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XSPI vs. IWMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. IWMI - 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 NEOS Russell 2000 High Income ETF (IWMI). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. IWMI - Yearly Performance Comparison


Returns By Period


XSPI

1D
-0.20%
1M
-5.08%
YTD
6M
1Y
3Y*
5Y*
10Y*

IWMI

1D
0.61%
1M
-2.25%
YTD
1.97%
6M
5.27%
1Y
25.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. IWMI - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than IWMI's 0.68% expense ratio.


Return for Risk

XSPI vs. IWMI — Risk / Return Rank

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

XSPI

IWMI
IWMI Risk / Return Rank: 7272
Overall Rank
IWMI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IWMI Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWMI Omega Ratio Rank: 6767
Omega Ratio Rank
IWMI Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWMI Martin Ratio Rank: 8080
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. IWMI - 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 NEOS Russell 2000 High Income ETF (IWMI). 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. IWMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPIIWMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.51

0.74

-2.25

Correlation

The correlation between XSPI and IWMI is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XSPI vs. IWMI - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.06%, less than IWMI's 14.33% yield.


TTM20252024
XSPI
NEOS Boosted S&P 500 High Income ETF
3.06%0.00%0.00%
IWMI
NEOS Russell 2000 High Income ETF
14.33%14.05%8.78%

Drawdowns

XSPI vs. IWMI - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum IWMI drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for XSPI and IWMI.


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Drawdown Indicators


XSPIIWMIDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-23.88%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

Current Drawdown

Current decline from peak

-7.07%

-4.22%

-2.85%

Average Drawdown

Average peak-to-trough decline

-3.65%

-4.44%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

XSPI vs. IWMI - Volatility Comparison


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Volatility by Period


XSPIIWMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

19.09%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.82%

18.26%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

18.26%

+3.56%