METY.DE vs. PLYY
METY.DE (IncomeShares META Options ETP) and PLYY (GraniteShares YieldBoost PLTR ETF) are both Derivative Income funds. Both are actively managed. At a 0.16 correlation, their price movements are largely independent. METY.DE charges 0.55%/yr vs 1.07%/yr for PLYY.
Performance
METY.DE vs. PLYY - Performance Comparison
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Different Trading Currencies
METY.DE is traded in SEK, while PLYY is traded in USD. To make them comparable, the PLYY 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 219.24% return, which is significantly higher than PLYY's -22.61% return.
METY.DE
- 1D
- 4.33%
- 1M
- 82.18%
- YTD
- 219.24%
- 6M
- 219.33%
- 1Y
- 454.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLYY
- 1D
- -0.35%
- 1M
- -4.27%
- YTD
- -22.61%
- 6M
- -26.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.DE vs. PLYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
METY.DE IncomeShares META Options ETP | 219.24% | 26.01% |
PLYY GraniteShares YieldBoost PLTR ETF | -22.61% | -4.47% |
Correlation
The correlation between METY.DE and PLYY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.16 |
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Return for Risk
METY.DE vs. PLYY — Risk / Return Rank
METY.DE
PLYY
METY.DE vs. PLYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and GraniteShares YieldBoost PLTR ETF (PLYY). 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 | PLYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 14.18 | — | — |
| Martin ratioReturn relative to average drawdown | 36.83 | — | — |
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
| METY.DE | PLYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.26 | -1.20 | +6.45 |
Drawdowns
METY.DE vs. PLYY - Drawdown Comparison
The maximum METY.DE drawdown since its inception was -31.80%, smaller than the maximum PLYY drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for METY.DE and PLYY.
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Drawdown Indicators
| METY.DE | PLYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -35.13% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -34.58% | +34.58% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -19.66% | +12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.27% | — | — |
Volatility
METY.DE vs. PLYY - Volatility Comparison
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Volatility by Period
| METY.DE | PLYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.48% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 93.71% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 128.12% | 29.60% | +98.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.49% | 29.60% | +125.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 155.49% | 29.60% | +125.89% |
METY.DE vs. PLYY - Expense Ratio Comparison
METY.DE has a 0.55% expense ratio, which is lower than PLYY's 1.07% expense ratio.
Dividends
METY.DE vs. PLYY - Dividend Comparison
METY.DE's dividend yield for the trailing twelve months is around 203.47%, more than PLYY's 111.13% yield.
| Position | TTM | 2025 |
|---|---|---|
METY.DE IncomeShares META Options ETP | 203.47% | 237.78% |
PLYY GraniteShares YieldBoost PLTR ETF | 111.13% | 32.14% |
Frequently Asked Questions
METY.DE and PLYY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.DE is cheaper with a 0.55% expense ratio, compared with 1.07% for PLYY.
They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.55% for METY.DE and 1.07% for PLYY.
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