SLJY vs. SPYI
Compare and contrast key facts about Amplify SILJ Covered Call ETF (SLJY) and NEOS S&P 500 High Income ETF (SPYI).
SLJY and SPYI 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. SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.
Performance
SLJY vs. SPYI - Performance Comparison
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SLJY vs. SPYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | 8.36% | 43.38% |
SPYI NEOS S&P 500 High Income ETF | -2.59% | 7.10% |
Returns By Period
In the year-to-date period, SLJY achieves a 8.36% return, which is significantly higher than SPYI's -2.59% return.
SLJY
- 1D
- 7.76%
- 1M
- -20.28%
- YTD
- 8.36%
- 6M
- 26.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYI
- 1D
- 0.56%
- 1M
- -3.70%
- YTD
- -2.59%
- 6M
- 0.63%
- 1Y
- 16.76%
- 3Y*
- 14.46%
- 5Y*
- —
- 10Y*
- —
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SLJY vs. SPYI - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is higher than SPYI's 0.68% expense ratio.
Return for Risk
SLJY vs. SPYI — Risk / Return Rank
SLJY
SPYI
SLJY vs. SPYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and NEOS S&P 500 High Income ETF (SPYI). 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 | SPYI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.07 | 1.01 | +1.06 |
Correlation
The correlation between SLJY and SPYI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SLJY vs. SPYI - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 12.01%, less than SPYI's 12.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SLJY Amplify SILJ Covered Call ETF | 12.01% | 6.26% | 0.00% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 12.43% | 11.70% | 12.04% | 12.01% | 4.10% |
Drawdowns
SLJY vs. SPYI - Drawdown Comparison
The maximum SLJY drawdown since its inception was -30.60%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for SLJY and SPYI.
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Drawdown Indicators
| SLJY | SPYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.60% | -16.47% | -14.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.02% | — |
Current DrawdownCurrent decline from peak | -21.18% | -4.50% | -16.68% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -1.86% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.11% | — |
Volatility
SLJY vs. SPYI - Volatility Comparison
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Volatility by Period
| SLJY | SPYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 51.23% | 16.22% | +35.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.23% | 13.12% | +38.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.23% | 13.12% | +38.11% |