SPCI vs. CHPY
SPCI (Tuttle Capital Space Industry Income Blast ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. SPCI is passively managed, while CHPY is actively managed. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
SPCI vs. CHPY - Performance Comparison
Loading charts...
Returns By Period
SPCI
- 1D
- -2.83%
- 1M
- -31.76%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHPY
- 1D
- -6.97%
- 1M
- 10.89%
- YTD
- 82.68%
- 6M
- 81.99%
- 1Y
- 134.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCI vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SPCI Tuttle Capital Space Industry Income Blast ETF | 26.28% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 63.31% |
Correlation
The correlation between SPCI and CHPY is 0.45, 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 12, 2026 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPCI vs. CHPY — Risk / Return Rank
SPCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY
SPCI vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPCI | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.64 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 11.13 | — |
| Martin ratioReturn relative to average drawdown | — | 39.19 | — |
Loading charts...
Drawdowns
SPCI vs. CHPY - Drawdown Comparison
The maximum SPCI drawdown since its inception was -41.78%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for SPCI and CHPY.
Loading charts...
Drawdown Indicators
| SPCI | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.78% | -12.19% | -29.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.17% | — |
Current DrawdownCurrent decline from peak | -41.78% | -6.97% | -34.81% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -2.14% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.45% | — |
Volatility
SPCI vs. CHPY - Volatility Comparison
Loading charts...
Volatility by Period
| SPCI | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 19.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 97.57% | 32.57% | +65.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.57% | 36.37% | +61.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.57% | 36.37% | +61.20% |
SPCI vs. CHPY - Expense Ratio Comparison
Both SPCI and CHPY have an expense ratio of 0.99%.
Dividends
SPCI vs. CHPY - Dividend Comparison
SPCI's dividend yield for the trailing twelve months is around 10.13%, less than CHPY's 29.64% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 29.64% | 28.19% |
SPCI Tuttle Capital Space Industry Income Blast ETF | 10.13% | 0.00% |
Frequently Asked Questions
SPCI and CHPY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPCI and CHPY have the same expense ratio: 0.99% per year.
CHPY has the higher dividend yield at 29.64%, compared with 10.13% for SPCI.
They also come from different issuers: Tuttle and YieldMax.
Find the right allocation for SPCI and CHPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer