IGOG.DE vs. GOOG
IGOG.DE (IncomeShares Alphabet (GOOG) Options ETP) is Derivative Income fund actively managed by Leverage Shares, while GOOG (Alphabet Inc) is a stock. Over the past year, IGOG.DE returned 71.52% vs 107.29% for GOOG. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
IGOG.DE vs. GOOG - Performance Comparison
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Different Trading Currencies
IGOG.DE is traded in EUR, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGOG.DE achieves a 9.57% return, which is significantly lower than GOOG's 14.79% return.
IGOG.DE
- 1D
- 1.94%
- 1M
- -4.41%
- YTD
- 9.57%
- 6M
- 8.69%
- 1Y
- 71.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOG
- 1D
- 0.00%
- 1M
- -6.77%
- YTD
- 14.79%
- 6M
- 12.23%
- 1Y
- 107.29%
- 3Y*
- 37.74%
- 5Y*
- 25.11%
- 10Y*
- 25.63%
IGOG.DE vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IGOG.DE IncomeShares Alphabet (GOOG) Options ETP | 9.57% | 30.32% | 8.41% |
GOOG Alphabet Inc | 19.10% | 45.79% | 11.63% |
Correlation
The correlation between IGOG.DE and GOOG is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.62 |
The correlation between IGOG.DE and GOOG has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
IGOG.DE vs. GOOG — Risk / Return Rank
IGOG.DE
GOOG
IGOG.DE vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) and Alphabet Inc (GOOG). 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.
| IGOG.DE | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.62 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 5.79 | -0.73 |
| Martin ratioReturn relative to average drawdown | 12.75 | 19.61 | -6.86 |
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
| IGOG.DE | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 3.80 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.85 | +0.16 |
Drawdowns
IGOG.DE vs. GOOG - Drawdown Comparison
The maximum IGOG.DE drawdown since its inception was -30.55%, smaller than the maximum GOOG drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for IGOG.DE and GOOG.
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Drawdown Indicators
| IGOG.DE | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.55% | -38.73% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -18.63% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.88% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -8.21% | -10.04% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -8.52% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 5.49% | +0.10% |
Volatility
IGOG.DE vs. GOOG - Volatility Comparison
The current volatility for IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) is 7.16%, while Alphabet Inc (GOOG) has a volatility of 7.67%. This indicates that IGOG.DE experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGOG.DE | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 7.67% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 19.41% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.17% | 28.37% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.37% | 30.83% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.37% | 29.23% | +3.14% |
Dividends
IGOG.DE vs. GOOG - Dividend Comparison
IGOG.DE's dividend yield for the trailing twelve months is around 22.32%, more than GOOG's 0.23% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% |
IGOG.DE IncomeShares Alphabet (GOOG) Options ETP | 22.32% | 11.76% | 0.00% |
Frequently Asked Questions
IGOG.DE and GOOG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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