See what your fund actually adds

NEOS S&P 500 High Income ETF SPYI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SPYI compared with its replication portfolio
MeasureSPYIReplication
Annualized growth15.7%17.8%
Annualized volatility11.8%12.3%
Sharpe ratio1.291.40
Maximum drawdown14.8%13.7%
Replication fit (R²)0.95 · Tracking error 2.6%

Replication portfolio

The published portfolio below is the investable basket used to model SPYI’s historical return behavior.

SPYI replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap35.5%
VUGStyle · Growth27.5%
WTMFAlternatives · Mgt Futures19.1%
SPHYFI · High Yield11.3%
EFVIntl · Value6.7%