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XSPI vs. SPIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. SPIN - 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 State Street US Equity Premium Income ETF (SPIN). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. SPIN - Yearly Performance Comparison


Returns By Period


XSPI

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

SPIN

1D
0.85%
1M
-3.63%
YTD
-4.41%
6M
-0.79%
1Y
14.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. SPIN - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than SPIN's 0.25% expense ratio.


Return for Risk

XSPI vs. SPIN — Risk / Return Rank

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

XSPI

SPIN
SPIN Risk / Return Rank: 4747
Overall Rank
SPIN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5454
Omega Ratio Rank
SPIN Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPIN Martin Ratio Rank: 4949
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. SPIN - 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 State Street US Equity Premium Income ETF (SPIN). 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. SPIN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPISPINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.48

0.66

-2.14

Correlation

The correlation between XSPI and SPIN is 0.97, 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. SPIN - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.05%, less than SPIN's 8.18% yield.


Drawdowns

XSPI vs. SPIN - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum SPIN drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for XSPI and SPIN.


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Drawdown Indicators


XSPISPINDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-16.85%

+5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

Current Drawdown

Current decline from peak

-6.88%

-6.56%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.57%

-2.34%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

XSPI vs. SPIN - Volatility Comparison


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Volatility by Period


XSPISPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

16.36%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

14.89%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

14.89%

+7.20%