJY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.40% | -56.78% | +24.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
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 | -27.71% | -1.80% | -25.91% |
Average DrawdownAverage peak-to-trough decline | -10.55% | -10.71% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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