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METY.L vs. AMZI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METY.L vs. AMZI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares META Options ETP (METY.L) and IncomeShares Amazon (AMZN) Options ETP (AMZI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, METY.L achieves a -27.52% return, which is significantly lower than AMZI.L's -8.95% return.


METY.L

1D
0.00%
1M
-8.57%
YTD
-27.52%
6M
-27.10%
1Y
-33.97%
3Y*
5Y*
10Y*

AMZI.L

1D
0.00%
1M
-8.32%
YTD
-8.95%
6M
-8.69%
1Y
-4.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

METY.L vs. AMZI.L - Yearly Performance Comparison


2026 (YTD)20252024
METY.L
IncomeShares META Options ETP
-27.52%6.34%0.58%
AMZI.L
IncomeShares Amazon (AMZN) Options ETP
-8.95%4.42%15.15%

Correlation

The correlation between METY.L and AMZI.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.59

The correlation between METY.L and AMZI.L has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

METY.L vs. AMZI.L — Risk / Return Rank

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

METY.L
METY.L Risk / Return Rank: 22
Overall Rank
METY.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
METY.L Sortino Ratio Rank: 22
Sortino Ratio Rank
METY.L Omega Ratio Rank: 11
Omega Ratio Rank
METY.L Calmar Ratio Rank: 22
Calmar Ratio Rank
METY.L Martin Ratio Rank: 22
Martin Ratio Rank

AMZI.L
AMZI.L Risk / Return Rank: 88
Overall Rank
AMZI.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AMZI.L Sortino Ratio Rank: 88
Sortino Ratio Rank
AMZI.L Omega Ratio Rank: 88
Omega Ratio Rank
AMZI.L Calmar Ratio Rank: 88
Calmar Ratio Rank
AMZI.L Martin Ratio Rank: 77
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.L vs. AMZI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and IncomeShares Amazon (AMZN) Options ETP (AMZI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


METY.LAMZI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

0.80

1.00

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.17

-0.66

Martin ratioReturn relative to average drawdown

-1.47

-0.37

-1.10

METY.L vs. AMZI.L - Sharpe Ratio Comparison

The current METY.L Sharpe Ratio is -1.12, which is lower than the AMZI.L Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of METY.L and AMZI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

METY.L vs. AMZI.L - Drawdown Comparison

The maximum METY.L drawdown since its inception was -40.70%, which is greater than AMZI.L's maximum drawdown of -27.38%. Use the drawdown chart below to compare losses from any high point for METY.L and AMZI.L.


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Drawdown Indicators


METY.LAMZI.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-27.38%

-13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-40.70%

-27.38%

-13.32%

Current Drawdown

Current decline from peak

-40.22%

-15.21%

-25.01%

Average Drawdown

Average peak-to-trough decline

-15.49%

-9.25%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.04%

12.42%

+10.62%

Volatility

METY.L vs. AMZI.L - Volatility Comparison

IncomeShares META Options ETP (METY.L) has a higher volatility of 10.22% compared to IncomeShares Amazon (AMZN) Options ETP (AMZI.L) at 9.27%. This indicates that METY.L's price experiences larger fluctuations and is considered to be riskier than AMZI.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.LAMZI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.22%

9.27%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

24.00%

23.48%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

29.18%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.85%

29.33%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.85%

29.33%

+1.52%

METY.L vs. AMZI.L - Expense Ratio Comparison

Both METY.L and AMZI.L have an expense ratio of 0.55%.


Dividends

METY.L vs. AMZI.L - Dividend Comparison

METY.L's dividend yield for the trailing twelve months is around 21.26%, more than AMZI.L's 16.59% yield.


PositionTTM20252024
AMZI.L
IncomeShares Amazon (AMZN) Options ETP
16.59%13.65%2.45%
METY.L
IncomeShares META Options ETP
21.26%19.94%3.15%

Frequently Asked Questions


METY.L and AMZI.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

METY.L and AMZI.L have the same expense ratio: 0.55% per year.

Portfolio Optimizer

Find the right allocation for METY.L and AMZI.L

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