NEOS S&P 500 High Income ETF
Symbol: SPYI
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception Date: 29/08/2022
Latest Date: 02/04/2026
Current Price: $49.72
Expense Ratio: 0.68%
Assets Under Management
$8.1B
1.28% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.55%
Volatility
16.98%
Sharpe Ratio
-2.140
VaR 95%
-1.67%
CVaR 95%:
-1.71%
Max Drawdown:
-6.85%
Sortino Ratio:
-3.880
Calmar Ratio:
-4.78
Return
-3.52%
Volatility
12.76%
Sharpe Ratio
-1.347
VaR 95%
-1.35%
CVaR 95%:
-1.59%
Max Drawdown:
-8.52%
Sortino Ratio:
-2.005
Calmar Ratio:
-1.59
Return
-0.24%
Volatility
11.74%
Sharpe Ratio
-0.350
VaR 95%
-1.34%
CVaR 95%:
-1.63%
Max Drawdown:
-8.52%
Sortino Ratio:
-0.487
Calmar Ratio:
-0.06
Return
15.19%
Volatility
16.13%
Sharpe Ratio
0.720
VaR 95%
-1.33%
CVaR 95%:
-2.37%
Max Drawdown:
-8.52%
Sortino Ratio:
0.833
Calmar Ratio:
1.79
Return
25.45%
Volatility
13.98%
Sharpe Ratio
0.603
VaR 95%
-1.34%
CVaR 95%:
-2.11%
Max Drawdown:
-16.47%
Sortino Ratio:
0.697
Calmar Ratio:
0.73
Return
48.71%
Volatility
12.34%
Sharpe Ratio
0.856
VaR 95%
-1.22%
CVaR 95%:
-1.86%
Max Drawdown:
-16.47%
Sortino Ratio:
1.006
Calmar Ratio:
0.86
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.062%
Best Day
8.807%
09/04/2025
Worst Day
-5.935%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $49.09 | $49.81 | $49.01 | $49.72 | 5,750,100 |
| 01/04/2026 | $49.61 | $49.87 | $49.52 | $49.65 | 4,313,300 |
| 31/03/2026 | $48.50 | $49.43 | $48.44 | $49.37 | 5,845,800 |
| 30/03/2026 | $48.54 | $48.59 | $47.77 | $47.98 | 4,209,100 |
| 27/03/2026 | $48.74 | $48.77 | $48.05 | $48.14 | 6,071,700 |
| 26/03/2026 | $49.45 | $49.68 | $48.94 | $48.97 | 4,528,600 |
| 25/03/2026 | $49.95 | $50.12 | $49.64 | $49.81 | 4,347,300 |
| 24/03/2026 | $49.41 | $49.83 | $49.31 | $49.56 | 4,808,600 |
| 23/03/2026 | $49.83 | $50.23 | $49.60 | $49.71 | 7,358,700 |
| 20/03/2026 | $49.84 | $49.84 | $48.92 | $49.27 | 7,429,700 |