ISWN vs. VOO
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and Vanguard S&P 500 ETF (VOO).
ISWN and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ISWN and VOO 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
ISWN vs. VOO - Performance Comparison
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ISWN vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 25.47% |
Returns By Period
In the year-to-date period, ISWN achieves a 0.94% return, which is significantly higher than VOO's -4.42% return.
ISWN
- 1D
- 2.06%
- 1M
- -6.89%
- YTD
- 0.94%
- 6M
- 3.42%
- 1Y
- 15.90%
- 3Y*
- 6.58%
- 5Y*
- -0.01%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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ISWN vs. VOO - Expense Ratio Comparison
ISWN has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ISWN vs. VOO — Risk / Return Rank
ISWN
VOO
ISWN vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.98 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.50 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.53 | +0.07 |
Martin ratioReturn relative to average drawdown | 6.68 | 7.29 | -0.61 |
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
| ISWN | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.98 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.70 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.83 | -0.87 |
Correlation
The correlation between ISWN and VOO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ISWN vs. VOO - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 2.91%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ISWN vs. VOO - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ISWN and VOO.
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Drawdown Indicators
| ISWN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.35% | -33.99% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -11.98% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.35% | -24.52% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -7.11% | -6.29% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -3.72% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.52% | -0.20% |
Volatility
ISWN vs. VOO - Volatility Comparison
Amplify BlackSwan ISWN ETF (ISWN) has a higher volatility of 6.13% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that ISWN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISWN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 5.29% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 9.44% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 18.10% | -6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 16.82% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.40% | 17.99% | -6.59% |