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SPCI vs. DRAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPCI vs. DRAM - 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 Memory ETF (DRAM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SPCI

1D
-2.83%
1M
-31.76%
YTD
6M
1Y
3Y*
5Y*
10Y*

DRAM

1D
1.03%
1M
32.39%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPCI vs. DRAM - Yearly Performance Comparison


Correlation

The correlation between SPCI and DRAM is 0.30, 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 Apr 2, 2026

0.30

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Return for Risk

SPCI vs. DRAM - 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 Memory ETF (DRAM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPCI vs. DRAM - Sharpe Ratio Comparison


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Drawdowns

SPCI vs. DRAM - Drawdown Comparison

The maximum SPCI drawdown since its inception was -41.78%, which is greater than DRAM's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for SPCI and DRAM.


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Drawdown Indicators


SPCIDRAMDifference

Max Drawdown

Largest peak-to-trough decline

-41.78%

-19.97%

-21.81%

Current Drawdown

Current decline from peak

-41.78%

-13.37%

-28.41%

Average Drawdown

Average peak-to-trough decline

-10.13%

-3.27%

-6.86%

Volatility

SPCI vs. DRAM - Volatility Comparison


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Volatility by Period


SPCIDRAMDifference

Volatility (1Y)

Calculated over the trailing 1-year period

97.57%

92.40%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.57%

92.40%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.57%

92.40%

+5.17%

SPCI vs. DRAM - Expense Ratio Comparison

SPCI has a 0.99% expense ratio, which is higher than DRAM's 0.65% expense ratio.


Dividends

SPCI vs. DRAM - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 10.13%, while DRAM has not paid dividends to shareholders.


Frequently Asked Questions


SPCI and DRAM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRAM is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRAM is cheaper with a 0.65% expense ratio, compared with 0.99% for SPCI.

SPCI has the higher dividend yield at 10.13%, compared with 0.00% for DRAM.

SPCI is categorized as Derivative Income, while DRAM is Technology Equities. They also come from different issuers: Tuttle and Roundhill. Their fees differ too: 0.99% for SPCI and 0.65% for DRAM.

Portfolio Optimizer

Find the right allocation for SPCI and DRAM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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