Come down and get nothing in exchange (5)
I believe the answer is:
swoop
'come down' is the definition.
(I know that swoop is a more specific form of the action come down)
'nothing in exchange' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'in' indicates putting letters inside.
'exchange' becomes 'swop' (swopping is a kind of exchanging).
'o' going within 'swop' is 'SWOOP'.
'and get' is the link.
(Other definitions for swoop that I've seen before include "Rush suddenly" , "Predator's dive" , "Pounce suddenly" , "Police raid" , "Move rapidly down" .)