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XSPI vs. GOOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted S&P 500 High Income ETF (XSPI) and YieldMax GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. GOOY - Yearly Performance Comparison


Returns By Period


XSPI

1D
0.96%
1M
-5.82%
YTD
6M
1Y
3Y*
5Y*
10Y*

GOOY

1D
2.68%
1M
-1.83%
YTD
-2.52%
6M
18.19%
1Y
71.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. GOOY - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is lower than GOOY's 0.99% expense ratio.


Return for Risk

XSPI vs. GOOY — Risk / Return Rank

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

XSPI

GOOY
GOOY Risk / Return Rank: 9696
Overall Rank
GOOY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9696
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9696
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.

XSPI vs. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted S&P 500 High Income ETF (XSPI) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XSPI vs. GOOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPIGOOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.48

0.88

-2.36

Correlation

The correlation between XSPI and GOOY is 0.55, 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

XSPI vs. GOOY - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.05%, less than GOOY's 47.95% yield.


TTM202520242023
XSPI
NEOS Boosted S&P 500 High Income ETF
3.05%0.00%0.00%0.00%
GOOY
YieldMax GOOGL Option Income Strategy ETF
47.95%41.50%36.74%7.90%

Drawdowns

XSPI vs. GOOY - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for XSPI and GOOY.


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Drawdown Indicators


XSPIGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-24.40%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

Current Drawdown

Current decline from peak

-6.88%

-10.22%

+3.34%

Average Drawdown

Average peak-to-trough decline

-3.57%

-6.50%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

Volatility

XSPI vs. GOOY - Volatility Comparison


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Volatility by Period


XSPIGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

24.71%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

22.90%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

22.90%

-0.81%