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SPIN vs. SQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIN vs. SQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street US Equity Premium Income ETF (SPIN) and YieldMax SQ Option Income Strategy ETF (SQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SPIN

1D
-2.25%
1M
-0.37%
YTD
0.85%
6M
1.11%
1Y
16.26%
3Y*
5Y*
10Y*

SQY

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

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Return for Risk

SPIN vs. SQY — Risk / Return Rank

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

SPIN
SPIN Risk / Return Rank: 4646
Overall Rank
SPIN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5151
Omega Ratio Rank
SPIN Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIN Martin Ratio Rank: 4747
Martin Ratio Rank

SQY
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.

SPIN vs. SQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street US Equity Premium Income ETF (SPIN) and YieldMax SQ Option Income Strategy ETF (SQY). 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.


SPINSQYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.74

Martin ratioReturn relative to average drawdown

7.23

SPIN vs. SQY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPINSQYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

Drawdowns

SPIN vs. SQY - Drawdown Comparison


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Drawdown Indicators


SPINSQYDifference

Max Drawdown

Largest peak-to-trough decline

-16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

Current Drawdown

Current decline from peak

-2.39%

Average Drawdown

Average peak-to-trough decline

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

Volatility

SPIN vs. SQY - Volatility Comparison


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Volatility by Period


SPINSQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

SPIN vs. SQY - Expense Ratio Comparison

SPIN has a 0.25% expense ratio, which is lower than SQY's 1.01% expense ratio.


Dividends

SPIN vs. SQY - Dividend Comparison

SPIN's dividend yield for the trailing twelve months is around 5.76%, while SQY has not paid dividends to shareholders.


PositionTTM20252024
SPIN
State Street US Equity Premium Income ETF
5.76%8.20%2.36%
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%

Frequently Asked Questions


On fees, SPIN is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPIN is cheaper with a 0.25% expense ratio, compared with 1.01% for SQY.

SPIN has the higher dividend yield at 5.76%, compared with 0.00% for SQY.

They also come from different issuers: State Street and YieldMax. Their fees differ too: 0.25% for SPIN and 1.01% for SQY.

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