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XSPI vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. LQTI - 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 FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. LQTI - Yearly Performance Comparison


Returns By Period


XSPI

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

LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. LQTI - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

XSPI vs. LQTI — Risk / Return Rank

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

XSPI

LQTI
LQTI Risk / Return Rank: 3636
Overall Rank
LQTI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3030
Omega Ratio Rank
LQTI Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3737
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. LQTI - 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 FT Vest Investment Grade & Target Income ETF (LQTI). 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. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPILQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.48

0.90

-2.39

Correlation

The correlation between XSPI and LQTI is 0.36, 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.


Dividends

XSPI vs. LQTI - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.05%, less than LQTI's 9.07% yield.


Drawdowns

XSPI vs. LQTI - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for XSPI and LQTI.


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Drawdown Indicators


XSPILQTIDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-3.41%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-6.88%

-2.03%

-4.85%

Average Drawdown

Average peak-to-trough decline

-3.57%

-0.78%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

XSPI vs. LQTI - Volatility Comparison


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Volatility by Period


XSPILQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

6.23%

+15.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

6.11%

+15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

6.11%

+15.98%