SWAN vs. USD=X
SWAN (Amplify BlackSwan Growth & Treasury Core ETF) is Diversified Portfolio fund tracking the S-Network BlackSwan Core Index, while USD=X (USD Cash) is a currency. Over the past 5 years, SWAN returned 3.05%/yr vs 0.00%/yr for USD=X.
Performance
SWAN vs. USD=X - Performance Comparison
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Returns By Period
SWAN
- 1D
- 0.11%
- 1M
- 0.70%
- YTD
- 3.83%
- 6M
- 3.97%
- 1Y
- 15.52%
- 3Y*
- 12.40%
- 5Y*
- 3.05%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
SWAN vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
SWAN vs. USD=X — Risk / Return Rank
SWAN
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SWAN vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | — | — |
| Martin ratioReturn relative to average drawdown | 8.04 | — | — |
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Drawdowns
SWAN vs. USD=X - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWAN and USD=X.
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Drawdown Indicators
| SWAN | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | 0.00% | -31.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | 0.00% | -7.05% |
Max Drawdown (3Y)Largest decline over 3 years | -12.07% | 0.00% | -12.07% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | 0.00% | -31.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -1.92% | 0.00% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -8.85% | 0.00% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 0.00% | +1.83% |
Volatility
SWAN vs. USD=X - Volatility Comparison
Amplify BlackSwan Growth & Treasury Core ETF (SWAN) has a higher volatility of 3.95% compared to USD Cash (USD=X) at 0.00%. This indicates that SWAN's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWAN | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 0.00% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 0.00% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.78% | 0.00% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 0.00% | +11.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.49% | 0.00% | +12.49% |
Frequently Asked Questions
SWAN has higher volatility (3.95%) compared to USD=X (0.00%). In terms of maximum drawdown, SWAN dropped -31.04% vs USD=X's 0.00%.
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