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5SPY.L vs. NVDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

5SPY.L vs. NVDI.L

Last updated Jun 5, 2026

5SPY.L (Leverage Shares 5x Long US 500 ETP Securities) and NVDI.L (IncomeShares NVIDIA NVDA Options ETP) are both exchange-traded funds - 5SPY.L is a Leveraged Equities fund actively managed by Leverage Shares, while NVDI.L is a Options Trading fund actively managed by Leverage Shares. Both are actively managed. Over the past year, 5SPY.L returned 119.12% vs 19.99% for NVDI.L. A 0.63 correlation means they provide meaningful diversification when combined. 5SPY.L charges 0.75%/yr vs 0.55%/yr for NVDI.L.

Performance

5SPY.L vs. NVDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5SPY.L achieves a 35.46% return, which is significantly higher than NVDI.L's -0.43% return.

5SPY.L

1D
0.00%
1M
22.23%
YTD
35.46%
6M
35.04%
1Y
119.12%
3Y*
55.62%
5Y*
—
10Y*
—

NVDI.L

1D
0.00%
1M
8.35%
YTD
-0.43%
6M
2.01%
1Y
19.99%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

5SPY.L vs. NVDI.L - Yearly Performance Comparison

2026 (YTD)20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities		35.46%1.52%13.38%
NVDI.L
IncomeShares NVIDIA NVDA Options ETP		-0.43%16.65%-7.10%

Correlation

The correlation between 5SPY.L and NVDI.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.63

The correlation between 5SPY.L and NVDI.L has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Leverage Shares 5x Long US 500 ETP Securities

IncomeShares NVIDIA NVDA Options ETP

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Often compared with NVDI.L:
NVDI.L vs. NVDYNVDI.L vs. QQQNVDI.L vs. SPYNVDI.L vs. AMZI.LNVDI.L vs. COIY.LNVDI.L vs. NVDANVDI.L vs. AVGI.L

Return for Risk

5SPY.L vs. NVDI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
5SPY.L
5SPY.L Risk / Return Rank: 5757
Overall Rank
5SPY.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
5SPY.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
5SPY.L Omega Ratio Rank: 5454
Omega Ratio Rank
5SPY.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
5SPY.L Martin Ratio Rank: 5555
Martin Ratio Rank
NVDI.L
NVDI.L Risk / Return Rank: 2020
Overall Rank
NVDI.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NVDI.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVDI.L Omega Ratio Rank: 2121
Omega Ratio Rank
NVDI.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
NVDI.L Martin Ratio Rank: 1919
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.

5SPY.L vs. NVDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

5SPY.LNVDI.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
0.62

+1.53

Sortino ratioReturn per unit of downside risk
2.65
0.99

+1.66

Omega ratioGain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratioReturn relative to maximum drawdown

2.77

0.92

+1.85

Martin ratioReturn relative to average drawdown

9.39

2.00

+7.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

5SPY.L vs. NVDI.L - Sharpe Ratio Comparison

The current 5SPY.L Sharpe Ratio is 2.15, which is higher than the NVDI.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of 5SPY.L and NVDI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

5SPY.LNVDI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.62

+1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.11

-0.06

Drawdowns

5SPY.L vs. NVDI.L - Drawdown Comparison

The maximum 5SPY.L drawdown since its inception was -82.86%, which is greater than NVDI.L's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for 5SPY.L and NVDI.L.

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Drawdown Indicators

5SPY.LNVDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-31.39%

-51.47%

Max Drawdown (1Y)

Largest decline over 1 year

-42.76%

-21.59%

-21.17%

Max Drawdown (3Y)

Largest decline over 3 years

-72.55%

—

—

Current Drawdown

Current decline from peak

-2.73%

-9.62%

+6.89%

Average Drawdown

Average peak-to-trough decline

-50.64%

-10.27%

-40.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

9.98%

+2.66%

Volatility

5SPY.L vs. NVDI.L - Volatility Comparison

Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) has a higher volatility of 15.12% compared to IncomeShares NVIDIA NVDA Options ETP (NVDI.L) at 10.09%. This indicates that 5SPY.L's price experiences larger fluctuations and is considered to be riskier than NVDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

5SPY.LNVDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.12%

10.09%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

40.00%

20.28%

+19.72%

Volatility (1Y)

Calculated over the trailing 1-year period

55.20%

32.34%

+22.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.23%

39.31%

+38.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.23%

39.31%

+38.92%

5SPY.L vs. NVDI.L - Expense Ratio Comparison

5SPY.L has a 0.75% expense ratio, which is higher than NVDI.L's 0.55% expense ratio.

Dividends

5SPY.L vs. NVDI.L - Dividend Comparison

5SPY.L has not paid dividends to shareholders, while NVDI.L's dividend yield for the trailing twelve months is around 20.63%.

PositionTTM20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities		0.00%0.00%0.00%
NVDI.L
IncomeShares NVIDIA NVDA Options ETP		20.63%32.04%2.59%

Frequently Asked Questions

5SPY.L and NVDI.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NVDI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVDI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 5SPY.L.

5SPY.L is categorized as Leveraged Equities, while NVDI.L is Options Trading. Their fees differ too: 0.75% for 5SPY.L and 0.55% for NVDI.L.

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