SEPI vs. FYEE
SEPI (Shelton Equity Premium Income ETF) and FYEE (Fidelity Yield Enhanced Equity ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. SEPI charges 0.54%/yr vs 0.28%/yr for FYEE.
Performance
SEPI vs. FYEE - Performance Comparison
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Returns By Period
In the year-to-date period, SEPI achieves a 11.13% return, which is significantly higher than FYEE's 7.03% return.
SEPI
- 1D
- -0.35%
- 1M
- 5.29%
- YTD
- 11.13%
- 6M
- 11.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYEE
- 1D
- -0.30%
- 1M
- 3.22%
- YTD
- 7.03%
- 6M
- 8.52%
- 1Y
- 24.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEPI vs. FYEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEPI Shelton Equity Premium Income ETF | 11.13% | 6.85% |
FYEE Fidelity Yield Enhanced Equity ETF | 7.03% | 6.82% |
Correlation
The correlation between SEPI and FYEE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 9, 2025 | 0.82 |
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Return for Risk
SEPI vs. FYEE — Risk / Return Rank
SEPI
FYEE
SEPI vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Premium Income ETF (SEPI) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
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Sharpe Ratios by Period
| SEPI | FYEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 1.24 | +0.87 |
Drawdowns
SEPI vs. FYEE - Drawdown Comparison
The maximum SEPI drawdown since its inception was -7.66%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for SEPI and FYEE.
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Drawdown Indicators
| SEPI | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -18.79% | +11.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.39% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.30% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -2.25% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.44% | — |
Volatility
SEPI vs. FYEE - Volatility Comparison
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Volatility by Period
| SEPI | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.26% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 9.64% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 13.84% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 13.84% | -1.31% |
SEPI vs. FYEE - Expense Ratio Comparison
SEPI has a 0.54% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Dividends
SEPI vs. FYEE - Dividend Comparison
SEPI's dividend yield for the trailing twelve months is around 4.68%, less than FYEE's 7.57% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FYEE Fidelity Yield Enhanced Equity ETF | 7.57% | 7.08% | 5.45% |
SEPI Shelton Equity Premium Income ETF | 4.68% | 1.37% | 0.00% |
Frequently Asked Questions
SEPI and FYEE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYEE is cheaper with a 0.28% expense ratio, compared with 0.54% for SEPI.
FYEE has the higher dividend yield at 7.57%, compared with 4.68% for SEPI.
They also come from different issuers: Shelton and Fidelity. Their fees differ too: 0.54% for SEPI and 0.28% for FYEE.
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