IEF5.L vs. NVDI.L

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L).

IEF5.L and NVDI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEF5.L is an actively managed fund by Leverage Shares. It was launched on May 15, 2023. NVDI.L is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024.

Performance

IEF5.L vs. NVDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.L). The values are adjusted to include any dividend payments, if applicable.

IEF5.L vs. NVDI.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IEF5.L Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities	-8.94%	0.56%	-16.72%
NVDI.L IncomeShares NVIDIA NVDA Options ETP	-12.15%	16.65%	-7.10%

Returns By Period

In the year-to-date period, IEF5.L achieves a -8.94% return, which is significantly higher than NVDI.L's -12.15% return.

IEF5.L

• 1D: -1.07%
• 1M: -10.62%
• YTD: -8.94%
• 6M: -10.97%
• 1Y: -16.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDI.L

• 1D: -0.50%
• 1M: -2.97%
• YTD: -12.15%
• 6M: -13.46%
• 1Y: 17.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IEF5.L vs. NVDI.L - Expense Ratio Comparison

IEF5.L has a 0.75% expense ratio, which is higher than NVDI.L's 0.55% expense ratio.

IEF5.L

Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities

NVDI.L

IncomeShares NVIDIA NVDA Options ETP

Return for Risk

IEF5.L vs. NVDI.L — Risk / Return Rank

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

IEF5.L

IEF5.L Risk / Return Rank: 4
IEF5.L Sharpe Ratio Rank: 3
IEF5.L Sortino Ratio Rank: 4
IEF5.L Omega Ratio Rank: 3
IEF5.L Calmar Ratio Rank: 3
IEF5.L Martin Ratio Rank: 5

NVDI.L

NVDI.L Risk / Return Rank: 27
NVDI.L Sharpe Ratio Rank: 26
NVDI.L Sortino Ratio Rank: 28
NVDI.L Omega Ratio Rank: 27
NVDI.L Calmar Ratio Rank: 29
NVDI.L Martin Ratio Rank: 24

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.

IEF5.L vs. NVDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.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.

	IEF5.L	NVDI.L	Difference
Sharpe ratio Return per unit of total volatility	-0.56	0.50	-1.06
Sortino ratio Return per unit of downside risk	-0.60	0.88	-1.48
Omega ratio Gain probability vs. loss probability	0.92	1.12	-0.20
Calmar ratio Return relative to maximum drawdown	-0.61	0.76	-1.38
Martin ratio Return relative to average drawdown	-0.91	1.87	-2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IEF5.L vs. NVDI.L - Sharpe Ratio Comparison

The current IEF5.L Sharpe Ratio is -0.56, which is lower than the NVDI.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IEF5.L and NVDI.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.

Sharpe Ratios by Period

	IEF5.L	NVDI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	0.50	-1.06
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	-0.07	+0.03

Correlation

The correlation between IEF5.L and NVDI.L is -0.11. 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

IEF5.L vs. NVDI.L - Dividend Comparison

IEF5.L has not paid dividends to shareholders, while NVDI.L's dividend yield for the trailing twelve months is around 20.38%.

	TTM	2025	2024
IEF5.L Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities	0.00%	0.00%	0.00%
NVDI.L IncomeShares NVIDIA NVDA Options ETP	20.38%	32.04%	2.59%

Drawdowns

IEF5.L vs. NVDI.L - Drawdown Comparison

The maximum IEF5.L drawdown since its inception was -54.23%, which is greater than NVDI.L's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for IEF5.L and NVDI.L.

Drawdown Indicators

	IEF5.L	NVDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-31.39%	-22.84%
Max Drawdown (1Y) Largest decline over 1 year	-28.11%	-21.59%	-6.52%
Current Drawdown Current decline from peak	-53.06%	-20.26%	-32.80%
Average Drawdown Average peak-to-trough decline	-39.65%	-10.15%	-29.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.95%	8.80%	+10.15%

Volatility

IEF5.L vs. NVDI.L - Volatility Comparison

Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) has a higher volatility of 8.39% compared to IncomeShares NVIDIA NVDA Options ETP (NVDI.L) at 6.85%. This indicates that IEF5.L's price experiences larger fluctuations and is considered to be riskier than NVDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IEF5.L	NVDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.39%	6.85%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	16.26%	23.80%	-7.54%
Volatility (1Y) Calculated over the trailing 1-year period	29.42%	35.79%	-6.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.95%	40.10%	+26.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.95%	40.10%	+26.85%