METY.L vs. META

Last updated Jun 5, 2026

METY.L (IncomeShares META Options ETP) is Derivative Income fund actively managed by Leverage Shares, while META (Meta Platforms, Inc.) is a stock. Over the past year, METY.L returned -23.21% vs -8.49% for META. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

METY.L vs. META - Performance Comparison

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

Returns By Period

In the year-to-date period, METY.L achieves a -18.12% return, which is significantly lower than META's -4.85% return.

METY.L

• 1D: 3.19%
• 1M: 6.11%
• YTD: -18.12%
• 6M: -16.59%
• 1Y: -23.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

META

• 1D: 0.74%
• 1M: 3.74%
• YTD: -4.85%
• 6M: -4.97%
• 1Y: -8.49%
• 3Y*: 32.58%
• 5Y*: 13.87%
• 10Y*: 18.20%

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

METY.L vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024
METY.L IncomeShares META Options ETP	-18.12%	6.34%	4.47%
META Meta Platforms, Inc.	-4.85%	13.09%	3.19%

Correlation

The correlation between METY.L and META is 0.73, 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	0.73
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024	0.65

The correlation between METY.L and META has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

Return for Risk

METY.L vs. META — 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: 3
METY.L Sharpe Ratio Rank: 3
METY.L Sortino Ratio Rank: 3
METY.L Omega Ratio Rank: 3
METY.L Calmar Ratio Rank: 4
METY.L Martin Ratio Rank: 4

META

META Risk / Return Rank: 31
META Sharpe Ratio Rank: 31
META Sortino Ratio Rank: 28
META Omega Ratio Rank: 28
META Calmar Ratio Rank: 33
META Martin Ratio Rank: 32

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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and Meta Platforms, Inc. (META). 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.L	META	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	-0.24	-0.55
Sortino ratio: Return per unit of downside risk	-0.99	-0.11	-0.87
Omega ratio: Gain probability vs. loss probability	0.87	0.99	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.58	-0.26	-0.32
Martin ratio: Return relative to average drawdown	-1.10	-0.55	-0.55
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.L vs. META - Sharpe Ratio Comparison

The current METY.L Sharpe Ratio is -0.79, which is lower than the META Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of METY.L and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	METY.L	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	-0.24	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.32	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.56	-0.74

Drawdowns

METY.L vs. META - Drawdown Comparison

The maximum METY.L drawdown since its inception was -39.94%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for METY.L and META.

Drawdown Indicators

	METY.L	META	Difference
Max Drawdown Largest peak-to-trough decline	-39.94%	-76.74%	+36.80%
Max Drawdown (1Y) Largest decline over 1 year	-39.94%	-33.30%	-6.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-34.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-76.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.74%	—
Current Drawdown Current decline from peak	-32.46%	-20.37%	-12.09%
Average Drawdown Average peak-to-trough decline	-14.37%	-15.25%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.02%	15.52%	+5.50%

Volatility

METY.L vs. META - Volatility Comparison

The current volatility for IncomeShares META Options ETP (METY.L) is 7.07%, while Meta Platforms, Inc. (META) has a volatility of 8.79%. This indicates that METY.L experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	METY.L	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	8.79%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	22.68%	26.57%	-3.89%
Volatility (1Y) Calculated over the trailing 1-year period	29.19%	35.24%	-6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.39%	43.98%	-13.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.39%	38.63%	-8.24%

Dividends

METY.L vs. META - Dividend Comparison

METY.L's dividend yield for the trailing twelve months is around 18.81%, more than META's 0.33% yield.

Position	TTM	2025	2024
META Meta Platforms, Inc.	0.33%	0.32%	0.34%
METY.L IncomeShares META Options ETP	18.81%	19.94%	3.15%

Frequently Asked Questions

Can I hold both METY.L and META in my portfolio?

METY.L and META have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.