SPCK vs. SPCI
SPCK (SPAC and New Issue ETF) and SPCI (Tuttle Capital Space Industry Income Blast ETF) are both exchange-traded funds - SPCK is a Actively Managed fund actively managed by Tuttle, while SPCI is a Derivative Income fund tracking the Syntax Space Industry Index. SPCK is actively managed, while SPCI is passively managed. Their -0.01 correlation means they have often moved in opposite directions in the past. SPCK charges 0.95%/yr vs 0.99%/yr for SPCI.
Performance
SPCK vs. SPCI - Performance Comparison
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Returns By Period
SPCK
- 1D
- -0.29%
- 1M
- -0.26%
- 6M
- -0.03%
- YTD
- 1.34%
- 1Y
- 3.66%
- 3Y*
- 3.82%
- 5Y*
- -1.39%
- 10Y*
- —
- ALL TIME*
- 1.18%
SPCI
- 1D
- 0.12%
- 1M
- -31.32%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $297.38K | $462.91K | $775.72K | |
| $38.34K | $97.37K | $145.22K |
SPCK vs. SPCI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SPCK SPAC and New Issue ETF | 0.77% |
SPCI Tuttle Capital Space Industry Income Blast ETF | -7.16% |
Correlation
The correlation between SPCK and SPCI is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | -0.01 |
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Return for Risk
SPCK vs. SPCI — Risk / Return Rank
SPCK
SPCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPCK vs. SPCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPAC and New Issue ETF (SPCK) and Tuttle Capital Space Industry Income Blast ETF (SPCI). 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.
| SPCK | SPCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | — | — |
| Martin ratioReturn relative to average drawdown | 2.02 | — | — |
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Drawdowns
SPCK vs. SPCI - Drawdown Comparison
The maximum SPCK drawdown since its inception was -28.28%, smaller than the maximum SPCI drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SPCK and SPCI.
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Drawdown Indicators
| SPCK | SPCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.28% | -60.02% | +31.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | — | — |
Current DrawdownCurrent decline from peak | -17.09% | -57.20% | +40.11% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -21.05% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | — | — |
Volatility
SPCK vs. SPCI - Volatility Comparison
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Volatility by Period
| SPCK | SPCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.84% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 94.94% | -88.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 94.94% | -86.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.20% | 94.94% | -85.74% |
SPCK vs. SPCI - Expense Ratio Comparison
SPCK has a 0.95% expense ratio, which is lower than SPCI's 0.99% expense ratio.
Dividends
SPCK vs. SPCI - Dividend Comparison
SPCK's dividend yield for the trailing twelve months is around 16.27%, less than SPCI's 20.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SPCI Tuttle Capital Space Industry Income Blast ETF | 20.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPCK SPAC and New Issue ETF | 16.27% | 16.48% | 0.69% | 2.27% | 0.00% | 1.28% |
Frequently Asked Questions
SPCK and SPCI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPCK is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPCK is cheaper with a 0.95% expense ratio, compared with 0.99% for SPCI.
SPCI has the higher dividend yield at 20.95%, compared with 16.27% for SPCK.
SPCK is categorized as Actively Managed, while SPCI is Derivative Income. Their fees differ too: 0.95% for SPCK and 0.99% for SPCI.
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