SIOO vs. PEPS
SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. SIOO is passively managed, while PEPS is actively managed. Their correlation of 0.85 suggests significant overlap in exposure. SIOO charges 0.59%/yr vs 0.10%/yr for PEPS.
Performance
SIOO vs. PEPS - Performance Comparison
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Returns By Period
In the year-to-date period, SIOO achieves a 6.19% return, which is significantly lower than PEPS's 10.67% return.
SIOO
- 1D
- -0.18%
- 1M
- 2.52%
- YTD
- 6.19%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PEPS
- 1D
- -0.51%
- 1M
- 6.44%
- YTD
- 10.67%
- 6M
- 10.79%
- 1Y
- 31.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIOO vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 6.19% | 0.77% |
PEPS Parametric Equity Plus ETF | 10.67% | -0.95% |
Correlation
The correlation between SIOO and PEPS is 0.85, 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 Dec 12, 2025 | 0.85 |
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Return for Risk
SIOO vs. PEPS — Risk / Return Rank
SIOO
PEPS
SIOO vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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.
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
| SIOO | PEPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.51 | 1.05 | +0.46 |
Drawdowns
SIOO vs. PEPS - Drawdown Comparison
The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum PEPS drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for SIOO and PEPS.
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Drawdown Indicators
| SIOO | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.86% | -21.26% | +14.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.51% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -2.77% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
SIOO vs. PEPS - Volatility Comparison
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Volatility by Period
| SIOO | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.77% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.36% | 13.06% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.36% | 18.31% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 18.31% | -7.95% |
SIOO vs. PEPS - Expense Ratio Comparison
SIOO has a 0.59% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
SIOO vs. PEPS - Dividend Comparison
SIOO's dividend yield for the trailing twelve months is around 7.44%, more than PEPS's 0.88% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PEPS Parametric Equity Plus ETF | 0.88% | 1.00% | 0.17% |
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 7.44% | 1.27% | 0.00% |
Frequently Asked Questions
SIOO and PEPS have a correlation of 0.85, 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 0.59% for SIOO.
SIOO has the higher dividend yield at 7.44%, compared with 0.88% for PEPS.
They also come from different issuers: VistaShares and Parametric. Their fees differ too: 0.59% for SIOO and 0.10% for PEPS.
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