AMZD.L vs. AMZN

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) and Amazon.com, Inc (AMZN).

AMZD.L is an actively managed fund by Leverage Shares. It was launched on Sep 26, 2024.

Performance

AMZD.L vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

AMZD.L vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AMZD.L IncomeShares Amazon (AMZN) Options ETP GBP	-18.28%	-2.75%	23.09%
AMZN Amazon.com, Inc	-8.06%	-2.29%	23.02%

Different Trading Currencies

AMZD.L is traded in GBp, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMZD.L achieves a -18.28% return, which is significantly lower than AMZN's -8.06% return.

AMZD.L

• 1D: 1.34%
• 1M: -2.96%
• YTD: -18.28%
• 6M: -16.42%
• 1Y: -6.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMZN

• 1D: 3.34%
• 1M: 1.13%
• YTD: -8.06%
• 6M: -3.52%
• 1Y: 6.95%
• 3Y*: 23.44%
• 5Y*: 6.63%
• 10Y*: 22.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMZD.L vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZD.L

AMZD.L Risk / Return Rank: 8
AMZD.L Sharpe Ratio Rank: 8
AMZD.L Sortino Ratio Rank: 8
AMZD.L Omega Ratio Rank: 8
AMZD.L Calmar Ratio Rank: 7
AMZD.L Martin Ratio Rank: 6

AMZN

AMZN Risk / Return Rank: 50
AMZN Sharpe Ratio Rank: 52
AMZN Sortino Ratio Rank: 47
AMZN Omega Ratio Rank: 46
AMZN Calmar Ratio Rank: 52
AMZN Martin Ratio Rank: 53

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.

AMZD.L vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) and Amazon.com, Inc (AMZN). 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.

	AMZD.L	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.20	0.19	-0.40
Sortino ratio Return per unit of downside risk	-0.08	0.54	-0.61
Omega ratio Gain probability vs. loss probability	0.99	1.07	-0.08
Calmar ratio Return relative to maximum drawdown	-0.30	0.23	-0.53
Martin ratio Return relative to average drawdown	-0.73	0.56	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMZD.L vs. AMZN - Sharpe Ratio Comparison

The current AMZD.L Sharpe Ratio is -0.20, which is lower than the AMZN Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of AMZD.L and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMZD.L	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	0.19	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.19	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.79	-0.84

Correlation

The correlation between AMZD.L and AMZN is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AMZD.L vs. AMZN - Dividend Comparison

AMZD.L's dividend yield for the trailing twelve months is around 15.44%, while AMZN has not paid dividends to shareholders.

	TTM	2025	2024
AMZD.L IncomeShares Amazon (AMZN) Options ETP GBP	15.44%	14.03%	2.37%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%

Drawdowns

AMZD.L vs. AMZN - Drawdown Comparison

The maximum AMZD.L drawdown since its inception was -29.73%, smaller than the maximum AMZN drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for AMZD.L and AMZN.

Drawdown Indicators

	AMZD.L	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-29.73%	-94.40%	+64.67%
Max Drawdown (1Y) Largest decline over 1 year	-28.42%	-21.74%	-6.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-27.14%	-18.00%	-9.14%
Average Drawdown Average peak-to-trough decline	-11.80%	-28.27%	+16.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.78%	9.03%	+2.75%

Volatility

AMZD.L vs. AMZN - Volatility Comparison

The current volatility for IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) is 7.87%, while Amazon.com, Inc (AMZN) has a volatility of 8.87%. This indicates that AMZD.L experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZD.L	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.87%	8.87%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	21.96%	22.71%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	29.84%	35.92%	-6.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.33%	34.59%	-6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.33%	32.63%	-4.30%