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SPYH vs. ONEH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYH vs. ONEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS S&P 500 Hedged Equity Income ETF (SPYH) and TrueShares Equity Hedge ETF (ONEH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SPYH

1D
-1.00%
1M
-1.05%
YTD
3.89%
6M
3.22%
1Y
15.64%
3Y*
5Y*
10Y*

ONEH

1D
0.14%
1M
0.90%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYH vs. ONEH - Yearly Performance Comparison


Correlation

The correlation between SPYH and ONEH is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 29, 2026

0.19

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Return for Risk

SPYH vs. ONEH — Risk / Return Rank

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

SPYH
SPYH Risk / Return Rank: 6363
Overall Rank
SPYH Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYH Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYH Omega Ratio Rank: 6464
Omega Ratio Rank
SPYH Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPYH Martin Ratio Rank: 7070
Martin Ratio Rank

ONEH

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

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 vs. ONEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 Hedged Equity Income ETF (SPYH) and TrueShares Equity Hedge ETF (ONEH). 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.


SPYHONEHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

12.08

SPYH vs. ONEH - Sharpe Ratio Comparison


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Drawdowns

SPYH vs. ONEH - Drawdown Comparison

The maximum SPYH drawdown since its inception was -7.22%, which is greater than ONEH's maximum drawdown of -3.55%. Use the drawdown chart below to compare losses from any high point for SPYH and ONEH.


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Drawdown Indicators


SPYHONEHDifference

Max Drawdown

Largest peak-to-trough decline

-7.22%

-3.55%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

Current Drawdown

Current decline from peak

-2.13%

-1.06%

-1.07%

Average Drawdown

Average peak-to-trough decline

-0.75%

-1.50%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

Volatility

SPYH vs. ONEH - Volatility Comparison


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Volatility by Period


SPYHONEHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.28%

5.36%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

5.36%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

5.36%

+7.08%

SPYH vs. ONEH - Expense Ratio Comparison

SPYH has a 0.68% expense ratio, which is lower than ONEH's 0.79% expense ratio.


Dividends

SPYH vs. ONEH - Dividend Comparison

SPYH's dividend yield for the trailing twelve months is around 7.68%, while ONEH has not paid dividends to shareholders.


PositionTTM2025
ONEH
TrueShares Equity Hedge ETF
0.00%0.00%
SPYH
NEOS S&P 500 Hedged Equity Income ETF
7.68%5.54%

Frequently Asked Questions


SPYH and ONEH have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYH is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYH is cheaper with a 0.68% expense ratio, compared with 0.79% for ONEH.

SPYH has the higher dividend yield at 7.68%, compared with 0.00% for ONEH.

They also come from different issuers: NEOS and TrueShares. Their fees differ too: 0.68% for SPYH and 0.79% for ONEH.

Portfolio Optimizer

Find the right allocation for SPYH and ONEH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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