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SPYH.DE vs. NFLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYH.DE vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYH.DE is traded in EUR, while NFLY is traded in USD. To make them comparable, the NFLY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYH.DE achieves a -1.97% return, which is significantly higher than NFLY's -6.37% return.


SPYH.DE

1D
3.34%
1M
0.41%
YTD
-1.97%
6M
-0.47%
1Y
6.02%
3Y*
2.85%
5Y*
5.81%
10Y*
6.16%

NFLY

1D
0.90%
1M
-2.37%
YTD
-6.37%
6M
-11.82%
1Y
-28.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYH.DE vs. NFLY - Yearly Performance Comparison


2026 (YTD)202520242023
SPYH.DE
SPDR MSCI Europe Health Care UCITS ETF
-1.97%7.82%3.98%-1.66%
NFLY
YieldMax NFLX Option Income Strategy ETF
-6.37%-10.41%77.35%2.68%

Correlation

The correlation between SPYH.DE and NFLY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2023

0.04

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Return for Risk

SPYH.DE vs. NFLY — Risk / Return Rank

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

SPYH.DE
SPYH.DE Risk / Return Rank: 1515
Overall Rank
SPYH.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPYH.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPYH.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SPYH.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPYH.DE Martin Ratio Rank: 1515
Martin Ratio Rank

NFLY
NFLY Risk / Return Rank: 22
Overall Rank
NFLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLY Sortino Ratio Rank: 22
Sortino Ratio Rank
NFLY Omega Ratio Rank: 11
Omega Ratio Rank
NFLY Calmar Ratio Rank: 22
Calmar Ratio Rank
NFLY Martin Ratio Rank: 22
Martin Ratio Rank
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.

SPYH.DE vs. NFLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.


SPYH.DENFLYDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.08

0.82

+0.26

Calmar ratioReturn relative to maximum drawdown

0.50

-0.77

+1.27

Martin ratioReturn relative to average drawdown

1.10

-1.43

+2.53

SPYH.DE vs. NFLY - Sharpe Ratio Comparison

The current SPYH.DE Sharpe Ratio is 0.37, which is higher than the NFLY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SPYH.DE and NFLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYH.DENFLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-1.02

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.57

-0.14

Drawdowns

SPYH.DE vs. NFLY - Drawdown Comparison

The maximum SPYH.DE drawdown since its inception was -26.62%, smaller than the maximum NFLY drawdown of -37.59%. Use the drawdown chart below to compare losses from any high point for SPYH.DE and NFLY.


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Drawdown Indicators


SPYH.DENFLYDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-37.59%

+10.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-37.59%

+25.01%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-26.62%

Current Drawdown

Current decline from peak

-10.72%

-30.26%

+19.54%

Average Drawdown

Average peak-to-trough decline

-8.61%

-8.52%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

20.21%

-14.48%

Volatility

SPYH.DE vs. NFLY - Volatility Comparison

SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and YieldMax NFLX Option Income Strategy ETF (NFLY) have volatilities of 6.01% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYH.DENFLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

5.77%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

21.17%

-9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

28.45%

-11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

28.65%

-12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

28.65%

-12.83%

SPYH.DE vs. NFLY - Expense Ratio Comparison

SPYH.DE has a 0.18% expense ratio, which is lower than NFLY's 0.99% expense ratio.


Dividends

SPYH.DE vs. NFLY - Dividend Comparison

SPYH.DE has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 58.80%.


PositionTTM202520242023
NFLY
YieldMax NFLX Option Income Strategy ETF
58.80%61.53%49.91%11.84%
SPYH.DE
SPDR MSCI Europe Health Care UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPYH.DE and NFLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYH.DE is cheaper with a 0.18% expense ratio, compared with 0.99% for NFLY.

SPYH.DE is categorized as Health & Biotech Equities, while NFLY is Derivative Income. They also come from different issuers: State Street and YieldMax. Their fees differ too: 0.18% for SPYH.DE and 0.99% for NFLY.

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