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XSPI vs. TLTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. TLTI - 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 Enhanced Income 20+ Year Treasury Bond ETF (TLTI). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. TLTI - Yearly Performance Comparison


Returns By Period


XSPI

1D
4.33%
1M
-6.55%
YTD
6M
1Y
3Y*
5Y*
10Y*

TLTI

1D
0.43%
1M
-3.57%
YTD
0.97%
6M
0.37%
1Y
1.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. TLTI - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than TLTI's 0.58% expense ratio.


Return for Risk

XSPI vs. TLTI — Risk / Return Rank

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

XSPI

TLTI
TLTI Risk / Return Rank: 1515
Overall Rank
TLTI Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TLTI Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLTI Omega Ratio Rank: 1313
Omega Ratio Rank
TLTI Calmar Ratio Rank: 1818
Calmar Ratio Rank
TLTI Martin Ratio Rank: 1616
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. TLTI - 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 Enhanced Income 20+ Year Treasury Bond ETF (TLTI). 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. TLTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPITLTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.69

0.03

-1.72

Correlation

The correlation between XSPI and TLTI is 0.32, 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. TLTI - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.08%, less than TLTI's 6.25% yield.


Drawdowns

XSPI vs. TLTI - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, which is greater than TLTI's maximum drawdown of -8.70%. Use the drawdown chart below to compare losses from any high point for XSPI and TLTI.


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Drawdown Indicators


XSPITLTIDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-8.70%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

Current Drawdown

Current decline from peak

-7.77%

-3.57%

-4.20%

Average Drawdown

Average peak-to-trough decline

-3.48%

-3.45%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

Volatility

XSPI vs. TLTI - Volatility Comparison


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Volatility by Period


XSPITLTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

11.35%

+10.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

11.51%

+10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

11.51%

+10.69%