SWAN vs. EAOA
SWAN (Amplify BlackSwan Growth & Treasury Core ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds - SWAN tracks the S-Network BlackSwan Core Index while EAOA tracks the BlackRock ESG Aware Aggressive Allocation Index. Both are passively managed. Over the past 5 years, SWAN returned 2.02%/yr vs 8.17%/yr for EAOA. Their 0.80 correlation means they have sometimes moved together and sometimes differently. SWAN charges 0.49%/yr vs 0.18%/yr for EAOA.
Performance
SWAN vs. EAOA - Performance Comparison
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Returns By Period
In the year-to-date period, SWAN achieves a 2.62% return, which is significantly lower than EAOA's 9.37% return.
SWAN
- 1D
- 0.01%
- 1M
- -1.30%
- 6M
- 2.43%
- YTD
- 2.62%
- 1Y
- 9.98%
- 3Y*
- 11.32%
- 5Y*
- 2.02%
- 10Y*
- —
- ALL TIME*
- 6.65%
EAOA
- 1D
- 0.37%
- 1M
- -0.07%
- 6M
- 6.89%
- YTD
- 9.37%
- 1Y
- 19.83%
- 3Y*
- 15.23%
- 5Y*
- 8.17%
- 10Y*
- —
- ALL TIME*
- 11.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.58K | $40.91K | $70.98K | |
| $317.13K | $268.94K | $360.70K |
SWAN vs. EAOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.62% | 13.93% | 13.44% | 12.07% | -27.77% | 10.55% | 8.65% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.37% | 18.41% | 13.79% | 18.27% | -17.76% | 14.52% | 19.79% |
Correlation
The correlation between SWAN and EAOA is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.80 |
The correlation between SWAN and EAOA shifts across timeframes, from 0.80 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SWAN vs. EAOA — Risk / Return Rank
SWAN
EAOA
SWAN vs. EAOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWAN | EAOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.30 | -0.89 |
| Martin ratioReturn relative to average drawdown | 5.00 | 9.67 | -4.67 |
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Drawdowns
SWAN vs. EAOA - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, which is greater than EAOA's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for SWAN and EAOA.
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Drawdown Indicators
| SWAN | EAOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -25.06% | -5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -8.17% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -10.19% | -13.84% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | -25.06% | -5.98% |
Current DrawdownCurrent decline from peak | -3.06% | -1.22% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -5.21% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.94% | +0.04% |
Volatility
SWAN vs. EAOA - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 2.85%, while iShares ESG Aware Aggressive Allocation ETF (EAOA) has a volatility of 3.36%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | EAOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.36% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 9.76% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 11.73% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 13.39% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 13.16% | -0.71% |
SWAN vs. EAOA - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is higher than EAOA's 0.18% expense ratio.
Dividends
SWAN vs. EAOA - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 3.25%, more than EAOA's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.99% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% | 0.00% | 0.00% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.25% | 2.86% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% |
Frequently Asked Questions
With a correlation of 0.90, SWAN and EAOA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EAOA has higher volatility (3.36%) compared to SWAN (2.85%). In terms of maximum drawdown, SWAN dropped -31.04% vs EAOA's -25.06%.
On 5-year performance, EAOA leads with 8.17% vs 2.02% for SWAN. On fees, EAOA is cheaper at 0.18% per year. On volatility, SWAN has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOA has performed better with a 8.17% return vs 2.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 0.49% for SWAN.
SWAN has the higher dividend yield at 3.25%, compared with 1.99% for EAOA.
SWAN tracks S-Network BlackSwan Core Index, while EAOA tracks BlackRock ESG Aware Aggressive Allocation Index. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.49% for SWAN and 0.18% for EAOA.
EAOA currently has the higher Sharpe Ratio (1.60 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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