SPYI vs. ISPY

In the year-to-date period, SPYI achieves a 1.00% return, which is significantly higher than ISPY's -2.48% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPYI has a 0.68% expense ratio, which is higher than ISPY's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 High Income ETF (SPYI) and ProShares S&P 500 High Income ETF (ISPY). 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.

The current SPYI Sharpe Ratio is 0.71, which is comparable to the ISPY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SPYI and ISPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPYI's dividend yield for the trailing twelve months is around 12.46%, less than ISPY's 13.77% yield.

The maximum SPYI drawdown since its inception was -16.47%, roughly equal to the maximum ISPY drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for SPYI and ISPY. For additional features, visit the drawdowns tool.

NEOS S&P 500 High Income ETF (SPYI) and ProShares S&P 500 High Income ETF (ISPY) have volatilities of 5.49% and 5.23%, 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.