SPCI vs. ARMW

Last updated Jun 4, 2026

SPCI (Tuttle Capital Space Industry Income Blast ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. SPCI is passively managed, while ARMW is actively managed. At a 0.21 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

SPCI vs. ARMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Space Industry Income Blast ETF (SPCI) and Roundhill ARM WeeklyPay ETF (ARMW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SPCI

• 1D: -11.48%
• 1M: 28.39%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMW

• 1D: 3.44%
• 1M: 128.75%
• YTD: 363.23%
• 6M: 245.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPCI vs. ARMW - Yearly Performance Comparison

	2026 (YTD)
SPCI Tuttle Capital Space Industry Income Blast ETF	74.56%
ARMW Roundhill ARM WeeklyPay ETF	342.64%

Correlation

The correlation between SPCI and ARMW is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 13, 2026	0.21

Return for Risk

SPCI vs. ARMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and Roundhill ARM WeeklyPay ETF (ARMW). 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.

Sharpe Ratios by Period

	SPCI	ARMW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	11.33	4.96	+6.37

Drawdowns

SPCI vs. ARMW - Drawdown Comparison

The maximum SPCI drawdown since its inception was -21.33%, smaller than the maximum ARMW drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for SPCI and ARMW.

Drawdown Indicators

	SPCI	ARMW	Difference
Max Drawdown Largest peak-to-trough decline	-21.33%	-48.47%	+27.14%
Current Drawdown Current decline from peak	-21.33%	0.00%	-21.33%
Average Drawdown Average peak-to-trough decline	-5.00%	-26.55%	+21.55%

Volatility

Volatility by Period

	SPCI	ARMW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	95.59%	88.46%	+7.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.59%	88.46%	+7.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.59%	88.46%	+7.13%

SPCI vs. ARMW - Expense Ratio Comparison

Both SPCI and ARMW have an expense ratio of 0.99%.

Dividends

SPCI vs. ARMW - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 5.12%, less than ARMW's 15.20% yield.

Position	TTM	2025
ARMW Roundhill ARM WeeklyPay ETF	15.20%	16.38%
SPCI Tuttle Capital Space Industry Income Blast ETF	5.12%	0.00%

Frequently Asked Questions

Can I hold both SPCI and ARMW in my portfolio?

SPCI and ARMW have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPCI or ARMW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPCI or ARMW?

SPCI and ARMW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, SPCI or ARMW?

ARMW has the higher dividend yield at 15.20%, compared with 5.12% for SPCI.

What is the main difference between SPCI and ARMW?

They also come from different issuers: Tuttle and Roundhill Investments.