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ISPY vs. GPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISPY and GPIX 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.


-0.50.00.51.0
Correlation: 1.0

Performance

ISPY vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 High Income ETF (ISPY) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
12.64%
16.82%
ISPY
GPIX

Key characteristics

Sharpe Ratio

ISPY:

0.42

GPIX:

0.61

Sortino Ratio

ISPY:

0.63

GPIX:

0.97

Omega Ratio

ISPY:

1.09

GPIX:

1.15

Calmar Ratio

ISPY:

0.40

GPIX:

0.63

Martin Ratio

ISPY:

1.55

GPIX:

2.77

Ulcer Index

ISPY:

4.40%

GPIX:

3.97%

Daily Std Dev

ISPY:

16.31%

GPIX:

18.10%

Max Drawdown

ISPY:

-16.88%

GPIX:

-17.50%

Current Drawdown

ISPY:

-12.43%

GPIX:

-8.95%

Returns By Period

In the year-to-date period, ISPY achieves a -8.71% return, which is significantly lower than GPIX's -5.16% return.


ISPY

YTD

-8.71%

1M

-7.66%

6M

-8.16%

1Y

5.58%

5Y*

N/A

10Y*

N/A

GPIX

YTD

-5.16%

1M

-4.01%

6M

-3.28%

1Y

9.62%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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ISPY vs. GPIX - Expense Ratio Comparison

ISPY has a 0.55% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Expense ratio chart for ISPY: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISPY: 0.55%
Expense ratio chart for GPIX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIX: 0.29%

Risk-Adjusted Performance

ISPY vs. GPIX — Risk-Adjusted Performance Rank

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

ISPY
The Risk-Adjusted Performance Rank of ISPY is 5353
Overall Rank
The Sharpe Ratio Rank of ISPY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ISPY is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ISPY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ISPY is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ISPY is 5353
Martin Ratio Rank

GPIX
The Risk-Adjusted Performance Rank of GPIX is 6969
Overall Rank
The Sharpe Ratio Rank of GPIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GPIX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of GPIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GPIX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISPY vs. GPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 High Income ETF (ISPY) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). 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.


The chart of Sharpe ratio for ISPY, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
ISPY: 0.42
GPIX: 0.61
The chart of Sortino ratio for ISPY, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
ISPY: 0.63
GPIX: 0.97
The chart of Omega ratio for ISPY, currently valued at 1.09, compared to the broader market0.501.001.502.00
ISPY: 1.09
GPIX: 1.15
The chart of Calmar ratio for ISPY, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
ISPY: 0.40
GPIX: 0.63
The chart of Martin ratio for ISPY, currently valued at 1.55, compared to the broader market0.0020.0040.0060.00
ISPY: 1.55
GPIX: 2.77

The current ISPY Sharpe Ratio is 0.42, which is lower than the GPIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ISPY and GPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.42
0.61
ISPY
GPIX

Dividends

ISPY vs. GPIX - Dividend Comparison

ISPY's dividend yield for the trailing twelve months is around 11.89%, more than GPIX's 8.97% yield.


Drawdowns

ISPY vs. GPIX - Drawdown Comparison

The maximum ISPY drawdown since its inception was -16.88%, roughly equal to the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for ISPY and GPIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.43%
-8.95%
ISPY
GPIX

Volatility

ISPY vs. GPIX - Volatility Comparison

The current volatility for ProShares S&P 500 High Income ETF (ISPY) is 10.97%, while Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) has a volatility of 13.89%. This indicates that ISPY experiences smaller price fluctuations and is considered to be less risky than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.97%
13.89%
ISPY
GPIX