CSHI vs. IAUI
CSHI (Neos Enhanced Income Cash Alternative ETF) and IAUI (NEOS Gold High Income ETF) are both exchange-traded funds - CSHI is a Ultrashort Bond fund tracking the NONE, while IAUI is a Derivative Income fund actively managed by Neos. CSHI is passively managed, while IAUI is actively managed. At a correlation of -0.03, they often move in opposite directions. CSHI charges 0.38%/yr vs 0.78%/yr for IAUI.
Performance
CSHI vs. IAUI - Performance Comparison
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Returns By Period
In the year-to-date period, CSHI achieves a 2.26% return, which is significantly higher than IAUI's 1.64% return.
CSHI
- 1D
- 0.02%
- 1M
- 0.37%
- YTD
- 2.26%
- 6M
- 2.59%
- 1Y
- 5.25%
- 3Y*
- 5.45%
- 5Y*
- —
- 10Y*
- —
IAUI
- 1D
- -0.88%
- 1M
- -1.01%
- YTD
- 1.64%
- 6M
- 4.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSHI vs. IAUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSHI Neos Enhanced Income Cash Alternative ETF | 2.26% | 2.88% |
IAUI NEOS Gold High Income ETF | 1.64% | 20.56% |
Correlation
The correlation between CSHI and IAUI is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | -0.03 |
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Return for Risk
CSHI vs. IAUI — Risk / Return Rank
CSHI
IAUI
CSHI vs. IAUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and NEOS Gold High Income ETF (IAUI). 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.
| CSHI | IAUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 29.16 | — | — |
| Martin ratioReturn relative to average drawdown | 154.18 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSHI | IAUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.18 | 1.13 | +3.06 |
Drawdowns
CSHI vs. IAUI - Drawdown Comparison
The maximum CSHI drawdown since its inception was -1.69%, smaller than the maximum IAUI drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for CSHI and IAUI.
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Drawdown Indicators
| CSHI | IAUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.69% | -16.88% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.69% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.80% | +13.80% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -3.45% | +3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
CSHI vs. IAUI - Volatility Comparison
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Volatility by Period
| CSHI | IAUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.86% | 20.31% | -19.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.32% | 20.31% | -18.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.32% | 20.31% | -18.99% |
CSHI vs. IAUI - Expense Ratio Comparison
CSHI has a 0.38% expense ratio, which is lower than IAUI's 0.78% expense ratio.
Dividends
CSHI vs. IAUI - Dividend Comparison
CSHI's dividend yield for the trailing twelve months is around 4.90%, less than IAUI's 12.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CSHI Neos Enhanced Income Cash Alternative ETF | 4.90% | 5.11% | 5.72% | 6.15% | 1.52% |
IAUI NEOS Gold High Income ETF | 12.65% | 6.88% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSHI and IAUI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSHI is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSHI is cheaper with a 0.38% expense ratio, compared with 0.78% for IAUI.
IAUI has the higher dividend yield at 12.65%, compared with 4.90% for CSHI.
CSHI is categorized as Ultrashort Bond, while IAUI is Derivative Income. Their fees differ too: 0.38% for CSHI and 0.78% for IAUI.
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