METY.DE vs. XYLP.L
Compare and contrast key facts about IncomeShares META Options ETP (METY.DE) and Global X S&P 500 Covered Call UCITS ETF (XYLP.L).
METY.DE and XYLP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. METY.DE is an actively managed fund by Leverage Shares. It was launched on Nov 15, 2024. XYLP.L is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite 15% WHT Index. It was launched on Jul 11, 2023.
Performance
METY.DE vs. XYLP.L - Performance Comparison
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METY.DE vs. XYLP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.DE IncomeShares META Options ETP | -8.00% | 830.92% | 2.83% |
XYLP.L Global X S&P 500 Covered Call UCITS ETF | 0.37% | -11.44% | 3.83% |
Different Trading Currencies
METY.DE is traded in SEK, while XYLP.L is traded in GBP. To make them comparable, the XYLP.L 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 XYLP.L's 0.37% return.
METY.DE
- 1D
- -0.84%
- 1M
- -14.01%
- YTD
- -8.00%
- 6M
- 24.22%
- 1Y
- 305.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XYLP.L
- 1D
- 0.52%
- 1M
- -0.23%
- YTD
- 0.37%
- 6M
- 2.97%
- 1Y
- 2.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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METY.DE vs. XYLP.L - Expense Ratio Comparison
METY.DE has a 0.55% expense ratio, which is higher than XYLP.L's 0.45% expense ratio.
Return for Risk
METY.DE vs. XYLP.L — Risk / Return Rank
METY.DE
XYLP.L
METY.DE vs. XYLP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and Global X S&P 500 Covered Call UCITS ETF (XYLP.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.
| METY.DE | XYLP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.15 | +1.88 |
Sortino ratioReturn per unit of downside risk | 7.78 | 0.29 | +7.49 |
Omega ratioGain probability vs. loss probability | 2.06 | 1.04 | +1.02 |
Calmar ratioReturn relative to maximum drawdown | 11.63 | 1.35 | +10.28 |
Martin ratioReturn relative to average drawdown | 33.14 | 3.78 | +29.36 |
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 | XYLP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.15 | +1.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.86 | 0.35 | +2.51 |
Correlation
The correlation between METY.DE and XYLP.L is 0.32, 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. XYLP.L - Dividend Comparison
METY.DE's dividend yield for the trailing twelve months is around 200.27%, more than XYLP.L's 7.97% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
METY.DE IncomeShares META Options ETP | 200.27% | 237.78% | 0.00% | 0.00% |
XYLP.L Global X S&P 500 Covered Call UCITS ETF | 7.97% | 9.01% | 6.22% | 3.98% |
Drawdowns
METY.DE vs. XYLP.L - Drawdown Comparison
The maximum METY.DE drawdown since its inception was -31.80%, which is greater than XYLP.L's maximum drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for METY.DE and XYLP.L.
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Drawdown Indicators
| METY.DE | XYLP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -19.30% | -12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -4.58% | -27.22% |
Current DrawdownCurrent decline from peak | -24.51% | -6.63% | -17.88% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -5.02% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.16% | 1.45% | +9.71% |
Volatility
METY.DE vs. XYLP.L - Volatility Comparison
IncomeShares META Options ETP (METY.DE) has a higher volatility of 11.15% compared to Global X S&P 500 Covered Call UCITS ETF (XYLP.L) at 3.69%. This indicates that METY.DE's price experiences larger fluctuations and is considered to be riskier than XYLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METY.DE | XYLP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 3.69% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 52.34% | 7.10% | +45.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.53% | 14.33% | +134.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 134.84% | 12.90% | +121.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 134.84% | 12.90% | +121.94% |