SWAN vs. DDX
Compare and contrast key facts about Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Defined Duration 10 ETF (DDX).
SWAN and DDX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DDX is an actively managed fund by Discipline Funds. It was launched on Sep 21, 2021.
Performance
SWAN vs. DDX - Performance Comparison
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SWAN vs. DDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | -3.58% | 13.93% | 13.44% | 12.07% | -27.77% | 3.38% |
DDX Defined Duration 10 ETF | 0.74% | 12.02% | 2.93% | 10.48% | -16.19% | 1.34% |
Returns By Period
In the year-to-date period, SWAN achieves a -3.58% return, which is significantly lower than DDX's 0.74% return.
SWAN
- 1D
- 1.86%
- 1M
- -5.08%
- YTD
- -3.58%
- 6M
- -2.03%
- 1Y
- 11.49%
- 3Y*
- 9.86%
- 5Y*
- 2.53%
- 10Y*
- —
DDX
- 1D
- 1.02%
- 1M
- -3.21%
- YTD
- 0.74%
- 6M
- 2.79%
- 1Y
- 9.41%
- 3Y*
- 6.77%
- 5Y*
- —
- 10Y*
- —
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SWAN vs. DDX - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is higher than DDX's 0.25% expense ratio.
Return for Risk
SWAN vs. DDX — Risk / Return Rank
SWAN
DDX
SWAN vs. DDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Defined Duration 10 ETF (DDX). 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.
| SWAN | DDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.54 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.17 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.21 | -0.54 |
Martin ratioReturn relative to average drawdown | 6.45 | 8.58 | -2.13 |
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
| SWAN | DDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.54 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.26 | +0.23 |
Correlation
The correlation between SWAN and DDX is 0.86, 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
SWAN vs. DDX - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 3.04%, less than DDX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
DDX Defined Duration 10 ETF | 3.53% | 3.17% | 3.11% | 2.41% | 1.38% | 1.14% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWAN vs. DDX - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, which is greater than DDX's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for SWAN and DDX.
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Drawdown Indicators
| SWAN | DDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -21.27% | -9.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -4.41% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | — | — |
Current DrawdownCurrent decline from peak | -5.18% | -3.21% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -7.36% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.14% | +0.69% |
Volatility
SWAN vs. DDX - Volatility Comparison
Amplify BlackSwan Growth & Treasury Core ETF (SWAN) has a higher volatility of 4.11% compared to Defined Duration 10 ETF (DDX) at 2.75%. This indicates that SWAN's price experiences larger fluctuations and is considered to be riskier than DDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | DDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 2.75% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 3.84% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 6.13% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.27% | 7.50% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.50% | 7.50% | +5.00% |