PortfoliosLab logoPortfoliosLab logo
SWAN vs. DSEEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWAN vs. DSEEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and DoubleLine Shiller Enhanced CAPE (DSEEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWAN vs. DSEEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
-3.58%13.93%13.44%12.07%-27.77%10.55%16.17%22.03%-2.23%
DSEEX
DoubleLine Shiller Enhanced CAPE
-7.19%9.49%12.84%27.03%-23.24%24.91%16.27%37.28%-8.58%

Returns By Period

In the year-to-date period, SWAN achieves a -3.58% return, which is significantly higher than DSEEX's -7.19% return.


SWAN

1D
1.86%
1M
-5.08%
YTD
-3.58%
6M
-2.03%
1Y
11.49%
3Y*
9.86%
5Y*
2.53%
10Y*

DSEEX

1D
0.55%
1M
-10.31%
YTD
-7.19%
6M
-7.49%
1Y
0.03%
3Y*
10.31%
5Y*
5.62%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWAN vs. DSEEX - Expense Ratio Comparison

SWAN has a 0.49% expense ratio, which is lower than DSEEX's 0.54% expense ratio.


Return for Risk

SWAN vs. DSEEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWAN
SWAN Risk / Return Rank: 6666
Overall Rank
SWAN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWAN Sortino Ratio Rank: 6969
Sortino Ratio Rank
SWAN Omega Ratio Rank: 5858
Omega Ratio Rank
SWAN Calmar Ratio Rank: 6969
Calmar Ratio Rank
SWAN Martin Ratio Rank: 6767
Martin Ratio Rank

DSEEX
DSEEX Risk / Return Rank: 66
Overall Rank
DSEEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DSEEX Sortino Ratio Rank: 77
Sortino Ratio Rank
DSEEX Omega Ratio Rank: 66
Omega Ratio Rank
DSEEX Calmar Ratio Rank: 66
Calmar Ratio Rank
DSEEX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWAN vs. DSEEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and DoubleLine Shiller Enhanced CAPE (DSEEX). 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.


SWANDSEEXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.07

+1.11

Sortino ratio

Return per unit of downside risk

1.70

0.21

+1.49

Omega ratio

Gain probability vs. loss probability

1.21

1.03

+0.18

Calmar ratio

Return relative to maximum drawdown

1.68

-0.05

+1.73

Martin ratio

Return relative to average drawdown

6.45

-0.18

+6.63

SWAN vs. DSEEX - Sharpe Ratio Comparison

The current SWAN Sharpe Ratio is 1.18, which is higher than the DSEEX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SWAN and DSEEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWANDSEEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.07

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.25

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.10

Correlation

The correlation between SWAN and DSEEX is 0.69, 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

SWAN vs. DSEEX - Dividend Comparison

SWAN's dividend yield for the trailing twelve months is around 3.04%, less than DSEEX's 4.86% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
DSEEX
DoubleLine Shiller Enhanced CAPE
4.86%4.93%4.92%4.59%16.41%28.54%1.73%7.57%15.27%9.09%4.09%4.43%

Drawdowns

SWAN vs. DSEEX - Drawdown Comparison

The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum DSEEX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for SWAN and DSEEX.


Loading graphics...

Drawdown Indicators


SWANDSEEXDifference

Max Drawdown

Largest peak-to-trough decline

-31.04%

-41.66%

+10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-10.96%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-31.04%

-41.66%

+10.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

Current Drawdown

Current decline from peak

-5.18%

-10.31%

+5.13%

Average Drawdown

Average peak-to-trough decline

-9.07%

-8.54%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.87%

-1.04%

Volatility

SWAN vs. DSEEX - Volatility Comparison

The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 4.11%, while DoubleLine Shiller Enhanced CAPE (DSEEX) has a volatility of 4.34%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than DSEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWANDSEEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.34%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

7.73%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

15.18%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.27%

22.82%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

21.68%

-9.18%