ISWN vs. MAIIX
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and iShares MSCI EAFE International Index Fund (MAIIX).
ISWN is a passively managed fund by Amplify that tracks the performance of the S-Network International BlackSwan. It was launched on Jan 25, 2021. MAIIX is managed by BlackRock. It was launched on Apr 9, 1997.
Performance
ISWN vs. MAIIX - Performance Comparison
Loading graphics...
ISWN vs. MAIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 0.94% | 23.23% | -3.96% | 8.19% | -24.93% | 0.44% |
MAIIX iShares MSCI EAFE International Index Fund | -1.86% | 31.62% | 3.65% | 18.35% | -14.15% | 8.73% |
Returns By Period
In the year-to-date period, ISWN achieves a 0.94% return, which is significantly higher than MAIIX's -1.86% return.
ISWN
- 1D
- 2.06%
- 1M
- -6.89%
- YTD
- 0.94%
- 6M
- 3.42%
- 1Y
- 15.90%
- 3Y*
- 6.58%
- 5Y*
- -0.01%
- 10Y*
- —
MAIIX
- 1D
- 0.37%
- 1M
- -10.85%
- YTD
- -1.86%
- 6M
- 2.38%
- 1Y
- 19.60%
- 3Y*
- 13.40%
- 5Y*
- 7.90%
- 10Y*
- 8.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISWN vs. MAIIX - Expense Ratio Comparison
ISWN has a 0.49% expense ratio, which is higher than MAIIX's 0.09% expense ratio.
Return for Risk
ISWN vs. MAIIX — Risk / Return Rank
ISWN
MAIIX
ISWN vs. MAIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and iShares MSCI EAFE International Index Fund (MAIIX). 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.
| ISWN | MAIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.09 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.53 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.54 | +0.07 |
Martin ratioReturn relative to average drawdown | 6.68 | 5.87 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ISWN | MAIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.09 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.50 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.29 | -0.34 |
Correlation
The correlation between ISWN and MAIIX is 0.78, 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
ISWN vs. MAIIX - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 2.91%, less than MAIIX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 2.91% | 2.89% | 3.27% | 2.91% | 2.00% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAIIX iShares MSCI EAFE International Index Fund | 3.78% | 3.71% | 3.38% | 3.16% | 2.76% | 3.00% | 1.94% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% |
Drawdowns
ISWN vs. MAIIX - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, smaller than the maximum MAIIX drawdown of -61.05%. Use the drawdown chart below to compare losses from any high point for ISWN and MAIIX.
Loading graphics...
Drawdown Indicators
| ISWN | MAIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.35% | -61.05% | +28.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -11.31% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.35% | -29.31% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -7.11% | -10.85% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -15.42% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.96% | -0.64% |
Volatility
ISWN vs. MAIIX - Volatility Comparison
The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 6.13%, while iShares MSCI EAFE International Index Fund (MAIIX) has a volatility of 7.08%. This indicates that ISWN experiences smaller price fluctuations and is considered to be less risky than MAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ISWN | MAIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 7.08% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 10.78% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 16.93% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 15.92% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.40% | 16.56% | -5.16% |