MSFY.L vs. AVGI.L
MSFY.L (IncomeShares Microsoft (MSFT) Options ETP) and AVGI.L (IncomeShares Broadcom (AVGO) Options ETP) are both Derivative Income funds from Leverage Shares. Both are actively managed. Over the past year, MSFY.L returned -28.86% vs 16.55% for AVGI.L. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
MSFY.L vs. AVGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY.L achieves a -27.67% return, which is significantly lower than AVGI.L's 5.06% return.
MSFY.L
- 1D
- 0.00%
- 1M
- -2.59%
- 6M
- -24.15%
- YTD
- -27.67%
- 1Y
- -28.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGI.L
- 1D
- 0.00%
- 1M
- -3.05%
- 6M
- 9.80%
- YTD
- 5.06%
- 1Y
- 16.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY.L vs. AVGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSFY.L IncomeShares Microsoft (MSFT) Options ETP | -27.67% | 0.14% |
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 5.06% | 11,438.21% |
Correlation
The correlation between MSFY.L and AVGI.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.19 |
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Return for Risk
MSFY.L vs. AVGI.L — Risk / Return Rank
MSFY.L
AVGI.L
MSFY.L vs. AVGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP (MSFY.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFY.L | AVGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.13 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.38 | -1.13 |
| Martin ratioReturn relative to average drawdown | -1.40 | 0.60 | -2.01 |
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Drawdowns
MSFY.L vs. AVGI.L - Drawdown Comparison
The maximum MSFY.L drawdown since its inception was -38.40%, smaller than the maximum AVGI.L drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for MSFY.L and AVGI.L.
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Drawdown Indicators
| MSFY.L | AVGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -43.06% | +4.66% |
Max Drawdown (1Y)Largest decline over 1 year | -38.40% | -43.06% | +4.66% |
Current DrawdownCurrent decline from peak | -33.49% | -31.32% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -22.74% | +10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.52% | 27.40% | -6.88% |
Volatility
MSFY.L vs. AVGI.L - Volatility Comparison
The current volatility for IncomeShares Microsoft (MSFT) Options ETP (MSFY.L) is 9.27%, while IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) has a volatility of 13.15%. This indicates that MSFY.L experiences smaller price fluctuations and is considered to be less risky than AVGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFY.L | AVGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 13.15% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 29.93% | -8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 59.93% | -35.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 9,794.55% | -9,770.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 9,794.55% | -9,770.16% |
MSFY.L vs. AVGI.L - Expense Ratio Comparison
Both MSFY.L and AVGI.L have an expense ratio of 0.55%.
Dividends
MSFY.L vs. AVGI.L - Dividend Comparison
MSFY.L's dividend yield for the trailing twelve months is around 18.83%, less than AVGI.L's 50.60% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 50.60% | 10.33% | 0.00% |
MSFY.L IncomeShares Microsoft (MSFT) Options ETP | 18.83% | 6.74% | 1.22% |
Frequently Asked Questions
MSFY.L and AVGI.L have a correlation of 0.18, 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.
MSFY.L and AVGI.L have the same expense ratio: 0.55% per year.
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