SPYINEOS S&P 500 Income ETFINDEX
NEOS S&P 500(R) HIGH INCOME ETF
$53.60-0.81% today
485452-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +1.9% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$1.8Bassets under management
—expense ratio
—net flow, trailing month
2.8Mavg daily volume, 30 days
0holdings · US-domiciled
2023listed December 29, 2023 · beta 0.82
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -1.1% |
| 1 month | +1.0% |
| 3 months | +0.1% |
| 6 months | +2.7% |
| YTD | +1.9% |
| 1 year | — |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
12%realized volatility, 30 days (annualized)
11%realized volatility, 1 year
-10.1%deepest fall from a peak, 1 year
-1.5%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
13Kcalls today
729puts today
0.06put/call ratio
2.9Mshares traded
The case against SPYI
Due diligence cuts both ways. These funds sit on the same shelf and beat SPYI on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| ESMV iShares ESG MSCI USA Min Vol Factor ETF | 0.18% | $7904.06T | −$41K | 4285776× the assets | Head-to-head |
| SPY SPDR S&P 500 ETF Trust | 0.09% | $818.3B | +$2.8B | 444× the assets · +$2.8B in over the month | Head-to-head |
| QQQ Invesco QQQ Trust | 0.20% | $498.5B | +$9.6B | 270× the assets · +$9.6B in over the month | Head-to-head |
| IEMG iShares Core MSCI Emerging Markets ETF | 0.09% | $160.6B | +$1.9B | 87× the assets · +$1.9B in over the month | Head-to-head |
| IJH iShares Core S&P Mid-Cap ETF | 0.05% | $128.4B | +$547M | 70× the assets · +$547M in over the month | Head-to-head |