ETHO vs. SWAN
Compare and contrast key facts about Amplify Etho Climate Leadership U.S. ETF (ETHO) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
ETHO and SWAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETHO is a passively managed fund by Amplify that tracks the performance of the Etho Climate Leadership Index. It was launched on Nov 18, 2015. SWAN is a passively managed fund by Amplify that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018. Both ETHO 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.
Performance
ETHO vs. SWAN - Performance Comparison
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ETHO vs. SWAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ETHO Amplify Etho Climate Leadership U.S. ETF | 1.19% | 10.23% | 8.17% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | -3.58% | 13.93% | 11.96% |
Returns By Period
In the year-to-date period, ETHO achieves a 1.19% return, which is significantly higher than SWAN's -3.58% return.
ETHO
- 1D
- 3.33%
- 1M
- -4.63%
- YTD
- 1.19%
- 6M
- 4.63%
- 1Y
- 21.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SWAN
- 1D
- 1.86%
- 1M
- -5.08%
- YTD
- -3.58%
- 6M
- -2.03%
- 1Y
- 11.49%
- 3Y*
- 9.86%
- 5Y*
- 2.53%
- 10Y*
- —
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ETHO vs. SWAN - Expense Ratio Comparison
ETHO has a 0.45% expense ratio, which is lower than SWAN's 0.49% expense ratio.
Return for Risk
ETHO vs. SWAN — Risk / Return Rank
ETHO
SWAN
ETHO vs. SWAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) 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.
| ETHO | SWAN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.18 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.70 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.68 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.41 | 6.45 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETHO | SWAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.18 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.49 | -0.02 |
Correlation
The correlation between ETHO and SWAN is 0.73, 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.
Dividends
ETHO vs. SWAN - Dividend Comparison
ETHO's dividend yield for the trailing twelve months is around 0.85%, less than SWAN's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ETHO Amplify Etho Climate Leadership U.S. ETF | 0.85% | 0.86% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.04% | 2.86% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% |
Drawdowns
ETHO vs. SWAN - Drawdown Comparison
The maximum ETHO drawdown since its inception was -25.50%, smaller than the maximum SWAN drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for ETHO and SWAN.
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Drawdown Indicators
| ETHO | SWAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.50% | -31.04% | +5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -7.05% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.04% | — |
Current DrawdownCurrent decline from peak | -6.23% | -5.18% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -9.07% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.83% | +1.49% |
Volatility
ETHO vs. SWAN - Volatility Comparison
Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 7.65% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 4.11%. This indicates that ETHO'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.
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Volatility by Period
| ETHO | SWAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.11% | +3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 6.86% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.43% | 9.77% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 11.27% | +8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 12.50% | +7.11% |