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SWAN vs IMOM

Comparison between Amplify BlackSwan Growth & Treasury Core ETF (SWAN, ETF) and ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF).

5-Year PerformanceIMOM has outperformed SWAN, delivering a return of +8.2% compared to +3.0%

SWAN vs IMOM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SWAN
$165M
Winner
IMOM
$166M
Expense Ratio
SWAN
0.49%
Winner
IMOM
0.38%
Max Drawdown
Winner
SWAN
37.03%
IMOM
47.07%
Sharpe Ratio
SWAN
1.12
Winner
IMOM
1.58
5Y Beta
Winner
SWAN
0.50
IMOM
0.86
5Y Dividends CAGR
SWAN
14.91%
Winner
IMOM
53.23%

SWAN vs IMOM - Holdings Comparison

SWAN and IMOM have 0 common holdings. Overlap is 0.00%

SWAN's top 25 holdings weight is 1.50%. IMOM's top 25 holdings weight is 51.80%.

RankSWANIMOM
#1
INVESCO SHRT-TRM INV GOV&AGCY INSTL (AGPXX) - 1.50%
TECHNOPROBE SPA (n/a) - 2.21%
#2N/A
VERBIO SE (n/a) - 2.19%
#3N/A
GLENCORE PLC (n/a) - 2.17%
#4N/A
CODAN LTD (n/a) - 2.15%
#5N/A
AURUBIS AG (n/a) - 2.15%
#6N/A
PLS GROUP LTD (n/a) - 2.12%
#7N/A
REPSOL SA (n/a) - 2.11%
#8N/A
BHP GROUP LTD (n/a) - 2.10%
#9N/A
MILLICOM INTERNATIONAL CELLULAR SA (TIGO) - 2.09%
#10N/A
ABB LTD (n/a) - 2.08%
#11N/A
WOODSIDE ENERGY GROUP LTD (n/a) - 2.07%
#12N/A
RIO TINTO LTD (n/a) - 2.07%
#13N/A
TOKYO ELECTRON LTD (n/a) - 2.06%
#14N/A
ENLIGHT RENEWABLE ENERGY LTD (n/a) - 2.06%
#15N/A
KEPPEL LTD (n/a) - 2.04%
#16N/A
ROHM CO LTD (n/a) - 2.03%
#17N/A
SOLARIA ENERGIA Y MEDIO AMBIENTE SA (n/a) - 2.03%
#18N/A
SCREEN HOLDINGS CO LTD (n/a) - 2.03%
#19N/A
VESTAS WIND SYSTEMS AS (n/a) - 2.02%
#20N/A
RWE AG CLASS A (n/a) - 2.02%
#21N/A
ZEGONA COMMUNICATIONS PLC (n/a) - 2.01%
#22N/A
ENEOS HOLDINGS INC (n/a) - 2.00%
#23N/A
ELBIT SYSTEMS LTD (n/a) - 2.00%
#24N/A
ANRITSU CORP (n/a) - 2.00%
#25N/A
ACCIONA SA (n/a) - 1.99%
Total Holdings155

SWAN vs IMOM - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SWAN
+0.13%
IMOM
-2.30%
3M
SWAN
+5.72%
Winner
IMOM
+8.10%
6M
SWAN
+3.97%
Winner
IMOM
+18.53%
1Y
SWAN
+14.63%
Winner
IMOM
+39.14%
5Y(CAGR)
SWAN
+3.05%
Winner
IMOM
+8.17%
10Y(CAGR)
SWAN
N/A
IMOM
+7.81%
Max(CAGR)
SWAN
+6.94%
Winner
IMOM
+7.82%

SWAN vs IMOM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearSWANIMOM
2026+3.94%+14.58%
2025+14.13%+46.80%
2024+14.38%+6.38%
2023+11.43%+9.92%
2022-26.97%-22.11%
2021+11.08%-2.16%
2020+15.13%+26.49%
2019+21.83%+18.49%
2018-2.23%-23.45%
2017N/A+33.06%
2016N/A-8.55%

SWAN vs IMOM Drawdown Comparison

The maximum drawdown for SWAN was -31.04%, occurring on Oct 27, 2023. Recovery took 957 trading sessions.

The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.

The current SWAN drawdown is -1.92%. The current IMOM drawdown is -3.90%.

RankSWANIMOM
#1-31.04%
Nov 9, 2021 - Sep 4, 2025
-45.70%
Jan 29, 2018 - Dec 1, 2020
#2-12.78%
Mar 18, 2020 - Jun 10, 2020
-39.27%
Sep 15, 2021 - Jun 24, 2025
#3-8.31%
Mar 6, 2020 - Mar 18, 2020
-16.48%
Jul 29, 2016 - Jun 2, 2017
#4-7.05%
Oct 28, 2025 - Apr 17, 2026
-16.22%
Feb 16, 2021 - Sep 7, 2021
#5-7.01%
Sep 2, 2020 - Dec 31, 2020
-15.61%
Feb 25, 2026 - May 6, 2026
#6-6.73%
Dec 3, 2018 - Feb 15, 2019
-14.05%
Jan 4, 2016 - Apr 4, 2016
#7-5.05%
Feb 11, 2021 - Apr 13, 2021
-9.10%
May 26, 2026 - Jun 10, 2026
#8-4.89%
Sep 2, 2021 - Nov 3, 2021
-5.71%
Jun 20, 2016 - Jul 1, 2016
#9-4.89%
Feb 20, 2020 - Mar 6, 2020
-5.57%
Jan 25, 2021 - Feb 9, 2021
#10-3.64%
Nov 7, 2018 - Dec 3, 2018
-4.92%
Jan 27, 2026 - Feb 9, 2026
#11-3.45%
Jun 2, 2026 - Jun 10, 2026
-4.74%
Nov 24, 2017 - Jan 3, 2018
#12-3.36%
May 7, 2021 - Jun 4, 2021
-4.30%
May 13, 2026 - May 26, 2026
#13-2.55%
Sep 6, 2019 - Oct 31, 2019
-4.17%
Nov 13, 2025 - Dec 10, 2025
#14-2.48%
May 14, 2026 - May 27, 2026
-4.15%
Jun 8, 2017 - Jul 19, 2017
#15-2.46%
Apr 30, 2019 - Jun 7, 2019
-3.92%
Oct 6, 2025 - Nov 10, 2025

Correlation

Correlation between SWAN and IMOM is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87
-101

Dividend Comparison (2016 - 2026)

SWAN vs IMOM dividend yield comparison.

YearSWANIMOM
20260.72%0.00%
20252.86%2.53%
20242.54%4.52%
20232.98%2.95%
20222.12%6.06%
20215.04%1.27%
20201.64%0.59%
20193.69%1.17%
20180.29%0.78%
20170.00%1.11%
20160.00%0.54%

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