UPAR vs. SWAN
Compare and contrast key facts about UPAR Ultra Risk Parity ETF (UPAR) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN).
UPAR and SWAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPAR is a passively managed fund by RPAR that tracks the performance of the NONE. It was launched on Jan 3, 2022. SWAN is a passively managed fund by Amplify Investments that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018. Both UPAR and SWAN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPAR or SWAN.
Correlation
The correlation between UPAR and SWAN is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UPAR vs. SWAN - Performance Comparison
Key characteristics
UPAR:
0.65
SWAN:
1.31
UPAR:
0.97
SWAN:
1.87
UPAR:
1.12
SWAN:
1.23
UPAR:
0.31
SWAN:
0.72
UPAR:
1.70
SWAN:
5.89
UPAR:
5.54%
SWAN:
2.52%
UPAR:
14.58%
SWAN:
11.34%
UPAR:
-38.99%
SWAN:
-31.04%
UPAR:
-23.43%
SWAN:
-6.92%
Returns By Period
In the year-to-date period, UPAR achieves a 6.42% return, which is significantly higher than SWAN's 2.15% return.
UPAR
6.42%
3.85%
-3.57%
9.33%
N/A
N/A
SWAN
2.15%
0.06%
1.22%
13.19%
2.76%
N/A
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UPAR vs. SWAN - Expense Ratio Comparison
UPAR has a 0.65% expense ratio, which is higher than SWAN's 0.49% expense ratio.
Risk-Adjusted Performance
UPAR vs. SWAN — Risk-Adjusted Performance Rank
UPAR
SWAN
UPAR vs. SWAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UPAR Ultra Risk Parity ETF (UPAR) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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.
Dividends
UPAR vs. SWAN - Dividend Comparison
UPAR's dividend yield for the trailing twelve months is around 3.12%, more than SWAN's 2.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
UPAR UPAR Ultra Risk Parity ETF | 3.12% | 3.32% | 3.05% | 4.74% | 0.00% | 0.00% | 0.00% | 0.00% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.48% | 2.54% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% |
Drawdowns
UPAR vs. SWAN - Drawdown Comparison
The maximum UPAR drawdown since its inception was -38.99%, which is greater than SWAN's maximum drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for UPAR and SWAN. For additional features, visit the drawdowns tool.
Volatility
UPAR vs. SWAN - Volatility Comparison
UPAR Ultra Risk Parity ETF (UPAR) has a higher volatility of 3.79% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 2.81%. This indicates that UPAR's price experiences larger fluctuations and is considered to be riskier than SWAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.