METY.L vs. TSLI.L
METY.L (IncomeShares META Options ETP) and TSLI.L (IncomeShares Tesla TSLA Options ETP) are both Derivative Income funds from Leverage Shares. Both are actively managed. Over the past year, METY.L returned -23.21% vs 46.91% for TSLI.L. At a 0.26 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
METY.L vs. TSLI.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 TSLI.L's -9.68% return.
METY.L
- 1D
- 3.19%
- 1M
- 6.11%
- YTD
- -18.12%
- 6M
- -16.59%
- 1Y
- -23.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLI.L
- 1D
- -3.56%
- 1M
- -0.94%
- YTD
- -9.68%
- 6M
- -8.09%
- 1Y
- 46.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L vs. TSLI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.L IncomeShares META Options ETP | -18.12% | 6.34% | 4.47% |
TSLI.L IncomeShares Tesla TSLA Options ETP | -9.68% | 40.52% | 15.49% |
Correlation
The correlation between METY.L and TSLI.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.26 |
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Return for Risk
METY.L vs. TSLI.L — Risk / Return Rank
METY.L
TSLI.L
METY.L vs. TSLI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and IncomeShares Tesla TSLA Options ETP (TSLI.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 | TSLI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.22 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.87 | -2.45 |
| Martin ratioReturn relative to average drawdown | -1.10 | 4.75 | -5.86 |
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 | TSLI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 1.25 | -2.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.71 | -0.89 |
Drawdowns
METY.L vs. TSLI.L - Drawdown Comparison
The maximum METY.L drawdown since its inception was -39.94%, roughly equal to the maximum TSLI.L drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for METY.L and TSLI.L.
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Drawdown Indicators
| METY.L | TSLI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.94% | -41.20% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -24.94% | -15.00% |
Current DrawdownCurrent decline from peak | -32.46% | -15.33% | -17.13% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -12.03% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 9.82% | +11.20% |
Volatility
METY.L vs. TSLI.L - Volatility Comparison
The current volatility for IncomeShares META Options ETP (METY.L) is 7.07%, while IncomeShares Tesla TSLA Options ETP (TSLI.L) has a volatility of 12.09%. This indicates that METY.L experiences smaller price fluctuations and is considered to be less risky than TSLI.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 | TSLI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 12.09% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 25.47% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.19% | 37.64% | -8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.39% | 43.19% | -12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.39% | 43.19% | -12.80% |
METY.L vs. TSLI.L - Expense Ratio Comparison
Both METY.L and TSLI.L have an expense ratio of 0.55%.
Dividends
METY.L vs. TSLI.L - Dividend Comparison
METY.L's dividend yield for the trailing twelve months is around 18.81%, less than TSLI.L's 74.25% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
METY.L IncomeShares META Options ETP | 18.81% | 19.94% | 3.15% |
TSLI.L IncomeShares Tesla TSLA Options ETP | 74.25% | 73.68% | 19.21% |
Frequently Asked Questions
METY.L and TSLI.L have a correlation of 0.26, 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 TSLI.L have the same expense ratio: 0.55% per year.
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