SWAN vs. IDVO
SWAN (Amplify BlackSwan Growth & Treasury Core ETF) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - SWAN is a Diversified Portfolio fund tracking the S-Network BlackSwan Core Index, while IDVO is a Derivative Income fund actively managed by Amplify. SWAN is passively managed, while IDVO is actively managed. Over the past 3 years, SWAN returned 12.19%/yr vs 21.99%/yr for IDVO. A 0.59 correlation means they provide meaningful diversification when combined. SWAN charges 0.49%/yr vs 0.65%/yr for IDVO.
Performance
SWAN vs. IDVO - 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 IDVO's 11.71% return.
SWAN
- 1D
- -0.65%
- 1M
- -0.50%
- YTD
- 3.29%
- 6M
- 2.73%
- 1Y
- 14.05%
- 3Y*
- 12.19%
- 5Y*
- 2.87%
- 10Y*
- —
IDVO
- 1D
- -1.65%
- 1M
- -1.08%
- YTD
- 11.71%
- 6M
- 10.97%
- 1Y
- 32.71%
- 3Y*
- 21.99%
- 5Y*
- —
- 10Y*
- —
SWAN vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.29% | 13.93% | 13.44% | 12.07% | -7.11% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 11.71% | 36.46% | 10.16% | 17.53% | 6.42% |
Correlation
The correlation between SWAN and IDVO is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.59 |
The correlation between SWAN and IDVO has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
SWAN vs. IDVO — Risk / Return Rank
SWAN
IDVO
SWAN vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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 | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.17 | -1.17 |
| Martin ratioReturn relative to average drawdown | 7.65 | 12.03 | -4.38 |
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Drawdowns
SWAN vs. IDVO - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for SWAN and IDVO.
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Drawdown Indicators
| SWAN | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -15.46% | -15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -10.37% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.07% | -15.46% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | — | — |
Current DrawdownCurrent decline from peak | -2.43% | -3.34% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -2.30% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.73% | -0.89% |
Volatility
SWAN vs. IDVO - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 3.97%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.04%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 6.04% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 13.94% | -5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 16.37% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 16.49% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.49% | 16.49% | -4.00% |
SWAN vs. IDVO - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is lower than IDVO's 0.65% expense ratio.
Dividends
SWAN vs. IDVO - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 2.84%, less than IDVO's 5.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.60% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SWAN and IDVO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDVO has higher volatility (6.04%) compared to SWAN (3.97%). In terms of maximum drawdown, SWAN dropped -31.04% vs IDVO's -15.46%.
On 3-year performance, IDVO leads with 21.99% vs 12.19% 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 3-year period, IDVO has performed better with a 21.99% return vs 12.19%. 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 0.65% for IDVO.
IDVO has the higher dividend yield at 5.60%, compared with 2.84% for SWAN.
SWAN is categorized as Diversified Portfolio, while IDVO is Derivative Income. Their fees differ too: 0.49% for SWAN and 0.65% for IDVO.
IDVO currently has the higher Sharpe Ratio (2.01 vs 1.42), 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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