METY.DE vs. YGLD.DE

Last updated Apr 3, 2026

Compare and contrast key facts about IncomeShares META Options ETP (METY.DE) and IncomeShares Gold + Yield ETP (YGLD.DE).

METY.DE and YGLD.DE 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. YGLD.DE is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024.

Performance

METY.DE vs. YGLD.DE - Performance Comparison

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

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

	2026 (YTD)	2025	2024
METY.DE IncomeShares META Options ETP	-8.00%	830.92%	2.83%
YGLD.DE IncomeShares Gold + Yield ETP	-0.32%	33.57%	-0.54%

Different Trading Currencies

METY.DE is traded in SEK, while YGLD.DE is traded in EUR. To make them comparable, the YGLD.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 YGLD.DE's -0.32% return.

METY.DE

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

YGLD.DE

• 1D: -1.84%
• 1M: -7.05%
• YTD: -0.32%
• 6M: 9.78%
• 1Y: 23.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

METY.DE has a 0.55% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.

METY.DE

IncomeShares META Options ETP

YGLD.DE

IncomeShares Gold + Yield ETP

Return for Risk

METY.DE vs. YGLD.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: 97
METY.DE Sharpe Ratio Rank: 90
METY.DE Sortino Ratio Rank: 99
METY.DE Omega Ratio Rank: 98
METY.DE Calmar Ratio Rank: 99
METY.DE Martin Ratio Rank: 98

YGLD.DE

YGLD.DE Risk / Return Rank: 41
YGLD.DE Sharpe Ratio Rank: 35
YGLD.DE Sortino Ratio Rank: 35
YGLD.DE Omega Ratio Rank: 50
YGLD.DE Calmar Ratio Rank: 52
YGLD.DE Martin Ratio Rank: 34

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. YGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and IncomeShares Gold + Yield ETP (YGLD.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.DE	YGLD.DE	Difference
Sharpe ratio Return per unit of total volatility	2.03	0.77	+1.26
Sortino ratio Return per unit of downside risk	7.78	1.15	+6.64
Omega ratio Gain probability vs. loss probability	2.06	1.22	+0.84
Calmar ratio Return relative to maximum drawdown	11.63	1.56	+10.07
Martin ratio Return relative to average drawdown	33.14	3.70	+29.44
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. YGLD.DE - Sharpe Ratio Comparison

The current METY.DE Sharpe Ratio is 2.03, which is higher than the YGLD.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of METY.DE and YGLD.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.

Sharpe Ratios by Period

	METY.DE	YGLD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	0.77	+1.26
Sharpe Ratio (All Time) Calculated using the full available price history	2.86	0.58	+2.28

Correlation

The correlation between METY.DE and YGLD.DE is 0.12, 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. YGLD.DE - Dividend Comparison

METY.DE's dividend yield for the trailing twelve months is around 200.27%, more than YGLD.DE's 6.49% yield.

	TTM	2025
METY.DE IncomeShares META Options ETP	200.27%	237.78%
YGLD.DE IncomeShares Gold + Yield ETP	6.49%	6.36%

Drawdowns

METY.DE vs. YGLD.DE - Drawdown Comparison

The maximum METY.DE drawdown since its inception was -31.80%, which is greater than YGLD.DE's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for METY.DE and YGLD.DE.

Drawdown Indicators

	METY.DE	YGLD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.80%	-16.94%	-14.86%
Max Drawdown (1Y) Largest decline over 1 year	-31.80%	-16.94%	-14.86%
Current Drawdown Current decline from peak	-24.51%	-11.66%	-12.85%
Average Drawdown Average peak-to-trough decline	-6.72%	-4.68%	-2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.16%	7.09%	+4.07%

Volatility

METY.DE vs. YGLD.DE - Volatility Comparison

IncomeShares META Options ETP (METY.DE) has a higher volatility of 11.15% compared to IncomeShares Gold + Yield ETP (YGLD.DE) at 9.84%. This indicates that METY.DE's price experiences larger fluctuations and is considered to be riskier than YGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	METY.DE	YGLD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.15%	9.84%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	52.34%	28.43%	+23.91%
Volatility (1Y) Calculated over the trailing 1-year period	148.53%	29.82%	+118.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.84%	27.35%	+107.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	134.84%	27.35%	+107.49%