SPYI vs. GC=F

Last updated Jun 16, 2026

SPYI (NEOS S&P 500 High Income ETF) is Derivative Income fund actively managed by Neos, while GC=F (Gold Futures) is an asset.

Performance

SPYI vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS S&P 500 High Income ETF (SPYI) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SPYI

• 1D: 1.53%
• 1M: 1.73%
• YTD: 7.94%
• 6M: 8.71%
• 1Y: 22.69%
• 3Y*: 15.90%
• 5Y*: —
• 10Y*: —

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYI vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SPYI NEOS S&P 500 High Income ETF	7.94%	16.67%	19.03%	18.09%	-3.96%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	0.00%

Return for Risk

SPYI vs. GC=F — Risk / Return Rank

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

SPYI

SPYI Risk / Return Rank: 77
SPYI Sharpe Ratio Rank: 79
SPYI Sortino Ratio Rank: 77
SPYI Omega Ratio Rank: 83
SPYI Calmar Ratio Rank: 65
SPYI Martin Ratio Rank: 83

GC=F

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.

SPYI vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 High Income ETF (SPYI) and Gold Futures (GC=F). 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.

	SPYI	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	2.24	—	—
Sortino ratio: Return per unit of downside risk	3.03	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	2.95	—	—
Martin ratio: Return relative to average drawdown	14.87	—	—

Drawdowns

Drawdown Indicators

	SPYI	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-16.47%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.72%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	—	—
Current Drawdown Current decline from peak	-0.30%	—	—
Average Drawdown Average peak-to-trough decline	-1.81%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	—	—

Volatility

Volatility by Period

	SPYI	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.19%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.01%	—	—