NVDI.L vs. AMZI.L

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and IncomeShares Amazon (AMZN) Options ETP (AMZI.L).

NVDI.L and AMZI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDI.L is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024. AMZI.L is an actively managed fund by Leverage Shares. It was launched on Sep 26, 2024.

Performance

NVDI.L vs. AMZI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and IncomeShares Amazon (AMZN) Options ETP (AMZI.L). The values are adjusted to include any dividend payments, if applicable.

NVDI.L vs. AMZI.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NVDI.L IncomeShares NVIDIA NVDA Options ETP	-12.15%	16.65%	9.58%
AMZI.L IncomeShares Amazon (AMZN) Options ETP	-19.59%	4.42%	15.12%

Returns By Period

In the year-to-date period, NVDI.L achieves a -12.15% return, which is significantly higher than AMZI.L's -19.59% return.

NVDI.L

• 1D: -0.50%
• 1M: -2.97%
• YTD: -12.15%
• 6M: -13.46%
• 1Y: 17.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMZI.L

• 1D: 0.32%
• 1M: 0.80%
• YTD: -19.59%
• 6M: -16.48%
• 1Y: -6.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDI.L vs. AMZI.L - Expense Ratio Comparison

Both NVDI.L and AMZI.L have an expense ratio of 0.55%.

NVDI.L

IncomeShares NVIDIA NVDA Options ETP

AMZI.L

IncomeShares Amazon (AMZN) Options ETP

Return for Risk

NVDI.L vs. AMZI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVDI.L

NVDI.L Risk / Return Rank: 27
NVDI.L Sharpe Ratio Rank: 26
NVDI.L Sortino Ratio Rank: 28
NVDI.L Omega Ratio Rank: 27
NVDI.L Calmar Ratio Rank: 29
NVDI.L Martin Ratio Rank: 24

AMZI.L

AMZI.L Risk / Return Rank: 8
AMZI.L Sharpe Ratio Rank: 8
AMZI.L Sortino Ratio Rank: 8
AMZI.L Omega Ratio Rank: 8
AMZI.L Calmar Ratio Rank: 8
AMZI.L Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NVDI.L vs. AMZI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and IncomeShares Amazon (AMZN) Options ETP (AMZI.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.

	NVDI.L	AMZI.L	Difference
Sharpe ratio Return per unit of total volatility	0.50	-0.21	+0.71
Sortino ratio Return per unit of downside risk	0.88	-0.08	+0.96
Omega ratio Gain probability vs. loss probability	1.12	0.99	+0.13
Calmar ratio Return relative to maximum drawdown	0.76	-0.23	+0.99
Martin ratio Return relative to average drawdown	1.87	-0.59	+2.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDI.L vs. AMZI.L - Sharpe Ratio Comparison

The current NVDI.L Sharpe Ratio is 0.50, which is higher than the AMZI.L Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of NVDI.L and AMZI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVDI.L	AMZI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	-0.21	+0.71
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	-0.08	+0.01

Correlation

The correlation between NVDI.L and AMZI.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NVDI.L vs. AMZI.L - Dividend Comparison

NVDI.L's dividend yield for the trailing twelve months is around 20.38%, more than AMZI.L's 13.81% yield.

	TTM	2025	2024
NVDI.L IncomeShares NVIDIA NVDA Options ETP	20.38%	32.04%	2.59%
AMZI.L IncomeShares Amazon (AMZN) Options ETP	13.81%	13.65%	2.45%

Drawdowns

NVDI.L vs. AMZI.L - Drawdown Comparison

The maximum NVDI.L drawdown since its inception was -31.39%, which is greater than AMZI.L's maximum drawdown of -27.38%. Use the drawdown chart below to compare losses from any high point for NVDI.L and AMZI.L.

Drawdown Indicators

	NVDI.L	AMZI.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.39%	-27.38%	-4.01%
Max Drawdown (1Y) Largest decline over 1 year	-21.59%	-27.38%	+5.79%
Current Drawdown Current decline from peak	-20.26%	-25.12%	+4.86%
Average Drawdown Average peak-to-trough decline	-10.15%	-8.58%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.80%	10.63%	-1.83%

Volatility

NVDI.L vs. AMZI.L - Volatility Comparison

The current volatility for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) is 6.85%, while IncomeShares Amazon (AMZN) Options ETP (AMZI.L) has a volatility of 8.38%. This indicates that NVDI.L experiences smaller price fluctuations and is considered to be less risky than AMZI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDI.L	AMZI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.85%	8.38%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	23.80%	22.36%	+1.44%
Volatility (1Y) Calculated over the trailing 1-year period	35.79%	30.08%	+5.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.10%	29.07%	+11.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.10%	29.07%	+11.03%