SWAN vs. YYY
Compare and contrast key facts about Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Amplify CEF High Income ETF (YYY).
SWAN and YYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SWAN is a passively managed fund by Amplify that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018. YYY is a passively managed fund by Amplify that tracks the performance of the Nasdaq CEF High Income™ Index. It was launched on Jun 12, 2012. Both SWAN and YYY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SWAN vs. YYY - Performance Comparison
Loading graphics...
SWAN vs. YYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | -3.58% | 13.93% | 13.44% | 12.07% | -27.77% | 10.55% | 16.17% | 22.03% | -2.23% |
YYY Amplify CEF High Income ETF | -1.10% | 13.08% | 11.86% | 12.98% | -21.78% | 14.13% | -0.86% | 21.87% | -6.70% |
Returns By Period
In the year-to-date period, SWAN achieves a -3.58% return, which is significantly lower than YYY's -1.10% return.
SWAN
- 1D
- 1.86%
- 1M
- -5.08%
- YTD
- -3.58%
- 6M
- -2.03%
- 1Y
- 11.49%
- 3Y*
- 9.86%
- 5Y*
- 2.53%
- 10Y*
- —
YYY
- 1D
- 3.08%
- 1M
- -4.67%
- YTD
- -1.10%
- 6M
- -0.59%
- 1Y
- 9.50%
- 3Y*
- 11.08%
- 5Y*
- 3.17%
- 10Y*
- 5.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWAN vs. YYY - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is lower than YYY's 3.23% expense ratio.
Return for Risk
SWAN vs. YYY — Risk / Return Rank
SWAN
YYY
SWAN vs. YYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Amplify CEF High Income ETF (YYY). 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.
| SWAN | YYY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.73 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.01 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.88 | +0.80 |
Martin ratioReturn relative to average drawdown | 6.45 | 4.11 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWAN | YYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.73 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.28 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.08 |
Correlation
The correlation between SWAN and YYY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWAN vs. YYY - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 3.04%, less than YYY's 13.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.04% | 2.86% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% |
YYY Amplify CEF High Income ETF | 13.06% | 12.51% | 12.50% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.16% | 10.34% | 10.77% |
Drawdowns
SWAN vs. YYY - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SWAN and YYY.
Loading graphics...
Drawdown Indicators
| SWAN | YYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -42.52% | +11.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -10.70% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | -27.92% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.52% | — |
Current DrawdownCurrent decline from peak | -5.18% | -5.24% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -6.91% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.31% | -0.48% |
Volatility
SWAN vs. YYY - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 4.11%, while Amplify CEF High Income ETF (YYY) has a volatility of 5.29%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWAN | YYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.29% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 7.17% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 13.10% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.27% | 11.33% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.50% | 13.89% | -1.39% |