- CUSIP
- 032108516
- Issuer
- Amplify
- Inception Date
- Oct 28, 2024
- Category
- Government Bonds, Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
TLTP Performance Chart
Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) is up 0.9% since the beginning of the year. TLTP is currently trading at $21 per share.
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Returns By Period
Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) has returned 0.90% so far this year and 5.64% over the past 12 months.
Amplify Bloomberg U.S. Treasury Target High Income ETF
- 1D
- -0.58%
- 1M
- 1.71%
- YTD
- 0.90%
- 6M
- 1.04%
- 1Y
- 5.64%
- 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%
TLTP Monthly Returns History
Based on dividend-adjusted daily data since Oct 29, 2024, TLTP's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, an investment would double in approximately 36.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Feb 2025 with a return of +4.5%, while the worst month was Dec 2024 at -5.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TLTP closed higher 53% of trading days. The best single day was Nov 25, 2024 with a return of +1.7%, while the worst single day was Apr 7, 2025 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.51% | 2.94% | -3.16% | -0.61% | 0.39% | 0.93% | 0.90% | ||||||
| 2025 | 0.32% | 4.51% | -0.52% | -1.63% | -2.88% | 2.92% | -0.62% | 0.19% | 2.87% | 1.42% | 0.45% | -1.51% | 5.39% |
| 2024 | 1.21% | 0.95% | -5.36% | -3.31% |
Benchmark Metrics
Amplify Bloomberg U.S. Treasury Target High Income ETF has an annualized alpha of 1.12%, beta of 0.06, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 29, 2024.
- This ETF participated in 16.38% of S&P 500 Index downside but only 10.35% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.06 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 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
- 1.12%
- Beta
- 0.06
- R²
- 0.01
- Upside Capture
- 10.35%
- Downside Capture
- 16.38%
Expense Ratio
TLTP has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TLTP ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) 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.
| TLTP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.78 | -1.80 |
| Martin ratioReturn relative to average drawdown | 2.56 | 12.44 | -9.88 |
Dividends
Dividend History
Amplify Bloomberg U.S. Treasury Target High Income ETF provided a 13.07% dividend yield over the last twelve months, with an annual payout of $2.75 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $2.75 | $2.76 | $0.49 |
Dividend yield | 13.07% | 12.53% | 2.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Amplify Bloomberg U.S. Treasury Target High 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 | $0.22 | $0.22 | $0.24 | $0.24 | $0.24 | $0.00 | $1.17 | ||||||
| 2025 | $0.24 | $0.24 | $0.24 | $0.23 | $0.22 | $0.23 | $0.22 | $0.22 | $0.23 | $0.23 | $0.23 | $0.22 | $2.76 |
| 2024 | $0.25 | $0.24 | $0.49 |
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 Bloomberg U.S. Treasury Target High 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 Amplify Bloomberg U.S. Treasury Target High Income ETF was 8.54%, occurring on May 21, 2025. Recovery took 98 trading sessions.
The current Amplify Bloomberg U.S. Treasury Target High Income ETF drawdown is 2.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -8.54%May 2025 | 5mo 13d | 4mo 22d | 10mo 5dDec 2024 - Oct 2025 |
2026 pullback2026 | -5.76%May 2026 | 2mo 21d | — | 3mo 26dFeb 2026 - now |
2025 pullback2025 | -3.24%Dec 2025 | 1mo 14d | 2mo 3d | 3mo 17dOct 2025 - Feb 2026 |
2024 pullback2024 | -2.59%Nov 2024 | 7d | 16d | 23dNov 2024 - Nov 2024 |
2024 pullback2024 | -1.24%Nov 2024 | 0s | 4d | 4dNov 2024 - Nov 2024 |
Drawdown Indicators
| TLTP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.54% | -56.78% | +48.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -9.10% | +3.34% |
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 | -2.52% | -1.80% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -10.71% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.03% | +0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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