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SPYI vs. SPYT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SPYI vs. SPYT.DE

Last updated May 16, 2025

Compare and contrast key facts about NEOS S&P 500 High Income ETF (SPYI) and SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE).

SPYI and SPYT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022. SPYT.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Communication Services 20/35 Capped. It was launched on Dec 5, 2014.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYI or SPYT.DE.

Correlation

The correlation between SPYI and SPYT.DE is 0.34, 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.

Performance

SPYI vs. SPYT.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 Communication Services UCITS ETF (SPYT.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPYI:

0.69

SPYT.DE:

1.65

Sortino Ratio

SPYI:

1.14

SPYT.DE:

2.19

Omega Ratio

SPYI:

1.19

SPYT.DE:

1.32

Calmar Ratio

SPYI:

0.77

SPYT.DE:

1.19

Martin Ratio

SPYI:

3.24

SPYT.DE:

7.93

Ulcer Index

SPYI:

3.92%

SPYT.DE:

2.94%

Daily Std Dev

SPYI:

17.11%

SPYT.DE:

14.42%

Max Drawdown

SPYI:

-16.47%

SPYT.DE:

-49.63%

Current Drawdown

SPYI:

-2.84%

SPYT.DE:

-0.42%

Returns By Period

In the year-to-date period, SPYI achieves a 1.27% return, which is significantly lower than SPYT.DE's 15.59% return.

SPYI

YTD

1.27%

1M

7.76%

6M

0.39%

1Y

11.76%

5Y*

N/A

10Y*

N/A

SPYT.DE

YTD

15.59%

1M

6.22%

6M

14.10%

1Y

23.96%

5Y*

11.35%

10Y*

0.79%

*Annualized

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SPYI vs. SPYT.DE - Expense Ratio Comparison

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

SPYI
NEOS S&P 500 High Income ETF
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF

Risk-Adjusted Performance

SPYI vs. SPYT.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPYI
The Risk-Adjusted Performance Rank of SPYI is 7373
Overall Rank
The Sharpe Ratio Rank of SPYI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 7676
Martin Ratio Rank
SPYT.DE
The Risk-Adjusted Performance Rank of SPYT.DE is 9191
Overall Rank
The Sharpe Ratio Rank of SPYT.DE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYT.DE is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SPYT.DE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SPYT.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPYT.DE is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYI vs. SPYT.DE - Risk-Adjusted Performance Comparison

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

The current SPYI Sharpe Ratio is 0.69, which is lower than the SPYT.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SPYI and SPYT.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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Dividends

SPYI vs. SPYT.DE - Dividend Comparison

SPYI's dividend yield for the trailing twelve months is around 12.42%, while SPYT.DE has not paid dividends to shareholders.

TTM202420232022
SPYI
NEOS S&P 500 High Income ETF		12.42%12.04%12.01%4.10%
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF		0.00%0.00%0.00%0.00%

Drawdowns

SPYI vs. SPYT.DE - Drawdown Comparison

The maximum SPYI drawdown since its inception was -16.47%, smaller than the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for SPYI and SPYT.DE. For additional features, visit the drawdowns tool.

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Volatility

SPYI vs. SPYT.DE - Volatility Comparison

NEOS S&P 500 High Income ETF (SPYI) has a higher volatility of 5.46% compared to SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) at 5.03%. This indicates that SPYI's price experiences larger fluctuations and is considered to be riskier than SPYT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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