METY.L vs. SOXL.L
METY.L (IncomeShares META Options ETP) and SOXL.L (Leverage Shares 4x Long Semiconductors ETP Securities) are both exchange-traded funds - METY.L is a Derivative Income fund actively managed by Leverage Shares, while SOXL.L is a Leveraged Equities fund tracking the NYSE Semiconductor Index. METY.L is actively managed, while SOXL.L is passively managed. Over the past year, METY.L returned -23.21% vs 2188.86% for SOXL.L. At a 0.39 correlation, their price movements are largely independent. METY.L charges 0.55%/yr vs 0.75%/yr for SOXL.L.
Performance
METY.L vs. SOXL.L - Performance Comparison
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Returns By Period
In the year-to-date period, METY.L achieves a -18.12% return, which is significantly lower than SOXL.L's 798.38% return.
METY.L
- 1D
- 3.19%
- 1M
- 6.11%
- YTD
- -18.12%
- 6M
- -16.59%
- 1Y
- -23.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXL.L
- 1D
- -9.76%
- 1M
- 108.32%
- YTD
- 798.38%
- 6M
- 722.46%
- 1Y
- 2,188.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L vs. SOXL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.L IncomeShares META Options ETP | -18.12% | 6.34% | 4.47% |
SOXL.L Leverage Shares 4x Long Semiconductors ETP Securities | 798.38% | 11.41% | -36.16% |
Correlation
The correlation between METY.L and SOXL.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.39 |
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Return for Risk
METY.L vs. SOXL.L — Risk / Return Rank
METY.L
SOXL.L
METY.L vs. SOXL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.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 | SOXL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -16.69 | ||
| Sortino ratioReturn per unit of downside risk | -6.05 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.62 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 41.59 | -42.17 |
| Martin ratioReturn relative to average drawdown | -1.10 | 125.57 | -126.67 |
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.L | SOXL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 15.90 | -16.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.64 | -0.82 |
Drawdowns
METY.L vs. SOXL.L - Drawdown Comparison
The maximum METY.L drawdown since its inception was -39.94%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for METY.L and SOXL.L.
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Drawdown Indicators
| METY.L | SOXL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.94% | -95.66% | +55.72% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -51.95% | +12.01% |
Current DrawdownCurrent decline from peak | -32.46% | -9.76% | -22.70% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -60.63% | +46.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 17.24% | +3.78% |
Volatility
METY.L vs. SOXL.L - Volatility Comparison
The current volatility for IncomeShares META Options ETP (METY.L) is 7.07%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 57.30%. This indicates that METY.L experiences smaller price fluctuations and is considered to be less risky than SOXL.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.L | SOXL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 57.30% | -50.23% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 104.35% | -81.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.19% | 136.04% | -106.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.39% | 137.56% | -107.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.39% | 137.56% | -107.17% |
METY.L vs. SOXL.L - Expense Ratio Comparison
METY.L has a 0.55% expense ratio, which is lower than SOXL.L's 0.75% expense ratio.
Dividends
METY.L vs. SOXL.L - Dividend Comparison
METY.L's dividend yield for the trailing twelve months is around 18.81%, while SOXL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
METY.L IncomeShares META Options ETP | 18.81% | 19.94% | 3.15% |
SOXL.L Leverage Shares 4x Long Semiconductors ETP Securities | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
METY.L and SOXL.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.L is cheaper with a 0.55% expense ratio, compared with 0.75% for SOXL.L.
METY.L is categorized as Derivative Income, while SOXL.L is Leveraged Equities. Their fees differ too: 0.55% for METY.L and 0.75% for SOXL.L.
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