SCA vs. PEPS
SCA (GraniteShares Autocallable SMCI ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. SCA charges 1.07%/yr vs 0.10%/yr for PEPS.
Performance
SCA vs. PEPS - Performance Comparison
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Returns By Period
SCA
- 1D
- -0.32%
- 1M
- 0.59%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PEPS
- 1D
- -1.40%
- 1M
- 1.00%
- 6M
- 7.77%
- YTD
- 8.93%
- 1Y
- 21.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.93K | $6.68K | $15.54K | |
| $4.59K | $7.11K | $8.84K |
SCA vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SCA GraniteShares Autocallable SMCI ETF | -6.10% |
PEPS Parametric Equity Plus ETF | -0.39% |
Correlation
The correlation between SCA and PEPS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 27, 2026 | 0.49 |
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Return for Risk
SCA vs. PEPS — Risk / Return Rank
SCA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PEPS
SCA vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Autocallable SMCI ETF (SCA) and Parametric Equity Plus ETF (PEPS). 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.
| SCA | PEPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.16 | — |
| Martin ratioReturn relative to average drawdown | — | 9.49 | — |
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Drawdowns
SCA vs. PEPS - Drawdown Comparison
The maximum SCA drawdown since its inception was -27.40%, which is greater than PEPS's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for SCA and PEPS.
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Drawdown Indicators
| SCA | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.40% | -21.26% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -10.90% | -2.10% | -8.80% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -2.68% | -10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.23% | — |
Volatility
SCA vs. PEPS - Volatility Comparison
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Volatility by Period
| SCA | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.71% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 62.79% | 13.99% | +48.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.79% | 18.12% | +44.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.79% | 18.12% | +44.67% |
SCA vs. PEPS - Expense Ratio Comparison
SCA has a 1.07% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
SCA vs. PEPS - Dividend Comparison
SCA's dividend yield for the trailing twelve months is around 7.36%, more than PEPS's 0.94% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PEPS Parametric Equity Plus ETF | 0.94% | 1.00% | 0.17% |
SCA GraniteShares Autocallable SMCI ETF | 7.36% | 0.00% | 0.00% |
Frequently Asked Questions
SCA and PEPS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PEPS is cheaper with a 0.10% expense ratio, compared with 1.07% for SCA.
SCA has the higher dividend yield at 7.36%, compared with 0.94% for PEPS.
They also come from different issuers: GraniteShares and Parametric. Their fees differ too: 1.07% for SCA and 0.10% for PEPS.
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