GOOI.L vs. METY.L
GOOI.L (IncomeShares Alphabet (GOOG) Options ETP) and METY.L (IncomeShares META Options ETP) are both Derivative Income funds from Leverage Shares. Both are actively managed. Over the past year, GOOI.L returned 74.20% vs -23.21% for METY.L. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
GOOI.L vs. METY.L - Performance Comparison
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Returns By Period
In the year-to-date period, GOOI.L achieves a 8.11% return, which is significantly higher than METY.L's -18.12% return.
GOOI.L
- 1D
- 1.82%
- 1M
- -5.12%
- YTD
- 8.11%
- 6M
- 8.11%
- 1Y
- 74.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L
- 1D
- 3.19%
- 1M
- 6.11%
- YTD
- -18.12%
- 6M
- -16.59%
- 1Y
- -23.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOI.L vs. METY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 8.11% | 45.15% | 17.03% |
METY.L IncomeShares META Options ETP | -18.12% | 6.34% | 4.47% |
Correlation
The correlation between GOOI.L and METY.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.42 |
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Return for Risk
GOOI.L vs. METY.L — Risk / Return Rank
GOOI.L
METY.L
GOOI.L vs. METY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) and IncomeShares META Options ETP (METY.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.
| GOOI.L | METY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.80 | ||
| Sortino ratioReturn per unit of downside risk | +4.88 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.87 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | -0.58 | +5.04 |
| Martin ratioReturn relative to average drawdown | 15.11 | -1.10 | +16.22 |
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
| GOOI.L | METY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | -0.79 | +3.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.67 | -0.18 | +1.85 |
Drawdowns
GOOI.L vs. METY.L - Drawdown Comparison
The maximum GOOI.L drawdown since its inception was -26.69%, smaller than the maximum METY.L drawdown of -39.94%. Use the drawdown chart below to compare losses from any high point for GOOI.L and METY.L.
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Drawdown Indicators
| GOOI.L | METY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -39.94% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -39.94% | +23.41% |
Current DrawdownCurrent decline from peak | -8.37% | -32.46% | +24.09% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -14.37% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 21.02% | -16.13% |
Volatility
GOOI.L vs. METY.L - Volatility Comparison
IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) has a higher volatility of 7.75% compared to IncomeShares META Options ETP (METY.L) at 7.07%. This indicates that GOOI.L's price experiences larger fluctuations and is considered to be riskier than METY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOI.L | METY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 7.07% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 22.68% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.55% | 29.19% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 30.39% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.95% | 30.39% | -4.44% |
GOOI.L vs. METY.L - Expense Ratio Comparison
Both GOOI.L and METY.L have an expense ratio of 0.55%.
Dividends
GOOI.L vs. METY.L - Dividend Comparison
GOOI.L's dividend yield for the trailing twelve months is around 22.56%, more than METY.L's 18.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 22.56% | 11.19% | 2.00% |
METY.L IncomeShares META Options ETP | 18.81% | 19.94% | 3.15% |
Frequently Asked Questions
GOOI.L and METY.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GOOI.L and METY.L have the same expense ratio: 0.55% per year.
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