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ARMW vs. SPCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARMW vs. SPCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ARM WeeklyPay ETF (ARMW) and Tuttle Capital Space Industry Income Blast ETF (SPCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ARMW

1D
3.44%
1M
128.75%
YTD
363.23%
6M
245.13%
1Y
3Y*
5Y*
10Y*

SPCI

1D
-11.48%
1M
28.39%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARMW vs. SPCI - Yearly Performance Comparison


Correlation

The correlation between ARMW and SPCI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 13, 2026

0.21

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Return for Risk

ARMW vs. SPCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ARM WeeklyPay ETF (ARMW) and Tuttle Capital Space Industry Income Blast ETF (SPCI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ARMW vs. SPCI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ARMWSPCIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

4.96

11.33

-6.37

Drawdowns

ARMW vs. SPCI - Drawdown Comparison

The maximum ARMW drawdown since its inception was -48.47%, which is greater than SPCI's maximum drawdown of -21.33%. Use the drawdown chart below to compare losses from any high point for ARMW and SPCI.


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Drawdown Indicators


ARMWSPCIDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

-21.33%

-27.14%

Current Drawdown

Current decline from peak

0.00%

-21.33%

+21.33%

Average Drawdown

Average peak-to-trough decline

-26.55%

-5.00%

-21.55%

Volatility

ARMW vs. SPCI - Volatility Comparison


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Volatility by Period


ARMWSPCIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

88.46%

95.59%

-7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.46%

95.59%

-7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.46%

95.59%

-7.13%

ARMW vs. SPCI - Expense Ratio Comparison

Both ARMW and SPCI have an expense ratio of 0.99%.


Dividends

ARMW vs. SPCI - Dividend Comparison

ARMW's dividend yield for the trailing twelve months is around 15.20%, more than SPCI's 5.12% yield.


Frequently Asked Questions


ARMW and SPCI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ARMW and SPCI have the same expense ratio: 0.99% per year.

ARMW has the higher dividend yield at 15.20%, compared with 5.12% for SPCI.

They also come from different issuers: Roundhill Investments and Tuttle.

Portfolio Optimizer

Find the right allocation for ARMW and SPCI

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