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ETFs

Amplify BlackSwan Growth & Treasure Core ETF

SWAN
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Nov 6, 2018
Expense Ratio
0.49%
Type
US Diversified
Fund Owner
Amplify Investments
Volume (1m avg. daily)
$579,779
AUM
$195,905,856
Associated Index
S-Network BlackSwan Core Total Return Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

n/a
UNITED STATES TREAS NTS 3.125% 11/15/2028
9.06%
n/a
UNITED STATES TREAS NTS 2.375% 05/15/2029
9.05%
n/a
UNITED STATES TREAS NTS 1.75% 11/15/2029
9.02%
n/a
UNITED STATES TREAS NTS 0.625% 05/15/2030
9.02%
n/a
UNITED STATES TREAS NTS 0.875% 11/15/2030
8.97%
n/a
UNITED STATES TREAS NTS 1.625% 05/15/2031
8.94%
n/a
UNITED STATES TREAS NTS 1.375% 11/15/2031
8.91%
n/a
UNITED STATES TREAS NTS 2.875% 05/15/2032
8.87%
n/a
UNITED STATES TREAS NTS 4.125% 11/15/2032
8.84%
n/a
UNITED STATES TREAS NTS 3.375% 05/15/2033
8.81%
Invest with SWAN

What is SWAN?

SWAN seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of SWAN will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.

ETFs related toSWAN

ETFs correlated to SWAN include AOK, DIAL, XAUG

SWAN
Amplify ETF Trust - Amplify BlackSwan Growth & Treasury Core ETF
AOK
BlackRock Institutional Trust Company N.A. - iShares Core Conservative Allocation ETF
DIAL
Columbia ETF Trust I - Columbia Diversified Fixed Income Allocation ETF
XAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August
LGRO
Advisors Series Trust - Level Four Large Cap Growth Active ETF
GAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - August
RPAR
Tidal ETF Trust - RPAR Risk Parity ETF
SPBO
SPDR Series Trust - SPDR Portfolio Corporate Bond ETF
SUSC
iShares Trust - iShares Trust iShares ESG Aware USD Corporate Bond ETF
AOM
BlackRock Institutional Trust Company N.A. - iShares Core Moderate Allocation ETF
LQD
BlackRock Institutional Trust Company N.A. - iShares iBoxx USD Investment Grade Corporate Bond ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toSWAN

#SD

Smarter Dividends

Category

Composer's Picks, Investing for the Long-Term

Risk Rating

Moderate

#OPUS-12

Opus-12

Category

Opus, Investing for the Long-Term

Risk Rating

Moderate

Create your own algorithmic trading strategy with SWAN using Composer

News Related to SWAN

ETF Managers Group CEO Samuel Masucci Steps Down Amid SEC Probe And Alleged Conflicts Of Interest

Jul 18, 2023 • by Maureen Meehan
ETF Managers Group CEO Samuel Masucci Steps Down Amid SEC Probe And Alleged Conflicts Of Interest
Read

FAQ

SWAN is a US Diversified ETF. SWAN seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of SWAN will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.

SWAN tracks the S-Network BlackSwan Core Total Return Index.

No, SWAN is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, SWAN is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on SWAN is -0.0249%. This is the percent change in the value of SWAN over the most recent 1-month period. The 3-month return on SWAN is -0.0481%. This is the percent change in the value of SWAN over the most recent 3-month period.

The standard deviation of SWAN for the past year is 0.1183%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to SWAN include AOR, DRSK, and FPEI.

ETFs correlated to SWAN include AOK, DIAL, and XAUG.

ETFs that are inversely correlated to SWAN include SJB, TBX, and PST.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.