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

Performance

GOOO.L vs. GOOI.L - Performance Comparison

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

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


2026 (YTD)20252024
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
-8.29%35.20%25.15%
GOOI.L
IncomeShares Alphabet (GOOG) Options ETP
-7.90%34.81%25.44%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with GOOO.L having a -8.29% return and GOOI.L slightly higher at -7.90%.


GOOO.L

1D
0.03%
1M
-5.08%
YTD
-8.29%
6M
9.54%
1Y
50.10%
3Y*
5Y*
10Y*

GOOI.L

1D
0.62%
1M
-4.47%
YTD
-7.90%
6M
9.13%
1Y
50.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

GOOO.L
GOOO.L Risk / Return Rank: 8686
Overall Rank
GOOO.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GOOO.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
GOOO.L Omega Ratio Rank: 8181
Omega Ratio Rank
GOOO.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOO.L Martin Ratio Rank: 8484
Martin Ratio Rank

GOOI.L
GOOI.L Risk / Return Rank: 8787
Overall Rank
GOOI.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GOOI.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
GOOI.L Omega Ratio Rank: 8282
Omega Ratio Rank
GOOI.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
GOOI.L Martin Ratio Rank: 8484
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.

GOOO.L vs. GOOI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) and IncomeShares Alphabet (GOOG) Options ETP (GOOI.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.


GOOO.LGOOI.LDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.92

+0.01

Sortino ratio

Return per unit of downside risk

2.68

2.68

0.00

Omega ratio

Gain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

3.13

3.24

-0.11

Martin ratio

Return relative to average drawdown

10.51

10.71

-0.20

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

The current GOOO.L Sharpe Ratio is 1.93, which is comparable to the GOOI.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GOOO.L and GOOI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GOOO.LGOOI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.92

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.30

+0.01

Correlation

The correlation between GOOO.L and GOOI.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GOOO.L vs. GOOI.L - Dividend Comparison

GOOO.L's dividend yield for the trailing twelve months is around 14.98%, which matches GOOI.L's 15.06% yield.


TTM20252024
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
14.98%11.49%1.94%
GOOI.L
IncomeShares Alphabet (GOOG) Options ETP
15.06%11.19%2.00%

Drawdowns

GOOO.L vs. GOOI.L - Drawdown Comparison

The maximum GOOO.L drawdown since its inception was -28.28%, roughly equal to the maximum GOOI.L drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for GOOO.L and GOOI.L.


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Drawdown Indicators


GOOO.LGOOI.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-26.69%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-18.33%

+2.02%

Current Drawdown

Current decline from peak

-13.96%

-15.79%

+1.83%

Average Drawdown

Average peak-to-trough decline

-8.21%

-6.57%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

5.14%

-0.28%

Volatility

GOOO.L vs. GOOI.L - Volatility Comparison

The current volatility for IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) is 6.04%, while IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) has a volatility of 6.52%. This indicates that GOOO.L experiences smaller price fluctuations and is considered to be less risky than GOOI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOO.LGOOI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.52%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

16.32%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

26.33%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.62%

26.06%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.62%

26.06%

-0.44%