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