SPYI/SPMO
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 70% |
SPYI NEOS S&P 500 High Income ETF | Derivative Income | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPYI/SPMO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Aug 30, 2022, corresponding to the inception date of SPYI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| SPYI/SPMO | -7.20% | -6.21% | -6.23% | 15.02% | N/A | N/A |
| Portfolio components: | ||||||
SPYI NEOS S&P 500 High Income ETF | -7.84% | -5.97% | -7.21% | 6.85% | N/A | N/A |
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.31% | -5.81% | 18.63% | 18.95% | N/A |
Monthly Returns
The table below presents the monthly returns of SPYI/SPMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.42% | -0.33% | -6.37% | -4.77% | -7.20% | ||||||||
| 2024 | 4.48% | 9.12% | 3.66% | -4.82% | 6.31% | 5.92% | -0.82% | 3.37% | 1.65% | 0.06% | 5.95% | -1.72% | 37.52% |
| 2023 | 0.92% | -3.40% | 2.19% | 2.70% | -3.47% | 5.34% | 1.89% | 1.45% | -2.03% | -1.78% | 8.27% | 5.29% | 17.98% |
| 2022 | -0.84% | -7.22% | 11.24% | 3.62% | -3.42% | 2.42% |
Expense Ratio
SPYI/SPMO has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPYI/SPMO is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPYI NEOS S&P 500 High Income ETF | 0.31 | 0.54 | 1.09 | 0.31 | 1.51 |
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
Dividends
Dividend yield
SPYI/SPMO provided a 4.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.48% | 3.95% | 4.74% | 2.40% | 0.37% | 0.89% | 0.97% | 0.74% | 0.54% | 1.36% | 0.25% |
| Portfolio components: | |||||||||||
SPYI NEOS S&P 500 High Income ETF | 13.57% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPYI/SPMO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SPYI/SPMO was 18.73%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current SPYI/SPMO drawdown is 13.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.73% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.16% | Jul 11, 2024 | 18 | Aug 5, 2024 | 34 | Sep 23, 2024 | 52 |
| -9.87% | Sep 13, 2022 | 14 | Sep 30, 2022 | 20 | Oct 28, 2022 | 34 |
| -8.36% | Dec 1, 2022 | 73 | Mar 17, 2023 | 72 | Jun 30, 2023 | 145 |
| -7.16% | Sep 15, 2023 | 31 | Oct 27, 2023 | 10 | Nov 10, 2023 | 41 |
Volatility
Volatility Chart
The current SPYI/SPMO volatility is 15.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPMO | SPYI | |
|---|---|---|
| SPMO | 1.00 | 0.78 |
| SPYI | 0.78 | 1.00 |