SLJY vs. IWMI
Compare and contrast key facts about Amplify SILJ Covered Call ETF (SLJY) and NEOS Russell 2000 High Income ETF (IWMI).
SLJY and IWMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLJY is an actively managed fund by Amplify. It was launched on Aug 18, 2025. IWMI is an actively managed fund by Neos. It was launched on Jun 24, 2024.
Performance
SLJY vs. IWMI - Performance Comparison
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SLJY vs. IWMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | 11.19% | 43.38% |
IWMI NEOS Russell 2000 High Income ETF | 1.35% | 10.03% |
Returns By Period
In the year-to-date period, SLJY achieves a 11.19% return, which is significantly higher than IWMI's 1.35% return.
SLJY
- 1D
- 2.62%
- 1M
- -18.20%
- YTD
- 11.19%
- 6M
- 29.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWMI
- 1D
- 0.42%
- 1M
- -4.18%
- YTD
- 1.35%
- 6M
- 4.98%
- 1Y
- 26.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SLJY vs. IWMI - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is higher than IWMI's 0.68% expense ratio.
Return for Risk
SLJY vs. IWMI — Risk / Return Rank
SLJY
IWMI
SLJY vs. IWMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and NEOS Russell 2000 High Income ETF (IWMI). 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
| SLJY | IWMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.23 | 0.72 | +1.51 |
Correlation
The correlation between SLJY and IWMI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SLJY vs. IWMI - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 11.71%, less than IWMI's 14.42% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SLJY Amplify SILJ Covered Call ETF | 11.71% | 6.26% | 0.00% |
IWMI NEOS Russell 2000 High Income ETF | 14.42% | 14.05% | 8.78% |
Drawdowns
SLJY vs. IWMI - Drawdown Comparison
The maximum SLJY drawdown since its inception was -30.60%, which is greater than IWMI's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for SLJY and IWMI.
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Drawdown Indicators
| SLJY | IWMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.60% | -23.88% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.42% | — |
Current DrawdownCurrent decline from peak | -19.12% | -4.80% | -14.32% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -4.44% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.70% | — |
Volatility
SLJY vs. IWMI - Volatility Comparison
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Volatility by Period
| SLJY | IWMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 51.14% | 19.09% | +32.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.14% | 18.28% | +32.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.14% | 18.28% | +32.86% |