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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gotham Enhanced 500 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Gotham Enhanced 500 ETF (GSPY) has returned -3.92% so far this year and 18.09% over the past 12 months.
Gotham Enhanced 500 ETF
- 1D
- 2.62%
- 1M
- -5.00%
- YTD
- -3.92%
- 6M
- -0.83%
- 1Y
- 18.09%
- 3Y*
- 18.14%
- 5Y*
- 11.69%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 29, 2020, GSPY's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jul 2022 with a return of +8.5%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GSPY closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.72% | -0.58% | -5.00% | -3.92% | |||||||||
| 2025 | 3.04% | -1.11% | -5.56% | -1.36% | 5.99% | 5.55% | 1.82% | 2.59% | 3.30% | 2.26% | 0.23% | 0.71% | 18.28% |
| 2024 | 1.93% | 4.39% | 3.72% | -4.10% | 4.37% | 3.22% | 1.43% | 2.32% | 2.32% | -0.84% | 5.73% | -2.65% | 23.58% |
| 2023 | 6.30% | -2.73% | 3.79% | 1.48% | 0.45% | 6.46% | 3.24% | -1.22% | -4.58% | -1.79% | 8.40% | 4.45% | 26.01% |
| 2022 | -4.47% | -3.06% | 4.14% | -8.30% | 0.27% | -8.27% | 8.53% | -3.59% | -9.33% | 7.99% | 5.83% | -5.96% | -17.07% |
| 2021 | -0.66% | 2.20% | 5.07% | 5.24% | 0.83% | 1.99% | 2.08% | 2.75% | -4.73% | 6.40% | -1.11% | 5.07% | 27.53% |
Benchmark Metrics
Gotham Enhanced 500 ETF has an annualized alpha of 1.72%, beta of 0.97, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since December 30, 2020.
- This ETF captured 102.15% of S&P 500 Index gains but only 95.70% of its losses — a favorable profile for investors.
- With beta of 0.97 and R² of 0.98, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.72%
- Beta
- 0.97
- R²
- 0.98
- Upside Capture
- 102.15%
- Downside Capture
- 95.70%
Expense Ratio
GSPY has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSPY ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gotham Enhanced 500 ETF (GSPY) and compare them to a chosen benchmark (S&P 500 Index).
| GSPY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.90 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.39 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.40 | +0.10 |
Martin ratioReturn relative to average drawdown | 7.18 | 6.61 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GSPY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Gotham Enhanced 500 ETF provided a 2.72% dividend yield over the last twelve months, with an annual payout of $0.96 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.96 | $0.27 | $0.28 | $0.26 | $0.06 |
Dividend yield | 2.72% | 2.61% | 0.84% | 1.06% | 1.25% | 0.23% |
Monthly Dividends
The table displays the monthly dividend distributions for Gotham Enhanced 500 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2021 | $0.06 | $0.06 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Gotham Enhanced 500 ETF. 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 Gotham Enhanced 500 ETF was 23.30%, occurring on Sep 30, 2022. Recovery took 294 trading sessions.
The current Gotham Enhanced 500 ETF drawdown is 6.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.3% | Jan 5, 2022 | 186 | Sep 30, 2022 | 294 | Dec 1, 2023 | 480 |
| -18.67% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -8.62% | Feb 3, 2026 | 39 | Mar 30, 2026 | — | — | — |
| -7.95% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -5.23% | Oct 29, 2025 | 17 | Nov 20, 2025 | 13 | Dec 10, 2025 | 30 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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