NVDI.L vs. TSLD.L
NVDI.L (IncomeShares NVIDIA NVDA Options ETP) and TSLD.L (IncomeShares Tesla TSLA Options ETP GBP) are both exchange-traded funds - NVDI.L is a Options Trading fund actively managed by Leverage Shares, while TSLD.L is a Derivative Income fund actively managed by Leverage Shares. Both are actively managed. Over the past year, NVDI.L returned 19.99% vs 24.53% for TSLD.L. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
NVDI.L vs. TSLD.L - Performance Comparison
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Different Trading Currencies
NVDI.L is traded in USD, while TSLD.L is traded in GBp. To make them comparable, the TSLD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NVDI.L achieves a -0.43% return, which is significantly higher than TSLD.L's -18.87% return.
NVDI.L
- 1D
- 0.00%
- 1M
- 8.35%
- YTD
- -0.43%
- 6M
- 2.01%
- 1Y
- 19.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLD.L
- 1D
- -2.46%
- 1M
- 2.73%
- YTD
- -18.87%
- 6M
- -17.22%
- 1Y
- 24.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDI.L vs. TSLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NVDI.L IncomeShares NVIDIA NVDA Options ETP | -0.43% | 16.65% | -7.10% |
TSLD.L IncomeShares Tesla TSLA Options ETP GBP | -18.87% | 32.86% | 15.32% |
Correlation
The correlation between NVDI.L and TSLD.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024 | 0.34 |
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Return for Risk
NVDI.L vs. TSLD.L — Risk / Return Rank
NVDI.L
TSLD.L
NVDI.L vs. TSLD.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 Tesla TSLA Options ETP GBP (TSLD.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 | TSLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.73 | +0.19 |
| Martin ratioReturn relative to average drawdown | 2.00 | 1.70 | +0.30 |
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
| NVDI.L | TSLD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.28 | -0.18 |
Drawdowns
NVDI.L vs. TSLD.L - Drawdown Comparison
The maximum NVDI.L drawdown since its inception was -31.39%, smaller than the maximum TSLD.L drawdown of -41.11%. Use the drawdown chart below to compare losses from any high point for NVDI.L and TSLD.L.
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Drawdown Indicators
| NVDI.L | TSLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -41.11% | +9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -33.56% | +11.97% |
Current DrawdownCurrent decline from peak | -9.62% | -23.95% | +14.33% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -14.15% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.98% | 14.38% | -4.40% |
Volatility
NVDI.L vs. TSLD.L - Volatility Comparison
The current volatility for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) is 10.09%, while IncomeShares Tesla TSLA Options ETP GBP (TSLD.L) has a volatility of 10.86%. This indicates that NVDI.L experiences smaller price fluctuations and is considered to be less risky than TSLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDI.L | TSLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 10.86% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 20.28% | 25.08% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.34% | 38.46% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.31% | 43.47% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 43.47% | -4.16% |
NVDI.L vs. TSLD.L - Expense Ratio Comparison
Both NVDI.L and TSLD.L have an expense ratio of 0.55%.
Dividends
NVDI.L vs. TSLD.L - Dividend Comparison
NVDI.L's dividend yield for the trailing twelve months is around 20.63%, less than TSLD.L's 49.60% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
NVDI.L IncomeShares NVIDIA NVDA Options ETP | 20.63% | 32.04% | 2.59% |
TSLD.L IncomeShares Tesla TSLA Options ETP GBP | 49.60% | 70.00% | 16.24% |
Frequently Asked Questions
NVDI.L and TSLD.L have a correlation of 0.35, 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.
NVDI.L and TSLD.L have the same expense ratio: 0.55% per year.
NVDI.L is categorized as Options Trading, while TSLD.L is Derivative Income.
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