SPCI vs. TDVI

Last updated Jun 13, 2026

SPCI (Tuttle Capital Space Industry Income Blast ETF) and TDVI (FT Vest Technology Dividend Target Income ETF) are both Derivative Income funds. SPCI is passively managed, while TDVI is actively managed. A 0.52 correlation means they provide meaningful diversification when combined. SPCI charges 0.99%/yr vs 0.75%/yr for TDVI.

Performance

SPCI vs. TDVI - Performance Comparison

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

Returns By Period

SPCI

• 1D: -5.20%
• 1M: -9.62%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDVI

• 1D: 0.96%
• 1M: 3.92%
• YTD: 20.96%
• 6M: 19.96%
• 1Y: 36.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SPCI vs. TDVI - Yearly Performance Comparison

	2026 (YTD)
SPCI Tuttle Capital Space Industry Income Blast ETF	50.58%
TDVI FT Vest Technology Dividend Target Income ETF	20.08%

Correlation

The correlation between SPCI and TDVI is 0.52, 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	0.52

Return for Risk

SPCI vs. TDVI — Risk / Return Rank

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

SPCI

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

TDVI

TDVI Risk / Return Rank: 66
TDVI Sharpe Ratio Rank: 66
TDVI Sortino Ratio Rank: 61
TDVI Omega Ratio Rank: 64
TDVI Calmar Ratio Rank: 73
TDVI Martin Ratio Rank: 66

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. TDVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and FT Vest Technology Dividend Target Income ETF (TDVI). 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	TDVI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.89	—
Sortino ratio: Return per unit of downside risk	—	2.49	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	3.21	—
Martin ratio: Return relative to average drawdown	—	10.46	—

Drawdowns

SPCI vs. TDVI - Drawdown Comparison

The maximum SPCI drawdown since its inception was -35.46%, which is greater than TDVI's maximum drawdown of -22.08%. Use the drawdown chart below to compare losses from any high point for SPCI and TDVI.

Drawdown Indicators

	SPCI	TDVI	Difference
Max Drawdown Largest peak-to-trough decline	-35.46%	-22.08%	-13.38%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.16%	—
Current Drawdown Current decline from peak	-30.58%	-8.72%	-21.86%
Average Drawdown Average peak-to-trough decline	-7.58%	-3.04%	-4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.42%	—

Volatility

Volatility by Period

	SPCI	TDVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.06%	—
Volatility (1Y) Calculated over the trailing 1-year period	99.94%	19.00%	+80.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	99.94%	20.00%	+79.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.94%	20.00%	+79.94%

SPCI vs. TDVI - Expense Ratio Comparison

SPCI has a 0.99% expense ratio, which is higher than TDVI's 0.75% expense ratio.

Dividends

SPCI vs. TDVI - Dividend Comparison

SPCI's dividend yield for the trailing twelve months is around 7.57%, more than TDVI's 6.90% yield.

Position	TTM	2025	2024	2023
SPCI Tuttle Capital Space Industry Income Blast ETF	7.57%	0.00%	0.00%	0.00%
TDVI FT Vest Technology Dividend Target Income ETF	6.90%	7.53%	7.90%	3.04%

Frequently Asked Questions

Can I hold both SPCI and TDVI in my portfolio?

SPCI and TDVI have a correlation of 0.52, 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 TDVI?

On fees, TDVI is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPCI or TDVI?

TDVI is cheaper with a 0.75% expense ratio, compared with 0.99% for SPCI.

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

SPCI has the higher dividend yield at 7.57%, compared with 6.90% for TDVI.

What is the main difference between SPCI and TDVI?

They also come from different issuers: Tuttle and First Trust. Their fees differ too: 0.99% for SPCI and 0.75% for TDVI.