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XSPI vs. SDTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. SDTY - 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 S&P 500 0DTE Covered Call Strategy ETF (SDTY). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. SDTY - Yearly Performance Comparison


Returns By Period


XSPI

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

SDTY

1D
-0.69%
1M
-3.31%
YTD
-3.91%
6M
-0.33%
1Y
13.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. SDTY - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is lower than SDTY's 1.01% expense ratio.


Return for Risk

XSPI vs. SDTY — Risk / Return Rank

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

XSPI

SDTY
SDTY Risk / Return Rank: 3939
Overall Rank
SDTY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SDTY Sortino Ratio Rank: 3636
Sortino Ratio Rank
SDTY Omega Ratio Rank: 4545
Omega Ratio Rank
SDTY Calmar Ratio Rank: 3636
Calmar Ratio Rank
SDTY Martin Ratio Rank: 3939
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. SDTY - 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 S&P 500 0DTE Covered Call Strategy ETF (SDTY). 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. SDTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPISDTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.51

0.28

-1.78

Correlation

The correlation between XSPI and SDTY is 0.96, 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. SDTY - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.06%, less than SDTY's 28.91% yield.


Drawdowns

XSPI vs. SDTY - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum SDTY drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for XSPI and SDTY.


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Drawdown Indicators


XSPISDTYDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-18.63%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

Current Drawdown

Current decline from peak

-7.07%

-6.06%

-1.01%

Average Drawdown

Average peak-to-trough decline

-3.65%

-3.35%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

XSPI vs. SDTY - Volatility Comparison


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Volatility by Period


XSPISDTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

17.70%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.82%

17.48%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

17.48%

+4.34%