SPCI vs. MEMY

Last updated Jun 24, 2026

SPCI (Tuttle Capital Space Industry Income Blast ETF) and MEMY (Tuttle Capital Meme Stock Income Blast ETF) are both Derivative Income funds from Tuttle. SPCI is passively managed, while MEMY is actively managed. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

SPCI vs. MEMY - Performance Comparison

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

Returns By Period

SPCI

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

MEMY

• 1D: -3.21%
• 1M: -7.80%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SPCI vs. MEMY - Yearly Performance Comparison

	2026 (YTD)
SPCI Tuttle Capital Space Industry Income Blast ETF	26.28%
MEMY Tuttle Capital Meme Stock Income Blast ETF	10.04%

Correlation

The correlation between SPCI and MEMY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.62

Return for Risk

SPCI vs. MEMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and Tuttle Capital Meme Stock Income Blast ETF (MEMY). 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.

Drawdowns

SPCI vs. MEMY - Drawdown Comparison

The maximum SPCI drawdown since its inception was -41.78%, which is greater than MEMY's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for SPCI and MEMY.

Drawdown Indicators

	SPCI	MEMY	Difference
Max Drawdown Largest peak-to-trough decline	-41.78%	-27.45%	-14.33%
Current Drawdown Current decline from peak	-41.78%	-15.67%	-26.11%
Average Drawdown Average peak-to-trough decline	-10.13%	-13.19%	+3.06%

Volatility

Volatility by Period

	SPCI	MEMY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	97.57%	54.02%	+43.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	97.57%	54.02%	+43.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.57%	54.02%	+43.55%

SPCI vs. MEMY - Expense Ratio Comparison

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

Dividends

SPCI vs. MEMY - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 10.13%, more than MEMY's 7.02% yield.

Position	TTM
MEMY Tuttle Capital Meme Stock Income Blast ETF	7.02%
SPCI Tuttle Capital Space Industry Income Blast ETF	10.13%

Frequently Asked Questions

Can I hold both SPCI and MEMY in my portfolio?

SPCI and MEMY have a correlation of 0.62, 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 MEMY?

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 MEMY?

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

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

SPCI has the higher dividend yield at 10.13%, compared with 7.02% for MEMY.