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NIHI vs. SPYI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIHI vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS MSCI EAFE High Income ETF (NIHI) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

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NIHI vs. SPYI - Yearly Performance Comparison


2026 (YTD)2025
NIHI
NEOS MSCI EAFE High Income ETF
0.34%5.33%
SPYI
NEOS S&P 500 High Income ETF
-2.59%4.51%

Returns By Period

In the year-to-date period, NIHI achieves a 0.34% return, which is significantly higher than SPYI's -2.59% return.


NIHI

1D
1.58%
1M
-4.42%
YTD
0.34%
6M
4.57%
1Y
3Y*
5Y*
10Y*

SPYI

1D
0.56%
1M
-3.70%
YTD
-2.59%
6M
0.63%
1Y
16.76%
3Y*
14.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIHI vs. SPYI - Expense Ratio Comparison

Both NIHI and SPYI have an expense ratio of 0.68%.


Return for Risk

NIHI vs. SPYI — Risk / Return Rank

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

NIHI

SPYI
SPYI Risk / Return Rank: 6363
Overall Rank
SPYI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPYI Omega Ratio Rank: 6969
Omega Ratio Rank
SPYI Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYI Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NIHI vs. SPYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MSCI EAFE High Income ETF (NIHI) 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.

NIHI vs. SPYI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NIHISPYIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.01

-0.31

Correlation

The correlation between NIHI and SPYI is 0.81, 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

NIHI vs. SPYI - Dividend Comparison

NIHI's dividend yield for the trailing twelve months is around 6.40%, less than SPYI's 12.43% yield.


TTM2025202420232022
NIHI
NEOS MSCI EAFE High Income ETF
6.40%3.44%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF
12.43%11.70%12.04%12.01%4.10%

Drawdowns

NIHI vs. SPYI - Drawdown Comparison

The maximum NIHI drawdown since its inception was -10.88%, smaller than the maximum SPYI drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for NIHI and SPYI.


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Drawdown Indicators


NIHISPYIDifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-16.47%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

Current Drawdown

Current decline from peak

-6.28%

-4.50%

-1.78%

Average Drawdown

Average peak-to-trough decline

-2.24%

-1.86%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

Volatility

NIHI vs. SPYI - Volatility Comparison


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Volatility by Period


NIHISPYIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

16.22%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

13.12%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

13.12%

+2.40%