METY.L vs. NVDI.L
METY.L (IncomeShares META Options ETP) and NVDI.L (IncomeShares NVIDIA NVDA Options ETP) are both exchange-traded funds - METY.L is a Derivative Income fund actively managed by Leverage Shares, while NVDI.L is a Options Trading fund actively managed by Leverage Shares. Both are actively managed. Over the past year, METY.L returned -23.21% vs 19.99% for NVDI.L. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
METY.L vs. NVDI.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, METY.L achieves a -18.12% return, which is significantly lower than NVDI.L's -0.43% return.
METY.L
- 1D
- 3.19%
- 1M
- 6.11%
- YTD
- -18.12%
- 6M
- -16.59%
- 1Y
- -23.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDI.L
- 1D
- 0.00%
- 1M
- 8.35%
- YTD
- -0.43%
- 6M
- 2.01%
- 1Y
- 19.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L vs. NVDI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.L IncomeShares META Options ETP | -18.12% | 6.34% | 4.47% |
NVDI.L IncomeShares NVIDIA NVDA Options ETP | -0.43% | 16.65% | 9.58% |
Correlation
The correlation between METY.L and NVDI.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
METY.L vs. NVDI.L — Risk / Return Rank
METY.L
NVDI.L
METY.L vs. NVDI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and IncomeShares NVIDIA NVDA Options ETP (NVDI.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.L | NVDI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.13 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.92 | -1.50 |
| Martin ratioReturn relative to average drawdown | -1.10 | 2.00 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| METY.L | NVDI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.62 | -1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.11 | -0.29 |
Drawdowns
METY.L vs. NVDI.L - Drawdown Comparison
The maximum METY.L drawdown since its inception was -39.94%, which is greater than NVDI.L's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for METY.L and NVDI.L.
Loading charts...
Drawdown Indicators
| METY.L | NVDI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.94% | -31.39% | -8.55% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -21.59% | -18.35% |
Current DrawdownCurrent decline from peak | -32.46% | -9.62% | -22.84% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -10.27% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 9.98% | +11.04% |
Volatility
METY.L vs. NVDI.L - Volatility Comparison
The current volatility for IncomeShares META Options ETP (METY.L) is 7.07%, while IncomeShares NVIDIA NVDA Options ETP (NVDI.L) has a volatility of 10.09%. This indicates that METY.L experiences smaller price fluctuations and is considered to be less risky than NVDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| METY.L | NVDI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 10.09% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 20.28% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.19% | 32.34% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.39% | 39.31% | -8.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.39% | 39.31% | -8.92% |
METY.L vs. NVDI.L - Expense Ratio Comparison
Both METY.L and NVDI.L have an expense ratio of 0.55%.
Dividends
METY.L vs. NVDI.L - Dividend Comparison
METY.L's dividend yield for the trailing twelve months is around 18.81%, less than NVDI.L's 20.63% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
METY.L IncomeShares META Options ETP | 18.81% | 19.94% | 3.15% |
NVDI.L IncomeShares NVIDIA NVDA Options ETP | 20.63% | 32.04% | 2.59% |
Frequently Asked Questions
METY.L and NVDI.L have a correlation of 0.39, 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 NVDI.L have the same expense ratio: 0.55% per year.
METY.L is categorized as Derivative Income, while NVDI.L is Options Trading.
Find the right allocation for METY.L and NVDI.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer