SPCI vs. WEEL
SPCI (Tuttle Capital Space Industry Income Blast ETF) and WEEL (Peerless Option Income Wheel ETF) are both Derivative Income funds. SPCI is passively managed, while WEEL is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.
Performance
SPCI vs. WEEL - Performance Comparison
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Returns By Period
SPCI
- 1D
- -2.83%
- 1M
- -31.76%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WEEL
- 1D
- -0.05%
- 1M
- -0.50%
- YTD
- 4.37%
- 6M
- 4.65%
- 1Y
- 16.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCI vs. WEEL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SPCI Tuttle Capital Space Industry Income Blast ETF | 26.28% |
WEEL Peerless Option Income Wheel ETF | 3.39% |
Correlation
The correlation between SPCI and WEEL is 0.53, 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 | 0.53 |
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Return for Risk
SPCI vs. WEEL — Risk / Return Rank
SPCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WEEL
SPCI vs. WEEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Space Industry Income Blast ETF (SPCI) and Peerless Option Income Wheel ETF (WEEL). 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 | WEEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.54 | — |
| Martin ratioReturn relative to average drawdown | — | 16.45 | — |
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Drawdowns
SPCI vs. WEEL - Drawdown Comparison
The maximum SPCI drawdown since its inception was -41.78%, which is greater than WEEL's maximum drawdown of -17.45%. Use the drawdown chart below to compare losses from any high point for SPCI and WEEL.
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Drawdown Indicators
| SPCI | WEEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.78% | -17.45% | -24.33% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.60% | — |
Current DrawdownCurrent decline from peak | -41.78% | -1.49% | -40.29% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -1.44% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.99% | — |
Volatility
SPCI vs. WEEL - Volatility Comparison
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Volatility by Period
| SPCI | WEEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 97.57% | 8.23% | +89.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.57% | 12.81% | +84.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.57% | 12.81% | +84.76% |
SPCI vs. WEEL - Expense Ratio Comparison
Both SPCI and WEEL have an expense ratio of 0.99%.
Dividends
SPCI vs. WEEL - Dividend Comparison
SPCI's dividend yield for the trailing twelve months is around 10.13%, less than WEEL's 12.56% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SPCI Tuttle Capital Space Industry Income Blast ETF | 10.13% | 0.00% | 0.00% |
WEEL Peerless Option Income Wheel ETF | 12.56% | 12.72% | 6.88% |
Frequently Asked Questions
SPCI and WEEL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPCI and WEEL have the same expense ratio: 0.99% per year.
WEEL has the higher dividend yield at 12.56%, compared with 10.13% for SPCI.
They also come from different issuers: Tuttle and Peerless ETFs.
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