MSFI.L vs. GOOI.L
MSFI.L (IncomeShares Microsoft (MSFT) Options ETP GBP) and GOOI.L (IncomeShares Alphabet (GOOG) Options ETP) are both Derivative Income funds from Leverage Shares. Both are actively managed. Over the past year, MSFI.L returned -17.69% vs 75.89% for GOOI.L. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
MSFI.L vs. GOOI.L - Performance Comparison
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Different Trading Currencies
MSFI.L is traded in GBp, while GOOI.L is traded in USD. To make them comparable, the GOOI.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFI.L achieves a -23.11% return, which is significantly lower than GOOI.L's 8.55% return.
MSFI.L
- 1D
- 0.36%
- 1M
- -0.54%
- YTD
- -23.11%
- 6M
- -21.41%
- 1Y
- -17.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOI.L
- 1D
- 1.82%
- 1M
- -4.25%
- YTD
- 8.55%
- 6M
- 7.37%
- 1Y
- 75.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFI.L vs. GOOI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSFI.L IncomeShares Microsoft (MSFT) Options ETP GBP | -23.11% | 3.55% | 6.56% |
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 8.55% | 34.81% | 25.44% |
Correlation
The correlation between MSFI.L and GOOI.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.36 |
The correlation between MSFI.L and GOOI.L shifts across timeframes, from 0.21 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFI.L vs. GOOI.L — Risk / Return Rank
MSFI.L
GOOI.L
MSFI.L vs. GOOI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) and IncomeShares Alphabet (GOOG) Options ETP (GOOI.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.
| MSFI.L | GOOI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.87 | ||
| Sortino ratioReturn per unit of downside risk | -4.95 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.49 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 5.64 | -6.16 |
| Martin ratioReturn relative to average drawdown | -0.98 | 17.81 | -18.79 |
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
| MSFI.L | GOOI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 3.10 | -3.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.40 | 1.68 | -2.08 |
Drawdowns
MSFI.L vs. GOOI.L - Drawdown Comparison
The maximum MSFI.L drawdown since its inception was -34.29%, which is greater than GOOI.L's maximum drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for MSFI.L and GOOI.L.
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Drawdown Indicators
| MSFI.L | GOOI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.29% | -28.43% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -34.29% | -13.38% | -20.91% |
Current DrawdownCurrent decline from peak | -30.42% | -8.57% | -21.85% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -7.50% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.96% | 4.25% | +13.71% |
Volatility
MSFI.L vs. GOOI.L - Volatility Comparison
IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) has a higher volatility of 8.90% compared to IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) at 7.67%. This indicates that MSFI.L's price experiences larger fluctuations and is considered to be riskier than GOOI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFI.L | GOOI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 7.67% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 15.46% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 24.35% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 25.77% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 25.77% | -2.56% |
MSFI.L vs. GOOI.L - Expense Ratio Comparison
Both MSFI.L and GOOI.L have an expense ratio of 0.55%.
Dividends
MSFI.L vs. GOOI.L - Dividend Comparison
MSFI.L's dividend yield for the trailing twelve months is around 9.47%, less than GOOI.L's 22.56% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 22.56% | 11.19% | 2.00% |
MSFI.L IncomeShares Microsoft (MSFT) Options ETP GBP | 9.47% | 6.96% | 1.18% |
Frequently Asked Questions
MSFI.L and GOOI.L have a correlation of 0.21, 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.
MSFI.L and GOOI.L have the same expense ratio: 0.55% per year.
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