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NIHI vs. YSPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIHI vs. YSPY - Performance Comparison

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

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NIHI vs. YSPY - Yearly Performance Comparison


2026 (YTD)2025
NIHI
NEOS MSCI EAFE High Income ETF
0.34%5.33%
YSPY
GraniteShares YieldBOOST SPY ETF
-6.65%4.08%

Returns By Period

In the year-to-date period, NIHI achieves a 0.34% return, which is significantly higher than YSPY's -6.65% return.


NIHI

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

YSPY

1D
0.52%
1M
-11.39%
YTD
-6.65%
6M
-5.59%
1Y
13.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIHI vs. YSPY - Expense Ratio Comparison

NIHI has a 0.68% expense ratio, which is lower than YSPY's 1.07% expense ratio.


Return for Risk

NIHI vs. YSPY — Risk / Return Rank

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

NIHI

YSPY
YSPY Risk / Return Rank: 3333
Overall Rank
YSPY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 2828
Sortino Ratio Rank
YSPY Omega Ratio Rank: 3333
Omega Ratio Rank
YSPY Calmar Ratio Rank: 3535
Calmar Ratio Rank
YSPY Martin Ratio Rank: 3939
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. YSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MSCI EAFE High Income ETF (NIHI) and GraniteShares YieldBOOST SPY ETF (YSPY). 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. YSPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NIHIYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.08

+0.63

Correlation

The correlation between NIHI and YSPY is 0.74, 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. YSPY - Dividend Comparison

NIHI's dividend yield for the trailing twelve months is around 6.40%, less than YSPY's 63.03% yield.


Drawdowns

NIHI vs. YSPY - Drawdown Comparison

The maximum NIHI drawdown since its inception was -10.88%, smaller than the maximum YSPY drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for NIHI and YSPY.


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Drawdown Indicators


NIHIYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-18.74%

+7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

Current Drawdown

Current decline from peak

-6.28%

-11.93%

+5.65%

Average Drawdown

Average peak-to-trough decline

-2.24%

-5.01%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

Volatility

NIHI vs. YSPY - Volatility Comparison


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Volatility by Period


NIHIYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

21.81%

-6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

22.59%

-7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

22.59%

-7.07%