SPCI vs. GOOY

Last updated Jun 4, 2026

SPCI (Tuttle Capital Space Industry Income Blast ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. SPCI is passively managed, while GOOY is actively managed. At a 0.25 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

SPCI vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Space Industry Income Blast ETF (SPCI) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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*: —

GOOY

• 1D: -0.65%
• 1M: -5.16%
• YTD: 13.61%
• 6M: 11.36%
• 1Y: 88.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SPCI vs. GOOY - Yearly Performance Comparison

	2026 (YTD)
SPCI Tuttle Capital Space Industry Income Blast ETF	74.56%
GOOY YieldMax GOOGL Option Income Strategy ETF	14.25%

Correlation

The correlation between SPCI and GOOY is 0.25, 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	0.25

Return for Risk

SPCI vs. GOOY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOOY

GOOY Risk / Return Rank: 92
GOOY Sharpe Ratio Rank: 95
GOOY Sortino Ratio Rank: 95
GOOY Omega Ratio Rank: 93
GOOY Calmar Ratio Rank: 89
GOOY Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPCI vs. GOOY - 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 GOOGL Option Income Strategy ETF (GOOY). 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	GOOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	11.33	1.09	+10.25

Drawdowns

SPCI vs. GOOY - Drawdown Comparison

The maximum SPCI drawdown since its inception was -21.33%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for SPCI and GOOY.

Drawdown Indicators

	SPCI	GOOY	Difference
Max Drawdown Largest peak-to-trough decline	-21.33%	-24.40%	+3.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.15%	—
Current Drawdown Current decline from peak	-21.33%	-8.61%	-12.72%
Average Drawdown Average peak-to-trough decline	-5.00%	-6.26%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.20%	—

Volatility

Volatility by Period

	SPCI	GOOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	95.59%	23.19%	+72.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.59%	23.31%	+72.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.59%	23.31%	+72.28%

SPCI vs. GOOY - Expense Ratio Comparison

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

Dividends

SPCI vs. GOOY - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 5.12%, less than GOOY's 50.99% yield.

Position	TTM	2025	2024	2023
GOOY YieldMax GOOGL Option Income Strategy ETF	50.99%	41.50%	36.74%	7.90%
SPCI Tuttle Capital Space Industry Income Blast ETF	5.12%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPCI and GOOY in my portfolio?

SPCI and GOOY have a correlation of 0.25, 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 GOOY?

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 GOOY?

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

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

GOOY has the higher dividend yield at 50.99%, compared with 5.12% for SPCI.

What is the main difference between SPCI and GOOY?

They also come from different issuers: Tuttle and YieldMax.