GLDI.L vs. TLTI.L

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares Gold+ Yield ETP (GLDI.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L).

GLDI.L and TLTI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDI.L is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024. TLTI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.

Performance

GLDI.L vs. TLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Gold+ Yield ETP (GLDI.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L). The values are adjusted to include any dividend payments, if applicable.

GLDI.L vs. TLTI.L - Yearly Performance Comparison

	2026 (YTD)	2025
GLDI.L IncomeShares Gold+ Yield ETP	4.22%	30.94%
TLTI.L IncomeShares 20+ Year Treasury (TLT) Options ETP	-2.31%	-0.47%

Returns By Period

In the year-to-date period, GLDI.L achieves a 4.22% return, which is significantly higher than TLTI.L's -2.31% return.

GLDI.L

• 1D: 1.49%
• 1M: -10.80%
• YTD: 4.22%
• 6M: 15.14%
• 1Y: 39.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLTI.L

• 1D: -1.39%
• 1M: -3.72%
• YTD: -2.31%
• 6M: -4.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GLDI.L vs. TLTI.L - Expense Ratio Comparison

GLDI.L has a 0.35% expense ratio, which is lower than TLTI.L's 0.55% expense ratio.

TLTI.L

IncomeShares 20+ Year Treasury (TLT) Options ETP

GLDI.L

IncomeShares Gold+ Yield ETP

Return for Risk

GLDI.L vs. TLTI.L — Risk / Return Rank

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

GLDI.L

GLDI.L Risk / Return Rank: 81
GLDI.L Sharpe Ratio Rank: 85
GLDI.L Sortino Ratio Rank: 80
GLDI.L Omega Ratio Rank: 82
GLDI.L Calmar Ratio Rank: 80
GLDI.L Martin Ratio Rank: 79

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.

GLDI.L vs. TLTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold+ Yield ETP (GLDI.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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.

	GLDI.L	TLTI.L	Difference
Sharpe ratio Return per unit of total volatility	1.78	—	—
Sortino ratio Return per unit of downside risk	2.16	—	—
Omega ratio Gain probability vs. loss probability	1.33	—	—
Calmar ratio Return relative to maximum drawdown	2.42	—	—
Martin ratio Return relative to average drawdown	9.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GLDI.L	TLTI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.15	-0.34	+2.49

Correlation

The correlation between GLDI.L and TLTI.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

GLDI.L vs. TLTI.L - Dividend Comparison

GLDI.L's dividend yield for the trailing twelve months is around 11.38%, more than TLTI.L's 0.07% yield.

	TTM	2025	2024
GLDI.L IncomeShares Gold+ Yield ETP	11.38%	9.15%	1.08%
TLTI.L IncomeShares 20+ Year Treasury (TLT) Options ETP	0.07%	0.02%	0.00%

Drawdowns

GLDI.L vs. TLTI.L - Drawdown Comparison

The maximum GLDI.L drawdown since its inception was -16.47%, which is greater than TLTI.L's maximum drawdown of -10.31%. Use the drawdown chart below to compare losses from any high point for GLDI.L and TLTI.L.

Drawdown Indicators

	GLDI.L	TLTI.L	Difference
Max Drawdown Largest peak-to-trough decline	-16.47%	-10.31%	-6.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.47%	—	—
Current Drawdown Current decline from peak	-10.80%	-8.28%	-2.52%
Average Drawdown Average peak-to-trough decline	-2.54%	-3.90%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	—	—

Volatility

Volatility by Period

	GLDI.L	TLTI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.10%	10.49%	+11.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.85%	10.49%	+8.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.85%	10.49%	+8.36%