GSPY vs SKOR

Comparison between GOTHAM ENHANCED 500 ETF (GSPY, ETF) and FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX FUND (SKOR, ETF).

5-Year PerformanceGSPY has outperformed SKOR, delivering a return of +12.5% compared to +1.5%

GSPY vs SKOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GSPY(ETF)	SKOR(ETF)
Net Assets	$716M	$715M
Expense Ratio	0.50%	0.15%
Max Drawdown	23.30%	19.15%
Sharpe Ratio	1.34	-0.12
5Y Beta	0.96	0.06
P/E Ratio	25.96	N/A
Forward P/E	19.21	N/A
5Y Dividends CAGR	N/A	7.11%
5Y EPS CAGR	23.83%	N/A
Debt to Equity	19.12%	N/A
P/S Ratio	3.12	N/A
P/B Ratio	5.13	N/A

Net Assets

Winner

GSPY

$716M

SKOR

$715M

Expense Ratio

GSPY

0.50%

Winner

SKOR

0.15%

Max Drawdown

GSPY

23.30%

Winner

SKOR

19.15%

Sharpe Ratio

Winner

GSPY

1.34

SKOR

-0.12

5Y Beta

GSPY

0.96

Winner

SKOR

0.06

P/E Ratio

GSPY

25.96

SKOR

N/A

Forward P/E

GSPY

19.21

SKOR

N/A

5Y Dividends CAGR

GSPY

N/A

SKOR

7.11%

5Y EPS CAGR

GSPY

23.83%

SKOR

N/A

Debt to Equity

GSPY

19.12%

SKOR

N/A

P/S Ratio

GSPY

3.12

SKOR

N/A

P/B Ratio

GSPY

5.13

SKOR

N/A

GSPY vs SKOR - Historical Returns

Returns include dividend reinvestment.

Period	GSPY	SKOR
1 month	+1.06%	-0.58%
3 months	+5.13%	-0.56%
6 months	+8.35%	-0.28%
1 year	+19.49%	+3.26%
5 years(CAGR)	+12.50%	+1.51%
10 years(CAGR)	N/A	+2.72%
Max(CAGR)	+14.76%	+2.96%

Winner

GSPY

+1.06%

SKOR

-0.58%

Winner

GSPY

+5.13%

SKOR

-0.56%

Winner

GSPY

+8.35%

SKOR

-0.28%

Winner

GSPY

+19.49%

SKOR

+3.26%

5Y(CAGR)

Winner

GSPY

+12.50%

SKOR

+1.51%

10Y(CAGR)

GSPY

N/A

SKOR

+2.72%

Max(CAGR)

Winner

GSPY

+14.76%

SKOR

+2.96%

GSPY vs SKOR - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	GSPY	SKOR
2026	+9.62%	-0.10%
2025	+18.41%	+7.97%
2024	+24.23%	+4.83%
2023	+26.37%	+7.28%
2022	-17.40%	-9.56%
2021	+29.20%	-1.33%
2020	+0.58%	+8.68%
2019	N/A	+10.60%
2018	N/A	-0.64%
2017	N/A	+4.17%
2016	N/A	+2.76%
2015	N/A	+1.61%
2014	N/A	+0.51%

GSPY vs SKOR Drawdown Comparison

The maximum drawdown for GSPY was -23.30%, occurring on Sep 30, 2022. Recovery took 480 trading sessions.

The maximum drawdown for SKOR was -15.98%, occurring on Mar 19, 2020. Recovery took 59 trading sessions.

The current GSPY drawdown is -1.93%. The current SKOR drawdown is -1.24%.

Rank	GSPY	SKOR
#1	-23.30% Jan 4, 2022 - Dec 1, 2023	-15.98% Mar 4, 2020 - May 28, 2020
#2	-18.67% Feb 19, 2025 - Jun 26, 2025	-15.13% Aug 3, 2021 - Sep 4, 2024
#3	-8.62% Feb 2, 2026 - Apr 14, 2026	-4.09% Dec 18, 2017 - Jan 30, 2019
#4	-7.95% Jul 16, 2024 - Aug 30, 2024	-3.84% Sep 6, 2016 - May 31, 2017
#5	-5.23% Oct 28, 2025 - Dec 10, 2025	-3.52% Apr 6, 2015 - Mar 18, 2016
#6	-5.08% Sep 2, 2021 - Oct 20, 2021	-2.46% Dec 31, 2020 - Jul 27, 2021
#7	-4.91% Mar 28, 2024 - May 15, 2024	-2.26% Oct 1, 2024 - Feb 25, 2025
#8	-4.27% Feb 12, 2021 - Mar 11, 2021	-2.23% Apr 3, 2025 - May 27, 2025
#9	-4.13% Dec 6, 2024 - Jan 22, 2025	-2.09% Feb 27, 2026 - Mar 27, 2026
#10	-4.12% Aug 30, 2024 - Sep 19, 2024	-1.62% Sep 4, 2019 - Oct 3, 2019
#11	-4.04% Jun 1, 2026 - Jun 10, 2026	-1.25% Jan 30, 2015 - Mar 24, 2015
#12	-4.04% May 7, 2021 - Jun 14, 2021	-1.16% May 17, 2016 - Jun 13, 2016
#13	-3.78% Nov 16, 2021 - Dec 10, 2021	-0.98% Jun 22, 2017 - Jul 18, 2017
#14	-3.23% Jan 21, 2021 - Feb 4, 2021	-0.96% Aug 6, 2020 - Nov 5, 2020
#15	-3.01% Oct 8, 2025 - Oct 24, 2025	-0.94% Dec 1, 2014 - Jan 6, 2015

Correlation

Correlation between GSPY and SKOR is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2014 - 2026)

GSPY vs SKOR dividend yield comparison.

Year	GSPY	SKOR
2026	0.00%	2.37%
2025	2.61%	4.70%
2024	0.84%	4.90%
2023	1.06%	3.90%
2022	1.25%	2.56%
2021	0.23%	2.55%
2020	0.00%	3.38%
2019	0.00%	3.53%
2018	0.00%	2.85%
2017	0.00%	2.46%
2016	0.00%	2.74%
2015	0.00%	2.25%
2014	0.00%	0.31%