SPYY.L vs. VOO
Compare and contrast key facts about IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and Vanguard S&P 500 ETF (VOO).
SPYY.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYY.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SPYY.L vs. VOO - Performance Comparison
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SPYY.L vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | -10.77% | 16.00% | -4.69% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 5.67% |
Returns By Period
In the year-to-date period, SPYY.L achieves a -10.77% return, which is significantly lower than VOO's -4.42% return.
SPYY.L
- 1D
- -0.85%
- 1M
- -7.50%
- YTD
- -10.77%
- 6M
- -6.81%
- 1Y
- 7.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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SPYY.L vs. VOO - Expense Ratio Comparison
SPYY.L has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SPYY.L vs. VOO — Risk / Return Rank
SPYY.L
VOO
SPYY.L vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and Vanguard S&P 500 ETF (VOO). 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.L | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.98 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.50 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.53 | -1.08 |
Martin ratioReturn relative to average drawdown | 1.43 | 7.29 | -5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYY.L | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.98 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.83 | -0.89 |
Correlation
The correlation between SPYY.L and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPYY.L vs. VOO - Dividend Comparison
SPYY.L's dividend yield for the trailing twelve months is around 72.85%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | 72.85% | 82.07% | 2.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SPYY.L vs. VOO - Drawdown Comparison
The maximum SPYY.L drawdown since its inception was -17.71%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPYY.L and VOO.
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Drawdown Indicators
| SPYY.L | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -33.99% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -11.98% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -11.75% | -6.29% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -3.72% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.52% | +1.27% |
Volatility
SPYY.L vs. VOO - Volatility Comparison
The current volatility for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) is 3.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that SPYY.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYY.L | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 5.29% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 9.44% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.58% | 18.10% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 16.82% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 17.99% | -3.59% |