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SPYY.L vs. SPYO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYY.L vs. SPYO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L). The values are adjusted to include any dividend payments, if applicable.

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SPYY.L vs. SPYO.L - Yearly Performance Comparison


2026 (YTD)20252024
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
-13.97%16.00%-4.69%
SPYO.L
IncomeShares S&P500 Options (0DTE) ETP GBP
-13.99%16.29%-4.85%
Different Trading Currencies

SPYY.L is traded in USD, while SPYO.L is traded in GBp. To make them comparable, the SPYO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SPYY.L having a -13.97% return and SPYO.L slightly lower at -13.99%.


SPYY.L

1D
-3.58%
1M
-6.79%
YTD
-13.97%
6M
-10.44%
1Y
1.63%
3Y*
5Y*
10Y*

SPYO.L

1D
-3.79%
1M
-7.11%
YTD
-13.99%
6M
-10.45%
1Y
1.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYY.L vs. SPYO.L - Expense Ratio Comparison

Both SPYY.L and SPYO.L have an expense ratio of 0.45%.


Return for Risk

SPYY.L vs. SPYO.L — Risk / Return Rank

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

SPYY.L
SPYY.L Risk / Return Rank: 1414
Overall Rank
SPYY.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPYY.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPYY.L Omega Ratio Rank: 1414
Omega Ratio Rank
SPYY.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPYY.L Martin Ratio Rank: 1414
Martin Ratio Rank

SPYO.L
SPYO.L Risk / Return Rank: 1010
Overall Rank
SPYO.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPYO.L Sortino Ratio Rank: 99
Sortino Ratio Rank
SPYO.L Omega Ratio Rank: 99
Omega Ratio Rank
SPYO.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPYO.L Martin Ratio Rank: 99
Martin Ratio Rank
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.

SPYY.L vs. SPYO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.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.


SPYY.LSPYO.LDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.11

0.00

Sortino ratio

Return per unit of downside risk

0.23

0.23

0.00

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.08

0.07

+0.01

Martin ratio

Return relative to average drawdown

0.32

0.28

+0.03

SPYY.L vs. SPYO.L - Sharpe Ratio Comparison

The current SPYY.L Sharpe Ratio is 0.11, which is comparable to the SPYO.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SPYY.L and SPYO.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.


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Sharpe Ratios by Period


SPYY.LSPYO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.11

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

-0.21

0.00

Correlation

The correlation between SPYY.L and SPYO.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYY.L vs. SPYO.L - Dividend Comparison

SPYY.L's dividend yield for the trailing twelve months is around 61.45%, which matches SPYO.L's 61.02% yield.


TTM20252024
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
61.45%82.07%2.84%
SPYO.L
IncomeShares S&P500 Options (0DTE) ETP GBP
61.02%84.42%2.75%

Drawdowns

SPYY.L vs. SPYO.L - Drawdown Comparison

The maximum SPYY.L drawdown since its inception was -17.71%, roughly equal to the maximum SPYO.L drawdown of -17.85%. Use the drawdown chart below to compare losses from any high point for SPYY.L and SPYO.L.


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Drawdown Indicators


SPYY.LSPYO.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-17.68%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-14.17%

-0.74%

Current Drawdown

Current decline from peak

-14.91%

-14.17%

-0.74%

Average Drawdown

Average peak-to-trough decline

-4.46%

-4.53%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.91%

-0.34%

Volatility

SPYY.L vs. SPYO.L - Volatility Comparison

IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) have volatilities of 5.01% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYY.LSPYO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.00%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.00%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

14.95%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

14.37%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

14.37%

+0.28%