GC=F vs. SPYI

Last updated Jun 16, 2026

GC=F (Gold Futures) is an asset, while SPYI (NEOS S&P 500 High Income ETF) is Derivative Income fund actively managed by Neos.

Performance

GC=F vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Futures (GC=F) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPYI

• 1D: 1.53%
• 1M: 1.73%
• YTD: 7.94%
• 6M: 8.71%
• 1Y: 22.69%
• 3Y*: 15.90%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GC=F vs. SPYI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	0.00%
SPYI NEOS S&P 500 High Income ETF	7.94%	16.67%	19.03%	18.09%	-3.96%

Return for Risk

GC=F vs. SPYI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GC=F

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

SPYI

SPYI Risk / Return Rank: 77
SPYI Sharpe Ratio Rank: 79
SPYI Sortino Ratio Rank: 77
SPYI Omega Ratio Rank: 83
SPYI Calmar Ratio Rank: 65
SPYI Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GC=F vs. SPYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) and NEOS S&P 500 High Income ETF (SPYI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GC=F	SPYI	Difference
Sharpe ratio: Return per unit of total volatility	—	2.24	—
Sortino ratio: Return per unit of downside risk	—	3.03	—
Omega ratio: Gain probability vs. loss probability	—	1.44	—
Calmar ratio: Return relative to maximum drawdown	—	2.95	—
Martin ratio: Return relative to average drawdown	—	14.87	—

Drawdowns

Drawdown Indicators

	GC=F	SPYI	Difference
Max Drawdown Largest peak-to-trough decline	—	-16.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.72%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.47%	—
Current Drawdown Current decline from peak	—	-0.30%	—
Average Drawdown Average peak-to-trough decline	—	-1.81%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.53%	—

Volatility

Volatility by Period

	GC=F	SPYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.19%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.01%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.01%	—