MEMY vs. SPCI

Last updated Jun 4, 2026

MEMY (Tuttle Capital Meme Stock Income Blast ETF) and SPCI (Tuttle Capital Space Industry Income Blast ETF) are both Derivative Income funds from Tuttle. MEMY is actively managed, while SPCI is passively managed. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

MEMY vs. SPCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Meme Stock Income Blast ETF (MEMY) and Tuttle Capital Space Industry Income Blast ETF (SPCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MEMY

• 1D: -3.26%
• 1M: 23.40%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPCI

• 1D: -11.48%
• 1M: 28.39%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MEMY vs. SPCI - Yearly Performance Comparison

	2026 (YTD)
MEMY Tuttle Capital Meme Stock Income Blast ETF	29.75%
SPCI Tuttle Capital Space Industry Income Blast ETF	74.56%

Correlation

The correlation between MEMY and SPCI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 13, 2026	0.61

Return for Risk

MEMY vs. SPCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Meme Stock Income Blast ETF (MEMY) and Tuttle Capital Space Industry Income Blast ETF (SPCI). 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.

Sharpe Ratios by Period

	MEMY	SPCI	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	11.33	-10.85

Drawdowns

MEMY vs. SPCI - Drawdown Comparison

The maximum MEMY drawdown since its inception was -27.32%, which is greater than SPCI's maximum drawdown of -21.33%. Use the drawdown chart below to compare losses from any high point for MEMY and SPCI.

Drawdown Indicators

	MEMY	SPCI	Difference
Max Drawdown Largest peak-to-trough decline	-27.32%	-21.33%	-5.99%
Current Drawdown Current decline from peak	-3.26%	-21.33%	+18.07%
Average Drawdown Average peak-to-trough decline	-13.23%	-5.00%	-8.23%

Volatility

Volatility by Period

	MEMY	SPCI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	53.62%	95.59%	-41.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.62%	95.59%	-41.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.62%	95.59%	-41.97%

MEMY vs. SPCI - Expense Ratio Comparison

Both MEMY and SPCI have an expense ratio of 0.99%.

Dividends

MEMY vs. SPCI - Dividend Comparison

MEMY's dividend yield for the trailing twelve months is around 5.23%, more than SPCI's 5.12% yield.

Position	TTM
MEMY Tuttle Capital Meme Stock Income Blast ETF	5.23%
SPCI Tuttle Capital Space Industry Income Blast ETF	5.12%

Frequently Asked Questions

Can I hold both MEMY and SPCI in my portfolio?

MEMY and SPCI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MEMY or SPCI?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MEMY or SPCI?

MEMY and SPCI have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, MEMY or SPCI?

MEMY has the higher dividend yield at 5.23%, compared with 5.12% for SPCI.