ABEC.DE vs. IGOG.DE
ABEC.DE (Alphabet Inc) is a stock, while IGOG.DE (IncomeShares Alphabet (GOOG) Options ETP) is Derivative Income fund actively managed by Leverage Shares. Over the past year, ABEC.DE returned 111.39% vs 68.79% for IGOG.DE. Their correlation of 0.90 suggests significant overlap in exposure.
Performance
ABEC.DE vs. IGOG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ABEC.DE achieves a 18.14% return, which is significantly higher than IGOG.DE's 9.57% return.
ABEC.DE
- 1D
- 3.00%
- 1M
- -5.42%
- YTD
- 18.14%
- 6M
- 14.61%
- 1Y
- 111.39%
- 3Y*
- 38.60%
- 5Y*
- 25.88%
- 10Y*
- 25.94%
IGOG.DE
- 1D
- 1.94%
- 1M
- -5.77%
- YTD
- 9.57%
- 6M
- 7.12%
- 1Y
- 68.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABEC.DE vs. IGOG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ABEC.DE Alphabet Inc | 18.14% | 45.94% | 11.76% |
IGOG.DE IncomeShares Alphabet (GOOG) Options ETP | 9.57% | 30.32% | 8.41% |
Correlation
The correlation between ABEC.DE and IGOG.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.90 |
The correlation between ABEC.DE and IGOG.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
ABEC.DE vs. IGOG.DE — Risk / Return Rank
ABEC.DE
IGOG.DE
ABEC.DE vs. IGOG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.DE) and IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE). 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.
| ABEC.DE | IGOG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.45 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.42 | 5.06 | +1.36 |
| Martin ratioReturn relative to average drawdown | 21.34 | 12.75 | +8.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEC.DE | IGOG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.19 | 2.21 | +1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.01 | -0.12 |
Drawdowns
ABEC.DE vs. IGOG.DE - Drawdown Comparison
The maximum ABEC.DE drawdown since its inception was -38.74%, which is greater than IGOG.DE's maximum drawdown of -30.55%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and IGOG.DE.
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Drawdown Indicators
| ABEC.DE | IGOG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -30.55% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -17.78% | -14.05% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -33.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -8.12% | -8.21% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -9.40% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 5.59% | -0.23% |
Volatility
ABEC.DE vs. IGOG.DE - Volatility Comparison
Alphabet Inc (ABEC.DE) has a higher volatility of 7.54% compared to IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) at 7.16%. This indicates that ABEC.DE's price experiences larger fluctuations and is considered to be riskier than IGOG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABEC.DE | IGOG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 7.16% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 14.94% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.26% | 32.17% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 32.37% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 32.37% | -4.95% |
Dividends
ABEC.DE vs. IGOG.DE - Dividend Comparison
ABEC.DE's dividend yield for the trailing twelve months is around 0.20%, less than IGOG.DE's 22.32% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ABEC.DE Alphabet Inc | 0.20% | 0.23% | 0.26% |
IGOG.DE IncomeShares Alphabet (GOOG) Options ETP | 22.32% | 11.76% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, ABEC.DE and IGOG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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