PortfoliosLab logoPortfoliosLab logo
SPCI vs. TDAQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPCI vs. TDAQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Space Industry Income Blast ETF (SPCI) and TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


SPCI

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

TDAQ

1D
-0.48%
1M
10.56%
YTD
20.13%
6M
19.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPCI vs. TDAQ - Yearly Performance Comparison


Correlation

The correlation between SPCI and TDAQ is 0.49, 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

0.49

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. TDAQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ). 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.

SPCI vs. TDAQ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SPCITDAQDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

11.33

2.55

+8.78

Drawdowns

SPCI vs. TDAQ - Drawdown Comparison

The maximum SPCI drawdown since its inception was -21.33%, which is greater than TDAQ's maximum drawdown of -11.31%. Use the drawdown chart below to compare losses from any high point for SPCI and TDAQ.


Loading charts...

Drawdown Indicators


SPCITDAQDifference

Max Drawdown

Largest peak-to-trough decline

-21.33%

-11.31%

-10.02%

Current Drawdown

Current decline from peak

-21.33%

-0.48%

-20.85%

Average Drawdown

Average peak-to-trough decline

-5.00%

-2.25%

-2.75%

Volatility

SPCI vs. TDAQ - Volatility Comparison


Loading charts...

Volatility by Period


SPCITDAQDifference

Volatility (1Y)

Calculated over the trailing 1-year period

95.59%

17.14%

+78.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.59%

17.14%

+78.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.59%

17.14%

+78.45%

SPCI vs. TDAQ - Expense Ratio Comparison

SPCI has a 0.99% expense ratio, which is higher than TDAQ's 0.68% expense ratio.


Dividends

SPCI vs. TDAQ - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 5.12%, less than TDAQ's 10.10% yield.


Frequently Asked Questions


SPCI and TDAQ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDAQ is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDAQ is cheaper with a 0.68% expense ratio, compared with 0.99% for SPCI.

TDAQ has the higher dividend yield at 10.10%, compared with 5.12% for SPCI.

They also come from different issuers: Tuttle and TappAlpha. Their fees differ too: 0.99% for SPCI and 0.68% for TDAQ.

Portfolio Optimizer

Find the right allocation for SPCI and TDAQ

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