SPYY.L vs. SPYO.L
Compare and contrast key facts about IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L).
SPYY.L and SPYO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYY.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024. SPYO.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024.
Performance
SPYY.L vs. SPYO.L - Performance Comparison
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SPYY.L vs. SPYO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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*
- —
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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
SPYY.L
SPYO.L
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.L | SPYO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.11 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.23 | 0.23 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.07 | +0.01 |
Martin ratioReturn relative to average drawdown | 0.32 | 0.28 | +0.03 |
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
| SPYY.L | SPYO.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | |
|---|---|---|---|
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.L | SPYO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.91% | -14.17% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -4.53% | +0.07% |
Ulcer IndexDepth 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.L | SPYO.L | Difference | |
|---|---|---|---|
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% |