GSPY vs. CSM
Compare and contrast key facts about Gotham Enhanced 500 ETF (GSPY) and Proshares Large Cap Core Plus (CSM).
GSPY and CSM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSPY is an actively managed fund by Gotham. It was launched on Dec 28, 2020. CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009.
Performance
GSPY vs. CSM - Performance Comparison
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GSPY vs. CSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSPY Gotham Enhanced 500 ETF | -3.92% | 18.28% | 23.58% | 26.01% | -17.07% | 27.53% | 0.58% |
CSM Proshares Large Cap Core Plus | -5.83% | 21.84% | 22.09% | 23.50% | -18.27% | 33.13% | 0.85% |
Returns By Period
In the year-to-date period, GSPY achieves a -3.92% return, which is significantly higher than CSM's -5.83% return.
GSPY
- 1D
- 2.62%
- 1M
- -5.00%
- YTD
- -3.92%
- 6M
- -0.83%
- 1Y
- 18.09%
- 3Y*
- 18.14%
- 5Y*
- 11.69%
- 10Y*
- —
CSM
- 1D
- 2.46%
- 1M
- -4.91%
- YTD
- -5.83%
- 6M
- -1.69%
- 1Y
- 18.78%
- 3Y*
- 17.57%
- 5Y*
- 11.42%
- 10Y*
- 12.84%
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GSPY vs. CSM - Expense Ratio Comparison
GSPY has a 0.50% expense ratio, which is higher than CSM's 0.45% expense ratio.
Return for Risk
GSPY vs. CSM — Risk / Return Rank
GSPY
CSM
GSPY vs. CSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced 500 ETF (GSPY) and Proshares Large Cap Core Plus (CSM). 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.
| GSPY | CSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.99 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.53 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.49 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.18 | 6.81 | +0.37 |
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
| GSPY | CSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.99 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.67 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.81 | -0.03 |
Correlation
The correlation between GSPY and CSM is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GSPY vs. CSM - Dividend Comparison
GSPY's dividend yield for the trailing twelve months is around 2.72%, more than CSM's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPY Gotham Enhanced 500 ETF | 2.72% | 2.61% | 0.84% | 1.06% | 1.25% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSM Proshares Large Cap Core Plus | 1.16% | 1.04% | 1.06% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% |
Drawdowns
GSPY vs. CSM - Drawdown Comparison
The maximum GSPY drawdown since its inception was -23.30%, smaller than the maximum CSM drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for GSPY and CSM.
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Drawdown Indicators
| GSPY | CSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.30% | -36.11% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.92% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -23.82% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.11% | — |
Current DrawdownCurrent decline from peak | -6.23% | -7.17% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -4.07% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.82% | -0.23% |
Volatility
GSPY vs. CSM - Volatility Comparison
Gotham Enhanced 500 ETF (GSPY) has a higher volatility of 5.04% compared to Proshares Large Cap Core Plus (CSM) at 4.79%. This indicates that GSPY's price experiences larger fluctuations and is considered to be riskier than CSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPY | CSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.79% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.49% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 18.97% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 17.12% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 18.37% | -1.90% |