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METY.DE vs. TAI3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METY.DE vs. TAI3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in IncomeShares META Options ETP (METY.DE) and Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE). The values are adjusted to include any dividend payments, if applicable.

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METY.DE vs. TAI3.DE - Yearly Performance Comparison


2026 (YTD)20252024
METY.DE
IncomeShares META Options ETP
-8.00%830.92%2.83%
TAI3.DE
Leverage Shares 3x Long Taiwan ETP Securities
25.31%16.66%-2.58%
Different Trading Currencies

METY.DE is traded in SEK, while TAI3.DE is traded in EUR. To make them comparable, the TAI3.DE 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 -8.00% return, which is significantly lower than TAI3.DE's 25.31% return.


METY.DE

1D
-0.84%
1M
-14.01%
YTD
-8.00%
6M
24.22%
1Y
305.48%
3Y*
5Y*
10Y*

TAI3.DE

1D
-6.49%
1M
-2.05%
YTD
25.31%
6M
26.08%
1Y
121.94%
3Y*
30.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METY.DE vs. TAI3.DE - Expense Ratio Comparison

METY.DE has a 0.55% expense ratio, which is lower than TAI3.DE's 0.75% expense ratio.


Return for Risk

METY.DE vs. TAI3.DE — 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: 9797
Overall Rank
METY.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
METY.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
METY.DE Omega Ratio Rank: 9898
Omega Ratio Rank
METY.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
METY.DE Martin Ratio Rank: 9898
Martin Ratio Rank

TAI3.DE
TAI3.DE Risk / Return Rank: 8383
Overall Rank
TAI3.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAI3.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
TAI3.DE Omega Ratio Rank: 7272
Omega Ratio Rank
TAI3.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
TAI3.DE Martin Ratio Rank: 9191
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.

METY.DE vs. TAI3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE). 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.DETAI3.DEDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.51

+0.51

Sortino ratio

Return per unit of downside risk

7.78

2.13

+5.66

Omega ratio

Gain probability vs. loss probability

2.06

1.29

+0.77

Calmar ratio

Return relative to maximum drawdown

11.63

5.41

+6.22

Martin ratio

Return relative to average drawdown

33.14

14.83

+18.31

METY.DE vs. TAI3.DE - Sharpe Ratio Comparison

The current METY.DE Sharpe Ratio is 2.03, which is higher than the TAI3.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of METY.DE and TAI3.DE, 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


METY.DETAI3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.51

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

2.86

0.42

+2.44

Correlation

The correlation between METY.DE and TAI3.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

METY.DE vs. TAI3.DE - Dividend Comparison

METY.DE's dividend yield for the trailing twelve months is around 200.27%, while TAI3.DE has not paid dividends to shareholders.


Drawdowns

METY.DE vs. TAI3.DE - Drawdown Comparison

The maximum METY.DE drawdown since its inception was -31.80%, smaller than the maximum TAI3.DE drawdown of -74.43%. Use the drawdown chart below to compare losses from any high point for METY.DE and TAI3.DE.


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Drawdown Indicators


METY.DETAI3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-73.14%

+41.34%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-39.61%

+7.81%

Current Drawdown

Current decline from peak

-24.51%

-25.35%

+0.84%

Average Drawdown

Average peak-to-trough decline

-6.72%

-18.07%

+11.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.16%

10.66%

+0.50%

Volatility

METY.DE vs. TAI3.DE - Volatility Comparison

The current volatility for IncomeShares META Options ETP (METY.DE) is 11.15%, while Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) has a volatility of 24.62%. This indicates that METY.DE experiences smaller price fluctuations and is considered to be less risky than TAI3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METY.DETAI3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

24.62%

-13.47%

Volatility (6M)

Calculated over the trailing 6-month period

52.34%

49.04%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

148.53%

80.05%

+68.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

134.84%

67.29%

+67.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

134.84%

67.29%

+67.55%