IAUI vs. SPYI
Compare and contrast key facts about NEOS Gold High Income ETF (IAUI) and NEOS S&P 500 High Income ETF (SPYI).
IAUI and SPYI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IAUI is an actively managed fund by Neos. It was launched on Jun 4, 2025. SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.
Performance
IAUI vs. SPYI - Performance Comparison
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IAUI vs. SPYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IAUI NEOS Gold High Income ETF | 4.93% | 20.56% |
SPYI NEOS S&P 500 High Income ETF | -3.13% | 14.41% |
Returns By Period
In the year-to-date period, IAUI achieves a 4.93% return, which is significantly higher than SPYI's -3.13% return.
IAUI
- 1D
- 3.78%
- 1M
- -10.02%
- YTD
- 4.93%
- 6M
- 15.64%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYI
- 1D
- 2.91%
- 1M
- -4.27%
- YTD
- -3.13%
- 6M
- 0.26%
- 1Y
- 16.35%
- 3Y*
- 14.25%
- 5Y*
- —
- 10Y*
- —
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IAUI vs. SPYI - Expense Ratio Comparison
IAUI has a 0.78% expense ratio, which is higher than SPYI's 0.68% expense ratio.
Return for Risk
IAUI vs. SPYI — Risk / Return Rank
IAUI
SPYI
IAUI vs. SPYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Gold High Income ETF (IAUI) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IAUI | SPYI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 1.00 | +0.62 |
Correlation
The correlation between IAUI and SPYI is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IAUI vs. SPYI - Dividend Comparison
IAUI's dividend yield for the trailing twelve months is around 10.00%, less than SPYI's 12.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IAUI NEOS Gold High Income ETF | 10.00% | 6.88% | 0.00% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 12.50% | 11.70% | 12.04% | 12.01% | 4.10% |
Drawdowns
IAUI vs. SPYI - Drawdown Comparison
The maximum IAUI drawdown since its inception was -16.88%, roughly equal to the maximum SPYI drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for IAUI and SPYI.
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Drawdown Indicators
| IAUI | SPYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.88% | -16.47% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.02% | — |
Current DrawdownCurrent decline from peak | -11.01% | -5.03% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -1.86% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
IAUI vs. SPYI - Volatility Comparison
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Volatility by Period
| IAUI | SPYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.78% | 16.22% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 13.12% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 13.12% | +7.66% |