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IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
XS2901885041
Inception Date
Nov 15, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in IncomeShares Alphabet (GOOG) Options ETP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

IGOG.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) has returned -4.83% so far this year and 53.35% over the past 12 months.


IncomeShares Alphabet (GOOG) Options ETP

1D
1.84%
1M
-4.67%
YTD
-4.83%
6M
10.46%
1Y
53.35%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 15, 2024, IGOG.DE's average daily return is +0.11%, while the average monthly return is +2.10%. At this rate, your investment would double in approximately 2.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2025 with a return of +16.3%, while the worst month was Feb 2025 at -16.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, IGOG.DE closed higher 52% of trading days. The best single day was Oct 24, 2025 with a return of +17.9%, while the worst single day was Oct 27, 2025 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.31%-6.10%-4.67%-4.83%
20258.59%-15.99%-11.36%0.03%5.28%0.39%16.29%4.93%7.63%12.07%5.34%-1.68%30.32%
2024-1.69%10.27%8.41%

Benchmark Metrics

IncomeShares Alphabet (GOOG) Options ETP has an annualized alpha of 22.49%, beta of 0.27, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since November 18, 2024.

  • This ETF captured 244.03% of S&P 500 Index gains and 128.92% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.27 may look defensive, but with R² of 0.03 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.03 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
22.49%
Beta
0.27
0.03
Upside Capture
244.03%
Downside Capture
128.92%

Expense Ratio

IGOG.DE has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IGOG.DE ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IGOG.DE Risk / Return Rank: 8383
Overall Rank
IGOG.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IGOG.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGOG.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IGOG.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
IGOG.DE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) and compare them to a chosen benchmark (S&P 500 Index).


IGOG.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.43

+1.08

Sortino ratio

Return per unit of downside risk

2.26

0.73

+1.53

Omega ratio

Gain probability vs. loss probability

1.32

1.11

+0.20

Calmar ratio

Return relative to maximum drawdown

3.59

0.67

+2.92

Martin ratio

Return relative to average drawdown

9.11

2.80

+6.31

Explore IGOG.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

IncomeShares Alphabet (GOOG) Options ETP provided a 20.39% dividend yield over the last twelve months, with an annual payout of €2.17 per share.


11.76%€0.00€0.50€1.00€1.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend€2.17€1.44

Dividend yield

20.39%11.76%

Monthly Dividends

The table displays the monthly dividend distributions for IncomeShares Alphabet (GOOG) Options ETP. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.31€0.47€0.33€1.11
2025€0.14€0.05€0.19€0.10€0.23€0.10€0.24€0.00€0.00€0.00€0.00€0.39€1.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the IncomeShares Alphabet (GOOG) Options ETP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IncomeShares Alphabet (GOOG) Options ETP was 30.55%, occurring on Apr 9, 2025. Recovery took 103 trading sessions.

The current IncomeShares Alphabet (GOOG) Options ETP drawdown is 12.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.55%Feb 5, 202546Apr 9, 2025103Sep 3, 2025149
-14.05%Feb 4, 202638Mar 27, 2026
-12.57%Oct 27, 202510Nov 7, 202540Jan 9, 202650
-6.58%Sep 22, 202515Oct 10, 202510Oct 24, 202525
-4.96%Nov 20, 20243Nov 22, 202412Dec 10, 202415

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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