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GOOI.L vs. MSFI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOI.L vs. MSFI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) and IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GOOI.L achieves a 8.11% return, which is significantly higher than MSFI.L's -23.30% return.


GOOI.L

1D
1.82%
1M
-5.12%
YTD
8.11%
6M
8.11%
1Y
74.20%
3Y*
5Y*
10Y*

MSFI.L

1D
0.41%
1M
-1.38%
YTD
-23.30%
6M
-20.83%
1Y
-18.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOI.L vs. MSFI.L - Yearly Performance Comparison


2026 (YTD)20252024
GOOI.L
IncomeShares Alphabet (GOOG) Options ETP
8.11%45.15%17.03%
MSFI.L
IncomeShares Microsoft (MSFT) Options ETP GBP
-23.30%11.36%-0.62%

Correlation

The correlation between GOOI.L and MSFI.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.36

The correlation between GOOI.L and MSFI.L shifts across timeframes, from 0.21 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GOOI.L vs. MSFI.L — Risk / Return Rank

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

GOOI.L
GOOI.L Risk / Return Rank: 8484
Overall Rank
GOOI.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GOOI.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
GOOI.L Omega Ratio Rank: 8080
Omega Ratio Rank
GOOI.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
GOOI.L Martin Ratio Rank: 7979
Martin Ratio Rank

MSFI.L
MSFI.L Risk / Return Rank: 44
Overall Rank
MSFI.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSFI.L Sortino Ratio Rank: 33
Sortino Ratio Rank
MSFI.L Omega Ratio Rank: 33
Omega Ratio Rank
MSFI.L Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFI.L Martin Ratio Rank: 55
Martin Ratio Rank
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.

GOOI.L vs. MSFI.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 Microsoft (MSFT) Options ETP GBP (MSFI.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.LMSFI.LDifference
Sharpe ratioReturn per unit of total volatility

+3.82

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.47

0.87

+0.60

Calmar ratioReturn relative to maximum drawdown

4.47

-0.54

+5.00

Martin ratioReturn relative to average drawdown

15.11

-1.08

+16.20

GOOI.L vs. MSFI.L - Sharpe Ratio Comparison

The current GOOI.L Sharpe Ratio is 3.01, which is higher than the MSFI.L Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of GOOI.L and MSFI.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.


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Sharpe Ratios by Period


GOOI.LMSFI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.01

-0.81

+3.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

-0.40

+2.07

Drawdowns

GOOI.L vs. MSFI.L - Drawdown Comparison

The maximum GOOI.L drawdown since its inception was -26.69%, smaller than the maximum MSFI.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for GOOI.L and MSFI.L.


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Drawdown Indicators


GOOI.LMSFI.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.69%

-34.22%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-34.22%

+17.69%

Current Drawdown

Current decline from peak

-8.37%

-29.45%

+21.08%

Average Drawdown

Average peak-to-trough decline

-6.13%

-10.27%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

17.05%

-12.16%

Volatility

GOOI.L vs. MSFI.L - Volatility Comparison

The current volatility for IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) is 7.75%, while IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) has a volatility of 8.57%. This indicates that GOOI.L experiences smaller price fluctuations and is considered to be less risky than MSFI.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.LMSFI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

8.57%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.19%

19.78%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

22.67%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

23.23%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.95%

23.23%

+2.72%

GOOI.L vs. MSFI.L - Expense Ratio Comparison

Both GOOI.L and MSFI.L have an expense ratio of 0.55%.


Dividends

GOOI.L vs. MSFI.L - Dividend Comparison

GOOI.L's dividend yield for the trailing twelve months is around 22.56%, more than MSFI.L's 9.47% yield.


PositionTTM20252024
GOOI.L
IncomeShares Alphabet (GOOG) Options ETP
22.56%11.19%2.00%
MSFI.L
IncomeShares Microsoft (MSFT) Options ETP GBP
9.47%6.96%1.18%

Frequently Asked Questions


GOOI.L and MSFI.L have a correlation of 0.21, 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 MSFI.L have the same expense ratio: 0.55% per year.

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