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IAUI vs. SLJY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAUI vs. SLJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Gold High Income ETF (IAUI) and Amplify SILJ Covered Call ETF (SLJY). The values are adjusted to include any dividend payments, if applicable.

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IAUI vs. SLJY - Yearly Performance Comparison


2026 (YTD)2025
IAUI
NEOS Gold High Income ETF
4.93%19.98%
SLJY
Amplify SILJ Covered Call ETF
8.36%43.38%

Returns By Period

In the year-to-date period, IAUI achieves a 4.93% return, which is significantly lower than SLJY's 8.36% return.


IAUI

1D
3.78%
1M
-10.02%
YTD
4.93%
6M
15.64%
1Y
3Y*
5Y*
10Y*

SLJY

1D
7.76%
1M
-21.18%
YTD
8.36%
6M
27.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAUI vs. SLJY - Expense Ratio Comparison

IAUI has a 0.78% expense ratio, which is higher than SLJY's 0.75% expense ratio.


Return for Risk

IAUI vs. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Gold High Income ETF (IAUI) and Amplify SILJ Covered Call ETF (SLJY). 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.

IAUI vs. SLJY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IAUISLJYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

2.07

-0.45

Correlation

The correlation between IAUI and SLJY is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IAUI vs. SLJY - Dividend Comparison

IAUI's dividend yield for the trailing twelve months is around 10.00%, less than SLJY's 12.01% yield.


TTM2025
IAUI
NEOS Gold High Income ETF
10.00%6.88%
SLJY
Amplify SILJ Covered Call ETF
12.01%6.26%

Drawdowns

IAUI vs. SLJY - Drawdown Comparison

The maximum IAUI drawdown since its inception was -16.88%, smaller than the maximum SLJY drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for IAUI and SLJY.


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Drawdown Indicators


IAUISLJYDifference

Max Drawdown

Largest peak-to-trough decline

-16.88%

-30.60%

+13.72%

Current Drawdown

Current decline from peak

-11.01%

-21.18%

+10.17%

Average Drawdown

Average peak-to-trough decline

-1.85%

-6.81%

+4.96%

Volatility

IAUI vs. SLJY - Volatility Comparison


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Volatility by Period


IAUISLJYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

51.23%

-30.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

51.23%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.78%

51.23%

-30.45%