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NLSI vs. JXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLSI vs. JXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos Long/Short Equity Income ETF (NLSI) and iShares Global Utilities ETF (JXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NLSI achieves a -0.07% return, which is significantly lower than JXI's 8.75% return.


NLSI

1D
-0.57%
1M
-1.97%
YTD
-0.07%
6M
-0.66%
1Y
3Y*
5Y*
10Y*

JXI

1D
0.57%
1M
-0.22%
YTD
8.75%
6M
8.68%
1Y
17.78%
3Y*
16.04%
5Y*
10.28%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLSI vs. JXI - Yearly Performance Comparison


2026 (YTD)2025
NLSI
Neos Long/Short Equity Income ETF
-0.07%2.51%
JXI
iShares Global Utilities ETF
8.75%1.62%

Correlation

The correlation between NLSI and JXI is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

-0.22

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Return for Risk

NLSI vs. JXI — Risk / Return Rank

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

NLSI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JXI
JXI Risk / Return Rank: 4343
Overall Rank
JXI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 4040
Sortino Ratio Rank
JXI Omega Ratio Rank: 4141
Omega Ratio Rank
JXI Calmar Ratio Rank: 4949
Calmar Ratio Rank
JXI Martin Ratio Rank: 4242
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.

NLSI vs. JXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Long/Short Equity Income ETF (NLSI) and iShares Global Utilities ETF (JXI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NLSIJXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

6.33

NLSI vs. JXI - Sharpe Ratio Comparison


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Drawdowns

NLSI vs. JXI - Drawdown Comparison

The maximum NLSI drawdown since its inception was -13.82%, smaller than the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for NLSI and JXI.


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Drawdown Indicators


NLSIJXIDifference

Max Drawdown

Largest peak-to-trough decline

-13.82%

-50.23%

+36.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-7.86%

-4.33%

-3.53%

Average Drawdown

Average peak-to-trough decline

-6.05%

-12.80%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

NLSI vs. JXI - Volatility Comparison


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Volatility by Period


NLSIJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

12.92%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

15.38%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

16.98%

+2.87%

NLSI vs. JXI - Expense Ratio Comparison

NLSI has a 2.89% expense ratio, which is higher than JXI's 0.46% expense ratio.


Dividends

NLSI vs. JXI - Dividend Comparison

NLSI's dividend yield for the trailing twelve months is around 2.59%, more than JXI's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.43%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
NLSI
Neos Long/Short Equity Income ETF
2.59%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NLSI and JXI have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JXI is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JXI is cheaper with a 0.46% expense ratio, compared with 2.89% for NLSI.

NLSI has the higher dividend yield at 2.59%, compared with 2.43% for JXI.

NLSI is categorized as Long-Short, while JXI is Utilities Equities. They also come from different issuers: Neos and iShares. Their fees differ too: 2.89% for NLSI and 0.46% for JXI.

Portfolio Optimizer

Find the right allocation for NLSI and JXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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