YCST.NEO vs. SDAY.NEO
YCST.NEO (Costco (COST) Yield Shares Purpose ETF) and SDAY.NEO (Hamilton Enhanced U.S. Equity DayMAX™ ETF) are both Derivative Income funds. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. YCST.NEO charges 0.40%/yr vs 0.85%/yr for SDAY.NEO.
Performance
YCST.NEO vs. SDAY.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YCST.NEO achieves a 12.72% return, which is significantly higher than SDAY.NEO's 9.14% return.
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDAY.NEO
- 1D
- 0.77%
- 1M
- 3.97%
- YTD
- 9.14%
- 6M
- 6.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO vs. SDAY.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -12.36% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 9.14% | 4.48% |
Correlation
The correlation between YCST.NEO and SDAY.NEO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.20 |
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Return for Risk
YCST.NEO vs. SDAY.NEO — Risk / Return Rank
YCST.NEO
SDAY.NEO
YCST.NEO vs. SDAY.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). 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.
| YCST.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.95 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | — | — |
| Martin ratioReturn relative to average drawdown | -0.81 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YCST.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 1.39 | -1.57 |
Drawdowns
YCST.NEO vs. SDAY.NEO - Drawdown Comparison
The maximum YCST.NEO drawdown since its inception was -19.70%, which is greater than SDAY.NEO's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and SDAY.NEO.
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Drawdown Indicators
| YCST.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -7.75% | -11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.54% | — | — |
Current DrawdownCurrent decline from peak | -12.62% | -1.27% | -11.35% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -1.86% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.91% | — | — |
Volatility
YCST.NEO vs. SDAY.NEO - Volatility Comparison
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Volatility by Period
| YCST.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 11.55% | +8.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 11.55% | +13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 11.55% | +13.67% |
YCST.NEO vs. SDAY.NEO - Expense Ratio Comparison
YCST.NEO has a 0.40% expense ratio, which is lower than SDAY.NEO's 0.85% expense ratio.
Dividends
YCST.NEO vs. SDAY.NEO - Dividend Comparison
YCST.NEO's dividend yield for the trailing twelve months is around 14.01%, less than SDAY.NEO's 16.28% yield.
| Position | TTM | 2025 |
|---|---|---|
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 16.28% | 8.61% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% |
Frequently Asked Questions
YCST.NEO and SDAY.NEO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 0.85% for SDAY.NEO.
They also come from different issuers: Purpose Investments and Hamilton Capital. Their fees differ too: 0.40% for YCST.NEO and 0.85% for SDAY.NEO.
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