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

Performance

SPYI vs. SPYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS S&P 500 High Income ETF (SPYI) and SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYI vs. SPYH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYI
NEOS S&P 500 High Income ETF
-2.59%16.67%19.03%18.09%-2.44%
SPYH.DE
SPDR MSCI Europe Health Care UCITS ETF
-1.30%21.72%-1.97%11.29%8.19%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPYI achieves a -2.59% return, which is significantly lower than SPYH.DE's -1.30% return.


SPYI

1D
0.56%
1M
-3.70%
YTD
-2.59%
6M
0.63%
1Y
16.76%
3Y*
14.46%
5Y*
10Y*

SPYH.DE

1D
1.99%
1M
-5.44%
YTD
-1.30%
6M
4.40%
1Y
13.37%
3Y*
7.46%
5Y*
7.03%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYI vs. SPYH.DE - Expense Ratio Comparison

SPYI has a 0.68% expense ratio, which is higher than SPYH.DE's 0.18% expense ratio.


Return for Risk

SPYI vs. SPYH.DE — Risk / Return Rank

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

SPYI
SPYI Risk / Return Rank: 6363
Overall Rank
SPYI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPYI Omega Ratio Rank: 6969
Omega Ratio Rank
SPYI Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYI Martin Ratio Rank: 7474
Martin Ratio Rank

SPYH.DE
SPYH.DE Risk / Return Rank: 2020
Overall Rank
SPYH.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SPYH.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPYH.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SPYH.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPYH.DE Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 High Income ETF (SPYI) and SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE). 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.


SPYISPYH.DEDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.62

+0.41

Sortino ratio

Return per unit of downside risk

1.57

0.97

+0.60

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

1.54

1.02

+0.52

Martin ratio

Return relative to average drawdown

8.06

3.08

+4.98

SPYI vs. SPYH.DE - Sharpe Ratio Comparison

The current SPYI Sharpe Ratio is 1.04, which is higher than the SPYH.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SPYI and SPYH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYISPYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.62

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.38

+0.64

Correlation

The correlation between SPYI and SPYH.DE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPYI vs. SPYH.DE - Dividend Comparison

SPYI's dividend yield for the trailing twelve months is around 12.43%, while SPYH.DE has not paid dividends to shareholders.


TTM2025202420232022
SPYI
NEOS S&P 500 High Income ETF
12.43%11.70%12.04%12.01%4.10%
SPYH.DE
SPDR MSCI Europe Health Care UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPYI vs. SPYH.DE - Drawdown Comparison

The maximum SPYI drawdown since its inception was -16.47%, smaller than the maximum SPYH.DE drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for SPYI and SPYH.DE.


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Drawdown Indicators


SPYISPYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-26.62%

+10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-13.47%

+2.45%

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

-4.50%

-8.92%

+4.42%

Average Drawdown

Average peak-to-trough decline

-1.86%

-8.58%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

4.58%

-2.47%

Volatility

SPYI vs. SPYH.DE - Volatility Comparison

The current volatility for NEOS S&P 500 High Income ETF (SPYI) is 5.10%, while SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) has a volatility of 5.58%. This indicates that SPYI experiences smaller price fluctuations and is considered to be less risky than SPYH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYISPYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.58%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

12.78%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

21.33%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

17.28%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

16.87%

-3.75%