Amplify BlackSwan ISWN ETF (ISWN)

Description

The investment seeks to track the performance of the S-Network International BlackSwan Index - Benchmark TR Gross. The ISWN ETF contains constituents. It is focused on holdings in the region.

Price $17.41 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.15%
Expense ratio0.49%
Average spread0.689%
1Y roundtrip cost1.179%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-3.9%-2.3%-3.8%-7.2%-0.2%-4.8%3.4%-5.5%-6.4%-2.9%-33.6%
2021-1.4%-0.6%2.6%2.9%-0.3%2.0%0.5%-3.4%1.8%-2.2%0.6%2.4%
-3.9%-3.7%-4.4%-4.6%2.7%-5.1%5.4%-5.0%-9.8%-1.1%-2.2%0.6%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.040.070.120.24
20210.010.020.030.130.19
0.000.000.050.000.000.090.000.000.150.000.000.13

Sectors and Top Holdings

Security % Assets
OPTIONS17.63%
United States Treasury Notes 0.125% 31-OCT-20222.83%
Short Term Investments Trust Government & Agency Portfolio Institutional0.02%
Top 3 Weights20.48%

Compare with similar ETFs

ISWN EFAV IDHQ IYLD OVF RBIN
Product nameAmplify BlackSwan ISWN ETFiShares MSCI EAFE Minimum Volatility ETFPowerShares S&P International Developed High Quality Portfolio ETFiShares Morningstar Multi-Asset Income ETFOverlay Shares Foreign Equity ETFNationwide Risk-Based International Equity ETF
IssuerAmplifyiSharesInvescoiSharesOverlay SharesNationwide
Price$17.4149$57.28$21.494$18.0642$18.948$24.1002
Expense Ratio0.49%better0.2%better0.29%worse0.6%worse0.95%better0.42%
Average Spread0.689%0.017%0.744%0.166%0.369%0.373%
AUM$29,511,000$6,110,210,000$77,317,000$175,023,000$6,076,620$111,400,000
Shares1,694,585106,672,7133,597,1459,688,926320,7004,622,378
Average Daily Volume8,0502,819,28035,41952,7252,047275
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2021-01-262011-10-182007-06-132012-04-052019-09-302017-09-15
Index TrackedS-Network International BlackSwan Index - Benchmark TR GrossMSCI EAFE Minimum Volatility IndexS&P Quality Developed Ex-U.S. LargeMidCap IndexMorningstar Multi-Asset High Income IndexNo Underlying IndexRothschild & Co Risk-Based International Index
CategoryDiversified PortfolioForeign Large Cap EquitiesForeign Large Cap EquitiesDiversified PortfolioForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityMulti-AssetEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlend
RegionEuropeEuropeAsia-PacificEurope
CountriesBroadEAFEBroadBroadBroadBroad
Annual Dividend Rate$0.374$1.743$0.864$0.932$1.162$0
Annual Dividend Yield0.021%0.030%0.040%0.052%0.061%0.000%
Number of Holdings259247548226
YTD Return-29.29%-24.12%-30.79%-22.18%-27.31%-12.45%
Beta0.380.591.07-0.300.420.49
Upside Beta-0.35-0.080.090.000.200.19
Downside Beta-0.48-0.27-0.310.04-0.650.06
Volatility 1Y10.79%14.52%20.92%10.59%15.89%13.41%
Sharpe Ratio 3Y0.00-0.67-0.22-0.87-0.63-0.20
Treynor Ratio 3Y0.00-0.010.000.03-0.020.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew