ASGI vs. AMDI.L

Last updated Jul 21, 2026

ASGI (Abrdn Global Infrastructure Income Fund) and AMDI.L (IncomeShares AMD Options ETP) are both funds - ASGI is a Industrials Equities fund managed by Aberdeen, while AMDI.L is a Derivative Income fund actively managed by Leverage Shares. Over the past year, ASGI returned 27.78% vs 100.82% for AMDI.L. At a 0.14 correlation, their price movements are largely independent. ASGI charges 1.65%/yr vs 0.55%/yr for AMDI.L.

Performance

ASGI vs. AMDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Global Infrastructure Income Fund (ASGI) and IncomeShares AMD Options ETP (AMDI.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASGI achieves a 13.65% return, which is significantly lower than AMDI.L's 81.71% return.

ASGI

• 1D: -2.04%
• 1M: 9.23%
• 6M: 15.82%
• YTD: 13.65%
• 1Y: 27.78%
• 3Y*: 22.76%
• 5Y*: 13.70%
• 10Y*: —
• ALL TIME*: 13.08%

AMDI.L

• 1D: 0.00%
• 1M: -10.31%
• 6M: 73.37%
• YTD: 81.71%
• 1Y: 100.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19,255.63%

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

ASGI vs. AMDI.L - Yearly Performance Comparison

	2026 (YTD)	2025
ASGI Abrdn Global Infrastructure Income Fund	13.65%	14.94%
AMDI.L IncomeShares AMD Options ETP	81.71%	12,701.59%

Correlation

The correlation between ASGI and AMDI.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025	0.14

Return for Risk

ASGI vs. AMDI.L — Risk / Return Rank

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

ASGI

ASGI Risk / Return Rank: 36
ASGI Sharpe Ratio Rank: 39
ASGI Sortino Ratio Rank: 35
ASGI Omega Ratio Rank: 39
ASGI Calmar Ratio Rank: 35
ASGI Martin Ratio Rank: 31

AMDI.L

AMDI.L Risk / Return Rank: 55
AMDI.L Sharpe Ratio Rank: 52
AMDI.L Sortino Ratio Rank: 60
AMDI.L Omega Ratio Rank: 71
AMDI.L Calmar Ratio Rank: 57
AMDI.L Martin Ratio Rank: 33

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.

ASGI vs. AMDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Global Infrastructure Income Fund (ASGI) and IncomeShares AMD Options ETP (AMDI.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.

	ASGI	AMDI.L	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.34	+0.10
Sortino ratio: Return per unit of downside risk	1.94	2.13	-0.19
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	1.84	2.13	-0.29
Martin ratio: Return relative to average drawdown	5.70	3.62	+2.08

ASGI vs. AMDI.L - Sharpe Ratio Comparison

The current ASGI Sharpe Ratio is 1.44, which is comparable to the AMDI.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ASGI and AMDI.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.

Drawdowns

ASGI vs. AMDI.L - Drawdown Comparison

The maximum ASGI drawdown since its inception was -23.71%, smaller than the maximum AMDI.L drawdown of -47.34%. Use the drawdown chart below to compare losses from any high point for ASGI and AMDI.L.

Drawdown Indicators

	ASGI	AMDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.71%	-47.34%	+23.63%
Max Drawdown (1Y) Largest decline over 1 year	-15.15%	-47.34%	+32.19%
Max Drawdown (3Y) Largest decline over 3 years	-16.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.49%	—	—
Current Drawdown Current decline from peak	-2.08%	-16.92%	+14.84%
Average Drawdown Average peak-to-trough decline	-5.97%	-21.04%	+15.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.89%	27.81%	-22.92%

Volatility

ASGI vs. AMDI.L - Volatility Comparison

The current volatility for Abrdn Global Infrastructure Income Fund (ASGI) is 5.19%, while IncomeShares AMD Options ETP (AMDI.L) has a volatility of 25.65%. This indicates that ASGI experiences smaller price fluctuations and is considered to be less risky than AMDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASGI	AMDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	25.65%	-20.46%
Volatility (6M) Calculated over the trailing 6-month period	16.81%	47.18%	-30.37%
Volatility (1Y) Calculated over the trailing 1-year period	19.43%	75.40%	-55.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	9,750.24%	-9,733.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	9,750.24%	-9,732.71%

ASGI vs. AMDI.L - Expense Ratio Comparison

ASGI has a 1.65% expense ratio, which is higher than AMDI.L's 0.55% expense ratio.

Dividends

ASGI vs. AMDI.L - Dividend Comparison

ASGI's dividend yield for the trailing twelve months is around 10.88%, less than AMDI.L's 52.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
AMDI.L IncomeShares AMD Options ETP	52.97%	8.85%	0.00%	0.00%	0.00%	0.00%	0.00%
ASGI Abrdn Global Infrastructure Income Fund	10.88%	10.96%	12.84%	8.03%	8.25%	6.33%	1.76%

Frequently Asked Questions

Can I hold both ASGI and AMDI.L in my portfolio?

ASGI and AMDI.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.