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XSPI vs. USOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. USOY - 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 Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. USOY - Yearly Performance Comparison


Returns By Period


XSPI

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

USOY

1D
-0.54%
1M
34.04%
YTD
60.22%
6M
55.39%
1Y
44.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. USOY - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is lower than USOY's 1.22% expense ratio.


Return for Risk

XSPI vs. USOY — Risk / Return Rank

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

XSPI

USOY
USOY Risk / Return Rank: 8080
Overall Rank
USOY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 8484
Sortino Ratio Rank
USOY Omega Ratio Rank: 8383
Omega Ratio Rank
USOY Calmar Ratio Rank: 8989
Calmar Ratio Rank
USOY Martin Ratio Rank: 5858
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. USOY - 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 Defiance Oil Enhanced Options Income ETF (USOY). 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. USOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPIUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.69

1.24

-2.93

Correlation

The correlation between XSPI and USOY is -0.36. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XSPI vs. USOY - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.08%, less than USOY's 64.71% yield.


TTM20252024
XSPI
NEOS Boosted S&P 500 High Income ETF
3.08%0.00%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
64.71%104.32%48.60%

Drawdowns

XSPI vs. USOY - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum USOY drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for XSPI and USOY.


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Drawdown Indicators


XSPIUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-17.46%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

Current Drawdown

Current decline from peak

-7.77%

-0.54%

-7.23%

Average Drawdown

Average peak-to-trough decline

-3.48%

-6.56%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

Volatility

XSPI vs. USOY - Volatility Comparison


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Volatility by Period


XSPIUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

25.35%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

22.37%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

22.37%

-0.17%