Sortino ratio is not yet available for SPYO.L. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares IncomeShares S&P500 Options (0DTE) ETP GBP's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how SPYO.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| QQQY.L | IncomeShares Nasdaq 100 Options (0DTE) ETP | 3.06 | |||
| JEPQ.L | JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 2.07 | |||
| JEIP.L | JPM US Equity Premium Income Active UCITS ETF USD Dist | 1.71 | |||
| NVDI.L | IncomeShares NVIDIA NVDA Options ETP | — | |||
| AVGI.L | IncomeShares Broadcom (AVGO) Options ETP | — | |||
| COII.L | IncomeShares Coinbase (COIN) Options ETP GBP | — | |||
| MAGD.L | IncomeShares Magnificent 7 Options ETP | — | |||
| TSLI.L | IncomeShares Tesla TSLA Options ETP | — | |||
| GLDI.L | IncomeShares Gold+ Yield ETP | — | |||
| MSFI.L | IncomeShares Microsoft (MSFT) Options ETP GBP | — | |||
| SPYO.L | IncomeShares S&P500 Options (0DTE) ETP GBP | — |
Historical Sortino Ratio
The chart shows SPYO.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when SPYO.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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