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SPYY.L vs. RUB=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SPYY.L vs. RUB=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and USD/RUB (RUB=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYY.L is traded in USD, while RUB=X is traded in RUB. To make them comparable, the RUB=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYY.L achieves a -3.36% return, which is significantly lower than RUB=X's 0.11% return.


SPYY.L

1D
-0.10%
1M
2.88%
YTD
-3.36%
6M
-2.52%
1Y
10.70%
3Y*
5Y*
10Y*

RUB=X

1D
0.24%
1M
0.21%
YTD
0.11%
6M
0.22%
1Y
0.25%
3Y*
0.13%
5Y*
0.04%
10Y*
0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.L vs. RUB=X - Yearly Performance Comparison


2026 (YTD)20252024
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
-3.36%16.00%-4.69%
RUB=X
USD/RUB
0.11%0.26%-0.10%

Correlation

The correlation between SPYY.L and RUB=X is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

-0.02

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Return for Risk

SPYY.L vs. RUB=X — Risk / Return Rank

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

SPYY.L
SPYY.L Risk / Return Rank: 2222
Overall Rank
SPYY.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPYY.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPYY.L Omega Ratio Rank: 2828
Omega Ratio Rank
SPYY.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPYY.L Martin Ratio Rank: 2020
Martin Ratio Rank

RUB=X
RUB=X Risk / Return Rank: 2727
Overall Rank
RUB=X Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
RUB=X Sortino Ratio Rank: 2828
Sortino Ratio Rank
RUB=X Omega Ratio Rank: 2828
Omega Ratio Rank
RUB=X Calmar Ratio Rank: 3030
Calmar Ratio Rank
RUB=X Martin Ratio Rank: 2424
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.

SPYY.L vs. RUB=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and USD/RUB (RUB=X). 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.


SPYY.LRUB=XDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.19

1.02

+0.17

Calmar ratioReturn relative to maximum drawdown

0.71

0.05

+0.66

Martin ratioReturn relative to average drawdown

2.23

0.12

+2.11

SPYY.L vs. RUB=X - Sharpe Ratio Comparison

The current SPYY.L Sharpe Ratio is 0.83, which is higher than the RUB=X Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SPYY.L and RUB=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYY.LRUB=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.02

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.00

+0.26

Drawdowns

SPYY.L vs. RUB=X - Drawdown Comparison

The maximum SPYY.L drawdown since its inception was -17.71%, smaller than the maximum RUB=X drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for SPYY.L and RUB=X.


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Drawdown Indicators


SPYY.LRUB=XDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-41.64%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-3.85%

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

Current Drawdown

Current decline from peak

-4.42%

-38.86%

+34.44%

Average Drawdown

Average peak-to-trough decline

-4.76%

-10.91%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

1.15%

+3.64%

Volatility

SPYY.L vs. RUB=X - Volatility Comparison

The current volatility for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) is 2.78%, while USD/RUB (RUB=X) has a volatility of 3.64%. This indicates that SPYY.L experiences smaller price fluctuations and is considered to be less risky than RUB=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYY.LRUB=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.64%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

5.49%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

9.01%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

35.69%

-21.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

25.73%

-11.26%

Frequently Asked Questions


SPYY.L and RUB=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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