SWAN vs. FTRI
SWAN (Amplify BlackSwan Growth & Treasury Core ETF) and FTRI (First Trust Indxx Global Natural Resources Income ETF) are both exchange-traded funds - SWAN is a Diversified Portfolio fund tracking the S-Network BlackSwan Core Index, while FTRI is a Natural Resources fund tracking the Indxx Global Natural Resources Income Index. Both are passively managed. Over the past 5 years, SWAN returned 2.87%/yr vs 7.56%/yr for FTRI. At a 0.37 correlation, their price movements are largely independent. SWAN charges 0.49%/yr vs 0.70%/yr for FTRI.
Performance
SWAN vs. FTRI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SWAN having a 3.29% return and FTRI slightly higher at 3.36%.
SWAN
- 1D
- -0.65%
- 1M
- -0.50%
- YTD
- 3.29%
- 6M
- 2.73%
- 1Y
- 14.05%
- 3Y*
- 12.19%
- 5Y*
- 2.87%
- 10Y*
- —
FTRI
- 1D
- -1.95%
- 1M
- -5.47%
- YTD
- 3.36%
- 6M
- 2.05%
- 1Y
- 14.91%
- 3Y*
- 12.98%
- 5Y*
- 7.56%
- 10Y*
- 9.97%
SWAN vs. FTRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.29% | 13.93% | 13.44% | 12.07% | -27.77% | 10.55% | 16.17% | 22.03% | -2.27% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 3.36% | 33.62% | -3.93% | 1.53% | 7.49% | 25.29% | -0.79% | 21.97% | -9.43% |
Correlation
The correlation between SWAN and FTRI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.37 |
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Return for Risk
SWAN vs. FTRI — Risk / Return Rank
SWAN
FTRI
SWAN vs. FTRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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 | FTRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.98 | +1.02 |
| Martin ratioReturn relative to average drawdown | 7.65 | 3.00 | +4.64 |
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Drawdowns
SWAN vs. FTRI - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum FTRI drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for SWAN and FTRI.
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Drawdown Indicators
| SWAN | FTRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -43.82% | +12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -15.26% | +8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.07% | -15.26% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | -27.51% | -3.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.82% | — |
Current DrawdownCurrent decline from peak | -2.43% | -15.26% | +12.83% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -8.48% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 4.98% | -3.14% |
Volatility
SWAN vs. FTRI - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 3.97%, while First Trust Indxx Global Natural Resources Income ETF (FTRI) has a volatility of 6.05%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than FTRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | FTRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 6.05% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 14.92% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 18.08% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 20.77% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.49% | 21.94% | -9.45% |
SWAN vs. FTRI - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is lower than FTRI's 0.70% expense ratio.
Dividends
SWAN vs. FTRI - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 2.84%, more than FTRI's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRI First Trust Indxx Global Natural Resources Income ETF | 2.51% | 2.35% | 4.29% | 6.56% | 8.37% | 6.58% | 3.64% | 6.25% | 4.24% | 3.60% | 2.96% | 0.89% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.84% | 2.86% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SWAN and FTRI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTRI has higher volatility (6.05%) compared to SWAN (3.97%). In terms of maximum drawdown, SWAN dropped -31.04% vs FTRI's -43.82%.
On 5-year performance, FTRI leads with 7.56% vs 2.87% for SWAN. On fees, SWAN is cheaper at 0.49% per year. On volatility, SWAN has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FTRI has performed better with a 7.56% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SWAN is cheaper with a 0.49% expense ratio, compared with 0.70% for FTRI.
SWAN has the higher dividend yield at 2.84%, compared with 2.51% for FTRI.
SWAN is categorized as Diversified Portfolio, while FTRI is Natural Resources. SWAN tracks S-Network BlackSwan Core Index, while FTRI tracks Indxx Global Natural Resources Income Index. They also come from different issuers: Amplify and First Trust. Their fees differ too: 0.49% for SWAN and 0.70% for FTRI.
SWAN currently has the higher Sharpe Ratio (1.42 vs 0.83), 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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