NVDI.L vs. TSLI.L
NVDI.L (IncomeShares NVIDIA NVDA Options ETP) and TSLI.L (IncomeShares Tesla TSLA Options ETP) are both exchange-traded funds - NVDI.L is a Options Trading fund actively managed by Leverage Shares, while TSLI.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 46.91% for TSLI.L. At a 0.33 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
NVDI.L vs. TSLI.L - Performance Comparison
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Returns By Period
In the year-to-date period, NVDI.L achieves a -0.43% return, which is significantly higher than TSLI.L's -9.68% return.
NVDI.L
- 1D
- 0.00%
- 1M
- 8.35%
- YTD
- -0.43%
- 6M
- 2.01%
- 1Y
- 19.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLI.L
- 1D
- -3.56%
- 1M
- -0.94%
- YTD
- -9.68%
- 6M
- -8.09%
- 1Y
- 46.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDI.L vs. TSLI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NVDI.L IncomeShares NVIDIA NVDA Options ETP | -0.43% | 16.65% | -2.63% |
TSLI.L IncomeShares Tesla TSLA Options ETP | -9.68% | 40.52% | 28.35% |
Correlation
The correlation between NVDI.L and TSLI.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2024 | 0.33 |
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Return for Risk
NVDI.L vs. TSLI.L — Risk / Return Rank
NVDI.L
TSLI.L
NVDI.L vs. TSLI.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 (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.
| NVDI.L | TSLI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.87 | -0.95 |
| Martin ratioReturn relative to average drawdown | 2.00 | 4.75 | -2.76 |
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 | TSLI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.25 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.71 | -0.61 |
Drawdowns
NVDI.L vs. TSLI.L - Drawdown Comparison
The maximum NVDI.L drawdown since its inception was -31.39%, smaller than the maximum TSLI.L drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for NVDI.L and TSLI.L.
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Drawdown Indicators
| NVDI.L | TSLI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -41.20% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -24.94% | +3.35% |
Current DrawdownCurrent decline from peak | -9.62% | -15.33% | +5.71% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -12.03% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.98% | 9.82% | +0.16% |
Volatility
NVDI.L vs. TSLI.L - Volatility Comparison
The current volatility for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) is 10.09%, while IncomeShares Tesla TSLA Options ETP (TSLI.L) has a volatility of 12.09%. This indicates that NVDI.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
| NVDI.L | TSLI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 12.09% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 20.28% | 25.47% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.34% | 37.64% | -5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.31% | 43.19% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 43.19% | -3.88% |
NVDI.L vs. TSLI.L - Expense Ratio Comparison
Both NVDI.L and TSLI.L have an expense ratio of 0.55%.
Dividends
NVDI.L vs. TSLI.L - Dividend Comparison
NVDI.L's dividend yield for the trailing twelve months is around 20.63%, less than TSLI.L's 74.25% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
NVDI.L IncomeShares NVIDIA NVDA Options ETP | 20.63% | 32.04% | 2.59% |
TSLI.L IncomeShares Tesla TSLA Options ETP | 74.25% | 73.68% | 19.21% |
Frequently Asked Questions
NVDI.L and TSLI.L have a correlation of 0.33, 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 TSLI.L have the same expense ratio: 0.55% per year.
NVDI.L is categorized as Options Trading, while TSLI.L is Derivative Income.
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