SWAN vs. HACK
SWAN (Amplify BlackSwan Growth & Treasury Core ETF) and HACK (Amplify Cybersecurity ETF) are both exchange-traded funds - SWAN is a Diversified Portfolio fund tracking the S-Network BlackSwan Core Index, while HACK is a Technology Equities fund tracking the Nasdaq ISE Cyber Security Select Index. Both are passively managed. Over the past 5 years, SWAN returned 2.87%/yr vs 9.42%/yr for HACK. A 0.59 correlation means they provide meaningful diversification when combined. SWAN charges 0.49%/yr vs 0.60%/yr for HACK.
Performance
SWAN vs. HACK - Performance Comparison
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Returns By Period
In the year-to-date period, SWAN achieves a 3.29% return, which is significantly lower than HACK's 19.40% return.
SWAN
- 1D
- -0.65%
- 1M
- -0.50%
- YTD
- 3.29%
- 6M
- 2.73%
- 1Y
- 14.05%
- 3Y*
- 12.19%
- 5Y*
- 2.87%
- 10Y*
- —
HACK
- 1D
- 1.24%
- 1M
- 1.17%
- YTD
- 19.40%
- 6M
- 17.34%
- 1Y
- 14.12%
- 3Y*
- 25.16%
- 5Y*
- 9.42%
- 10Y*
- 15.64%
SWAN vs. HACK - 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% |
HACK Amplify Cybersecurity ETF | 19.40% | 7.97% | 23.49% | 37.44% | -28.16% | 7.03% | 41.51% | 23.39% | -6.74% |
Correlation
The correlation between SWAN and HACK is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.59 |
The correlation between SWAN and HACK has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
SWAN vs. HACK — Risk / Return Rank
SWAN
HACK
SWAN vs. HACK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Amplify Cybersecurity ETF (HACK). 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 | HACK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.69 | +1.32 |
| Martin ratioReturn relative to average drawdown | 7.65 | 1.61 | +6.04 |
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Drawdowns
SWAN vs. HACK - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum HACK drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for SWAN and HACK.
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Drawdown Indicators
| SWAN | HACK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -42.68% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -20.67% | +13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -12.07% | -21.90% | +9.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | -38.68% | +7.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.68% | — |
Current DrawdownCurrent decline from peak | -2.43% | -8.93% | +6.50% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -11.62% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 8.80% | -6.96% |
Volatility
SWAN vs. HACK - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 3.97%, while Amplify Cybersecurity ETF (HACK) has a volatility of 11.83%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | HACK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 11.83% | -7.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 21.94% | -13.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 26.06% | -16.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 24.30% | -12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.49% | 23.25% | -10.76% |
SWAN vs. HACK - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is lower than HACK's 0.60% expense ratio.
Dividends
SWAN vs. HACK - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 2.84%, more than HACK's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HACK Amplify Cybersecurity ETF | 0.06% | 0.07% | 0.14% | 0.20% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% |
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% |
Frequently Asked Questions
SWAN and HACK have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HACK has higher volatility (11.83%) compared to SWAN (3.97%). In terms of maximum drawdown, SWAN dropped -31.04% vs HACK's -42.68%.
On 5-year performance, HACK leads with 9.42% 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, HACK has performed better with a 9.42% 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 0.60% for HACK.
SWAN has the higher dividend yield at 2.84%, compared with 0.06% for HACK.
SWAN is categorized as Diversified Portfolio, while HACK is Technology Equities. SWAN tracks S-Network BlackSwan Core Index, while HACK tracks Nasdaq ISE Cyber Security Select Index. Their fees differ too: 0.49% for SWAN and 0.60% for HACK.
SWAN currently has the higher Sharpe Ratio (1.42 vs 0.55), 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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