Español 
Deutsch 
Français 
MSCI World Index (MSC)
NASDAQ Composite (NASDAQ)
FTSE China A50 Index (FGI)
STOXX Europe 600 (SIX)
Nikkei 300 (OSA)
NIFTY 50 (NSE)
DAX Performance Index (XETRA)
FTSE 100 (FGI)
CAC 40 (EURONEXT)
Amplify BlackSwan Growth & Treasury Core ETF (SWAN)
About this ETF
The Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is structured to replicate the investment outcomes of the S-Network BlackSwan Core Index. This underlying index pursues a dual objective: capturing the full upside potential of the S&P 500, concurrently mitigating the risk of significant market declines. To achieve this, the ETF primarily allocates approximately 90% of its assets to U.S. Treasury securities, with the remaining 10% invested in in-the-money call options on the SPY ETF.
Price
Top 10 holdings
| United States Treasury Note/Bond 4% 11/15/2035 91282CPJ4 | 8.70% |
| United States Treasury Note/Bond 4.375% 05/15/2036 91282CQQ7 | 8.70% |
| United States Treasury Note/Bond 1.375% 11/15/2031 91282CDJ7 | 8.69% |
| United States Treasury Note/Bond 2.875% 05/15/2032 91282CEP2 | 8.68% |
| United States Treasury Note/Bond 3.375% 05/15/2033 91282CHC8 | 8.67% |
| United States Treasury Note/Bond 4.125% 11/15/2032 91282CFV8 | 8.66% |
| United States Treasury Note/Bond 4.25% 05/15/2035 91282CNC1 | 8.66% |
| United States Treasury Note/Bond 4.375% 05/15/2034 91282CKQ3 | 8.65% |
| United States Treasury Note/Bond 4.5% 11/15/2033 91282CJJ1 | 8.65% |
| United States Treasury Note/Bond 4.25% 11/15/2034 91282CLW9 | 8.65% |
Sector mix
Price chart
Returns
| 1 month | +0.39% |
| 3 months | +4.06% |
| 6 months | +1.19% |
| Year to date | +1.79% |
| 1 year | +7.97% |
| 3 years (ann.) | +9.42% |
| 5 years (ann.) | -0.93% |
| 10 years (ann.) | — |
Risk profile
| Volatility (1y, ann.) | 9.98% |
| Sharpe (1y) | 0.82 |
| Sharpe (3y) | 0.86 |
| Sortino (1y) | 1.26 |
| Max drawdown (1y) | -8.30% |
| Max drawdown (5y) | -37.02% |
| Max drawdown (full) | -37.02% |
| Beta vs S&P 500 (1y) | 0.71 |
| Correlation vs S&P 500 (1y) | 0.89 |
Technical outlook as of 2026-07-13
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Cost vs. peers
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2026-06-29 | 2026-06-30 | USD 0.3544 |
| 2026-03-30 | 2026-03-31 | USD 0.2403 |
| 2025-12-30 | 2025-12-31 | USD 0.2352 |
| 2025-09-29 | 2025-09-30 | USD 0.2331 |
| 2025-06-27 | 2025-06-30 | USD 0.2372 |
| 2025-03-28 | 2025-03-31 | USD 0.2231 |
| 2024-12-30 | 2024-12-31 | USD 0.2153 |
| 2024-09-27 | 2024-09-30 | USD 0.1464 |
| 2024-06-27 | 2024-06-28 | USD 0.1935 |
| 2024-03-26 | 2024-03-28 | USD 0.1913 |
| 2023-12-27 | 2023-12-29 | USD 0.2084 |
| 2023-09-27 | 2023-09-29 | USD 0.1894 |
| 2023-06-28 | 2023-06-30 | USD 0.1949 |
| 2023-03-29 | 2023-03-31 | USD 0.1983 |
| 2022-12-28 | 2022-12-30 | USD 0.1840 |
| 2022-09-28 | 2022-09-30 | USD 0.1770 |
| 2022-06-28 | 2022-06-30 | USD 0.0960 |
| 2022-03-29 | 2022-03-31 | USD 0.0600 |
| 2021-12-29 | 2021-12-31 | USD 1.6750 |
| 2021-09-28 | 2021-09-30 | USD 0.0390 |
| 2021-06-28 | 2021-06-30 | USD 0.0190 |
| 2021-03-29 | 2021-03-31 | USD 0.0070 |
| 2020-12-29 | 2020-12-31 | USD 0.4290 |
| 2020-09-28 | 2020-09-30 | USD 0.0070 |
| 2020-06-26 | 2020-06-30 | USD 0.0290 |
| 2020-03-27 | 2020-03-31 | USD 0.0742 |
| 2019-12-30 | 2020-01-02 | USD 0.7520 |
| 2019-09-27 | 2019-10-01 | USD 0.0780 |
| 2019-06-27 | 2019-07-01 | USD 0.1090 |
| 2019-03-28 | 2019-04-01 | USD 0.1210 |
| 2018-12-28 | 2019-01-02 | USD 0.0710 |
ESG profile
No ESG estimate available: none of the scored universe overlaps this portfolio (typical for bond, commodity or synthetic funds).
Scored coverage: 0.0% of the portfolio by weight.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +19.93% | 1.48 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.07% | +19.68% | 1.49 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.09% | +19.68% | 1.49 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +19.71% | 1.49 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +37.54% | 2.26 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +11.84% | 1.13 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.61% | +20.58% | 1.21 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.43% | +28.14% | 1.43 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +16.85% | 0.99 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.60% | +21.64% | 1.23 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| State Street SPDR Portfolio S&P 500 ETF SPYM | 0.02% | 159.32B | 0.0% |
| Vanguard Mid-Cap ETF VO | 0.03% | 218.80B | 0.0% |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 0.0% |
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 0.0% |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 0.0% |
