SEPI vs. GPIX
SEPI (Shelton Equity Premium Income ETF) and GPIX (Goldman Sachs S&P 500 Premium Income ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. SEPI charges 0.54%/yr vs 0.29%/yr for GPIX.
Performance
SEPI vs. GPIX - 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 GPIX's 9.91% return.
SEPI
- 1D
- -0.35%
- 1M
- 5.29%
- YTD
- 11.13%
- 6M
- 11.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPIX
- 1D
- -0.48%
- 1M
- 4.27%
- YTD
- 9.91%
- 6M
- 10.34%
- 1Y
- 25.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEPI vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEPI Shelton Equity Premium Income ETF | 11.13% | 6.85% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 9.91% | 5.67% |
Correlation
The correlation between SEPI and GPIX is 0.90, 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 | 0.90 |
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Return for Risk
SEPI vs. GPIX — Risk / Return Rank
SEPI
GPIX
SEPI vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Premium Income ETF (SEPI) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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 | GPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 1.78 | +0.33 |
Drawdowns
SEPI vs. GPIX - Drawdown Comparison
The maximum SEPI drawdown since its inception was -7.66%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for SEPI and GPIX.
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Drawdown Indicators
| SEPI | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -17.50% | +9.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.71% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.48% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -1.48% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.53% | — |
Volatility
SEPI vs. GPIX - Volatility Comparison
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Volatility by Period
| SEPI | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 10.17% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 13.80% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 13.80% | -1.27% |
SEPI vs. GPIX - Expense Ratio Comparison
SEPI has a 0.54% expense ratio, which is higher than GPIX's 0.29% expense ratio.
Dividends
SEPI vs. GPIX - Dividend Comparison
SEPI's dividend yield for the trailing twelve months is around 4.68%, less than GPIX's 8.00% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.00% | 8.01% | 7.45% | 1.40% |
SEPI Shelton Equity Premium Income ETF | 4.68% | 1.37% | 0.00% | 0.00% |
Frequently Asked Questions
SEPI and GPIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GPIX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GPIX is cheaper with a 0.29% expense ratio, compared with 0.54% for SEPI.
GPIX has the higher dividend yield at 8.00%, compared with 4.68% for SEPI.
They also come from different issuers: Shelton and Goldman Sachs. Their fees differ too: 0.54% for SEPI and 0.29% for GPIX.
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