SPYY.L vs. VWRA.L
Compare and contrast key facts about IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
SPYY.L and VWRA.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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.
Performance
SPYY.L vs. VWRA.L - Performance Comparison
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SPYY.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | -13.97% | 16.00% | -4.69% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | -1.45% | 22.45% | 2.65% |
Returns By Period
In the year-to-date period, SPYY.L achieves a -13.97% return, which is significantly lower than VWRA.L's -1.45% return.
SPYY.L
- 1D
- -3.58%
- 1M
- -6.79%
- YTD
- -13.97%
- 6M
- -10.44%
- 1Y
- 1.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWRA.L
- 1D
- 2.86%
- 1M
- -3.99%
- YTD
- -1.45%
- 6M
- 2.03%
- 1Y
- 21.96%
- 3Y*
- 17.54%
- 5Y*
- 9.70%
- 10Y*
- —
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SPYY.L vs. VWRA.L - Expense Ratio Comparison
SPYY.L has a 0.45% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Return for Risk
SPYY.L vs. VWRA.L — Risk / Return Rank
SPYY.L
VWRA.L
SPYY.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.43 | -1.32 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.98 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.45 | -2.37 |
Martin ratioReturn relative to average drawdown | 0.32 | 9.77 | -9.45 |
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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.43 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.68 | -0.89 |
Correlation
The correlation between SPYY.L and VWRA.L is 0.74, 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. VWRA.L - Dividend Comparison
SPYY.L's dividend yield for the trailing twelve months is around 61.45%, while VWRA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | 61.45% | 82.07% | 2.84% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYY.L vs. VWRA.L - Drawdown Comparison
The maximum SPYY.L drawdown since its inception was -17.71%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for SPYY.L and VWRA.L.
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Drawdown Indicators
| SPYY.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -33.62% | +15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -11.49% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.06% | — |
Current DrawdownCurrent decline from peak | -14.91% | -5.56% | -9.35% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -5.50% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.21% | +1.36% |
Volatility
SPYY.L vs. VWRA.L - Volatility Comparison
The current volatility for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) is 5.01%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 5.65%. This indicates that SPYY.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYY.L | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.65% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.15% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 15.38% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 15.27% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.65% | 17.32% | -2.67% |