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SWAN vs. SPHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWAN vs. SPHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Invesco S&P 500 Quality ETF (SPHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWAN achieves a 3.83% return, which is significantly lower than SPHQ's 16.79% return.


SWAN

1D
0.11%
1M
0.70%
YTD
3.83%
6M
3.97%
1Y
15.52%
3Y*
12.40%
5Y*
3.05%
10Y*

SPHQ

1D
1.02%
1M
5.74%
YTD
16.79%
6M
15.77%
1Y
26.53%
3Y*
22.40%
5Y*
14.55%
10Y*
15.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWAN vs. SPHQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
3.83%13.93%13.44%12.07%-27.77%10.55%16.17%22.03%-2.27%
SPHQ
Invesco S&P 500 Quality ETF
16.79%13.25%25.44%24.83%-15.76%28.03%17.36%33.64%-9.16%

Correlation

The correlation between SWAN and SPHQ is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.70

The correlation between SWAN and SPHQ has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

SWAN vs. SPHQ — Risk / Return Rank

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

SWAN
SWAN Risk / Return Rank: 5050
Overall Rank
SWAN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SWAN Sortino Ratio Rank: 4949
Sortino Ratio Rank
SWAN Omega Ratio Rank: 4949
Omega Ratio Rank
SWAN Calmar Ratio Rank: 4747
Calmar Ratio Rank
SWAN Martin Ratio Rank: 5353
Martin Ratio Rank

SPHQ
SPHQ Risk / Return Rank: 6666
Overall Rank
SPHQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 6060
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7373
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. SPHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Invesco S&P 500 Quality ETF (SPHQ). 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.


SWANSPHQDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.09

2.75

-0.66

Martin ratioReturn relative to average drawdown

8.04

11.76

-3.72

SWAN vs. SPHQ - Sharpe Ratio Comparison

The current SWAN Sharpe Ratio is 1.50, which is comparable to the SPHQ Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SWAN and SPHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWAN vs. SPHQ - Drawdown Comparison

The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for SWAN and SPHQ.


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Drawdown Indicators


SWANSPHQDifference

Max Drawdown

Largest peak-to-trough decline

-31.04%

-57.83%

+26.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-8.90%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-12.07%

-16.57%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-31.04%

-25.04%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

Current Drawdown

Current decline from peak

-1.92%

0.00%

-1.92%

Average Drawdown

Average peak-to-trough decline

-8.85%

-10.69%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.09%

-0.26%

Volatility

SWAN vs. SPHQ - Volatility Comparison

The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 3.95%, while Invesco S&P 500 Quality ETF (SPHQ) has a volatility of 4.92%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWANSPHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.92%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

10.83%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

13.18%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

16.53%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.49%

17.90%

-5.41%

SWAN vs. SPHQ - Expense Ratio Comparison

SWAN has a 0.49% expense ratio, which is higher than SPHQ's 0.15% expense ratio.


Dividends

SWAN vs. SPHQ - Dividend Comparison

SWAN's dividend yield for the trailing twelve months is around 2.83%, more than SPHQ's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHQ
Invesco S&P 500 Quality ETF
1.03%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
2.83%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 SPHQ have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHQ has higher volatility (4.92%) compared to SWAN (3.95%). In terms of maximum drawdown, SWAN dropped -31.04% vs SPHQ's -57.83%.

On 5-year performance, SPHQ leads with 14.55% vs 3.05% for SWAN. On fees, SPHQ is cheaper at 0.15% per year. On volatility, SWAN has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPHQ has performed better with a 14.55% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHQ is cheaper with a 0.15% expense ratio, compared with 0.49% for SWAN.

SWAN has the higher dividend yield at 2.83%, compared with 1.03% for SPHQ.

SWAN is categorized as Diversified Portfolio, while SPHQ is S&P 500. SWAN tracks S-Network BlackSwan Core Index, while SPHQ tracks S&P 500 Quality Index. They also come from different issuers: Amplify and Invesco. Their fees differ too: 0.49% for SWAN and 0.15% for SPHQ.

SPHQ currently has the higher Sharpe Ratio (1.85 vs 1.50), 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.

Portfolio Optimizer

Find the right allocation for SWAN and SPHQ

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