AMDI.L vs. CEGI.L
AMDI.L (IncomeShares AMD Options ETP) and CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) are both Derivative Income funds. Both are actively managed. Over the past year, AMDI.L returned 141.43% vs 36.17% for CEGI.L. A 0.57 correlation means they provide meaningful diversification when combined. AMDI.L charges 0.55%/yr vs 0.65%/yr for CEGI.L.
Performance
AMDI.L vs. CEGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, AMDI.L achieves a 116.03% return, which is significantly higher than CEGI.L's 21.78% return.
AMDI.L
- 1D
- 0.00%
- 1M
- 4.13%
- 6M
- 109.68%
- YTD
- 116.03%
- 1Y
- 141.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGI.L
- 1D
- 0.00%
- 1M
- -7.68%
- 6M
- 11.56%
- YTD
- 21.78%
- 1Y
- 36.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMDI.L vs. CEGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMDI.L IncomeShares AMD Options ETP | 116.03% | 12,701.59% |
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 21.78% | 15.60% |
Correlation
The correlation between AMDI.L and CEGI.L is 0.57, 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 | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.57 |
The correlation between AMDI.L and CEGI.L has been stable across timeframes, ranging from 0.57 to 0.57 - a consistent structural relationship.
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Return for Risk
AMDI.L vs. CEGI.L — Risk / Return Rank
AMDI.L
CEGI.L
AMDI.L vs. CEGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares AMD Options ETP (AMDI.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMDI.L | CEGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.29 | +1.69 |
| Martin ratioReturn relative to average drawdown | 5.10 | 2.85 | +2.25 |
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Drawdowns
AMDI.L vs. CEGI.L - Drawdown Comparison
The maximum AMDI.L drawdown since its inception was -47.34%, which is greater than CEGI.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for AMDI.L and CEGI.L.
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Drawdown Indicators
| AMDI.L | CEGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.34% | -27.98% | -19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -27.98% | -19.36% |
Current DrawdownCurrent decline from peak | -1.23% | -8.97% | +7.74% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -9.52% | -11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.75% | 12.70% | +15.05% |
Volatility
AMDI.L vs. CEGI.L - Volatility Comparison
IncomeShares AMD Options ETP (AMDI.L) has a higher volatility of 23.14% compared to REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) at 9.85%. This indicates that AMDI.L's price experiences larger fluctuations and is considered to be riskier than CEGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDI.L | CEGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.14% | 9.85% | +13.29% |
Volatility (6M)Calculated over the trailing 6-month period | 45.81% | 25.58% | +20.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.61% | 35.16% | +39.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9,806.47% | 34.79% | +9,771.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9,806.47% | 34.79% | +9,771.68% |
AMDI.L vs. CEGI.L - Expense Ratio Comparison
AMDI.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.
Dividends
AMDI.L vs. CEGI.L - Dividend Comparison
AMDI.L's dividend yield for the trailing twelve months is around 44.56%, more than CEGI.L's 18.49% yield.
| Position | TTM | 2025 |
|---|---|---|
AMDI.L IncomeShares AMD Options ETP | 44.56% | 8.85% |
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 18.49% | 9.50% |
Frequently Asked Questions
AMDI.L and CEGI.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMDI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMDI.L is cheaper with a 0.55% expense ratio, compared with 0.65% for CEGI.L.
They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for AMDI.L and 0.65% for CEGI.L.
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