METY.DE vs. META

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares META Options ETP (METY.DE) and Meta Platforms, Inc. (META).

METY.DE is an actively managed fund by Leverage Shares. It was launched on Nov 15, 2024.

Performance

METY.DE vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in IncomeShares META Options ETP (METY.DE) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

METY.DE vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024
METY.DE IncomeShares META Options ETP	-7.22%	830.92%	2.83%
META Meta Platforms, Inc.	-9.74%	-5.75%	6.80%

Different Trading Currencies

METY.DE is traded in SEK, while META is traded in USD. To make them comparable, the META values have been converted to SEK using the latest available exchange rates.

Returns By Period

In the year-to-date period, METY.DE achieves a -7.22% return, which is significantly higher than META's -9.74% return.

METY.DE

• 1D: -0.83%
• 1M: -12.71%
• YTD: -7.22%
• 6M: 26.07%
• 1Y: 309.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

META

• 1D: 1.52%
• 1M: -8.04%
• YTD: -9.74%
• 6M: -18.18%
• 1Y: -6.13%
• 3Y*: 36.00%
• 5Y*: 16.29%
• 10Y*: 19.34%

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

Return for Risk

METY.DE vs. META — Risk / Return Rank

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

METY.DE

METY.DE Risk / Return Rank: 97
METY.DE Sharpe Ratio Rank: 90
METY.DE Sortino Ratio Rank: 99
METY.DE Omega Ratio Rank: 99
METY.DE Calmar Ratio Rank: 99
METY.DE Martin Ratio Rank: 98

META

META Risk / Return Rank: 38
META Sharpe Ratio Rank: 39
META Sortino Ratio Rank: 35
META Omega Ratio Rank: 35
META Calmar Ratio Rank: 41
META Martin Ratio Rank: 41

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.

METY.DE vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and Meta Platforms, Inc. (META). 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.

	METY.DE	META	Difference
Sharpe ratio Return per unit of total volatility	2.05	-0.15	+2.20
Sortino ratio Return per unit of downside risk	7.82	0.07	+7.75
Omega ratio Gain probability vs. loss probability	2.07	1.01	+1.06
Calmar ratio Return relative to maximum drawdown	10.85	-0.14	+10.99
Martin ratio Return relative to average drawdown	31.23	-0.32	+31.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

METY.DE vs. META - Sharpe Ratio Comparison

The current METY.DE Sharpe Ratio is 2.05, which is higher than the META Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of METY.DE and META, 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

	METY.DE	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	-0.15	+2.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.90	0.61	+2.29

Correlation

The correlation between METY.DE and META is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

METY.DE vs. META - Dividend Comparison

METY.DE's dividend yield for the trailing twelve months is around 198.60%, more than META's 0.36% yield.

	TTM	2025	2024
METY.DE IncomeShares META Options ETP	198.60%	237.78%	0.00%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%

Drawdowns

METY.DE vs. META - Drawdown Comparison

The maximum METY.DE drawdown since its inception was -31.80%, smaller than the maximum META drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for METY.DE and META.

Drawdown Indicators

	METY.DE	META	Difference
Max Drawdown Largest peak-to-trough decline	-31.80%	-76.74%	+44.94%
Max Drawdown (1Y) Largest decline over 1 year	-31.80%	-33.30%	+1.50%
Max Drawdown (5Y) Largest decline over 5 years	—	-76.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.74%	—
Current Drawdown Current decline from peak	-23.87%	-26.51%	+2.64%
Average Drawdown Average peak-to-trough decline	-6.67%	-15.19%	+8.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.05%	13.23%	-2.18%

Volatility

METY.DE vs. META - Volatility Comparison

The current volatility for IncomeShares META Options ETP (METY.DE) is 11.57%, while Meta Platforms, Inc. (META) has a volatility of 12.45%. This indicates that METY.DE experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	METY.DE	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.57%	12.45%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	52.53%	25.95%	+26.58%
Volatility (1Y) Calculated over the trailing 1-year period	150.99%	40.83%	+110.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	135.03%	43.12%	+91.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	135.03%	38.12%	+96.91%