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

5SPY.L vs. TSLI.L

Last updated Jun 5, 2026

5SPY.L (Leverage Shares 5x Long US 500 ETP Securities) and TSLI.L (IncomeShares Tesla TSLA Options ETP) are both exchange-traded funds - 5SPY.L is a Leveraged Equities fund actively managed by Leverage Shares, while TSLI.L is a Derivative Income fund actively managed by Leverage Shares. Both are actively managed. Over the past year, 5SPY.L returned 119.12% vs 46.91% for TSLI.L. A 0.51 correlation means they provide meaningful diversification when combined. 5SPY.L charges 0.75%/yr vs 0.55%/yr for TSLI.L.

Performance

5SPY.L vs. TSLI.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 Tesla TSLA Options ETP (TSLI.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 TSLI.L's -9.68% return.

5SPY.L

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

TSLI.L

1D
-3.56%
1M
-0.94%
YTD
-9.68%
6M
-8.09%
1Y
46.91%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities		35.46%1.52%28.43%
TSLI.L
IncomeShares Tesla TSLA Options ETP		-9.68%40.52%28.35%

Correlation

The correlation between 5SPY.L and TSLI.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.51

The correlation between 5SPY.L and TSLI.L has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.

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Leverage Shares 5x Long US 500 ETP Securities

IncomeShares Tesla TSLA Options ETP

Often compared with 5SPY.L:
5SPY.L vs. spy5SPY.L vs. SPY5SPY.L vs. SPXL5SPY.L vs. UPRO5SPY.L vs. 2GOO.L5SPY.L vs. 3KOR.L5SPY.L vs. MRN3.L
Often compared with TSLI.L:
TSLI.L vs. TSLGTSLI.L vs. TSLATSLI.L vs. TSLI.DETSLI.L vs. COIY.LTSLI.L vs. TL0.DETSLI.L vs. AMZI.LTSLI.L vs. NVDI.L

Return for Risk

5SPY.L vs. TSLI.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
TSLI.L
TSLI.L Risk / Return Rank: 3535
Overall Rank
TSLI.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 3333
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 3333
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. TSLI.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 Tesla TSLA Options ETP (TSLI.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.LTSLI.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
1.25

+0.90

Sortino ratioReturn per unit of downside risk
2.65
1.80

+0.85

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.77

1.87

+0.90

Martin ratioReturn relative to average drawdown

9.39

4.75

+4.63

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. TSLI.L - Sharpe Ratio Comparison

The current 5SPY.L Sharpe Ratio is 2.15, which is higher than the TSLI.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of 5SPY.L and TSLI.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.LTSLI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.25

+0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.71

-0.66

Drawdowns

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

The maximum 5SPY.L drawdown since its inception was -82.86%, which is greater than TSLI.L's maximum drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for 5SPY.L and TSLI.L.

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Drawdown Indicators

5SPY.LTSLI.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-41.20%

-41.66%

Max Drawdown (1Y)

Largest decline over 1 year

-42.76%

-24.94%

-17.82%

Max Drawdown (3Y)

Largest decline over 3 years

-72.55%

—

—

Current Drawdown

Current decline from peak

-2.73%

-15.33%

+12.60%

Average Drawdown

Average peak-to-trough decline

-50.64%

-12.03%

-38.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

9.82%

+2.82%

Volatility

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

Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) has a higher volatility of 15.12% compared to IncomeShares Tesla TSLA Options ETP (TSLI.L) at 12.09%. This indicates that 5SPY.L's price experiences larger fluctuations and is considered to be riskier than TSLI.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.LTSLI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.12%

12.09%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

40.00%

25.47%

+14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

55.20%

37.64%

+17.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.23%

43.19%

+35.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.23%

43.19%

+35.04%

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

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

Dividends

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

5SPY.L has not paid dividends to shareholders, while TSLI.L's dividend yield for the trailing twelve months is around 74.25%.

PositionTTM20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities		0.00%0.00%0.00%
TSLI.L
IncomeShares Tesla TSLA Options ETP		74.25%73.68%19.21%

Frequently Asked Questions

5SPY.L and TSLI.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

5SPY.L is categorized as Leveraged Equities, while TSLI.L is Derivative Income. Their fees differ too: 0.75% for 5SPY.L and 0.55% for TSLI.L.

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