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TLTI.L vs. 3GOE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTI.L vs. 3GOE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) and Leverage Shares 3x Alphabet ETP Scs (3GOE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLTI.L achieves a -1.11% return, which is significantly lower than 3GOE.L's 36.76% return.


TLTI.L

1D
-0.46%
1M
-2.42%
6M
-2.18%
YTD
-1.11%
1Y
1.07%
3Y*
5Y*
10Y*

3GOE.L

1D
0.00%
1M
5.19%
6M
17.03%
YTD
36.76%
1Y
462.01%
3Y*
96.84%
5Y*
23.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTI.L vs. 3GOE.L - Yearly Performance Comparison


Correlation

The correlation between TLTI.L and 3GOE.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

-0.03

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Return for Risk

TLTI.L vs. 3GOE.L — Risk / Return Rank

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

TLTI.L
TLTI.L Risk / Return Rank: 1414
Overall Rank
TLTI.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLTI.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLTI.L Omega Ratio Rank: 2323
Omega Ratio Rank
TLTI.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
TLTI.L Martin Ratio Rank: 1010
Martin Ratio Rank

3GOE.L
3GOE.L Risk / Return Rank: 9696
Overall Rank
3GOE.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
3GOE.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
3GOE.L Omega Ratio Rank: 9393
Omega Ratio Rank
3GOE.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
3GOE.L Martin Ratio Rank: 9696
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.

TLTI.L vs. 3GOE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) and Leverage Shares 3x Alphabet ETP Scs (3GOE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLTI.L3GOE.LDifference
Sharpe ratioReturn per unit of total volatility

-4.96

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

1.13

1.50

-0.37

Calmar ratioReturn relative to maximum drawdown

0.08

9.03

-8.95

Martin ratioReturn relative to average drawdown

0.11

24.30

-24.19

TLTI.L vs. 3GOE.L - Sharpe Ratio Comparison

The current TLTI.L Sharpe Ratio is 0.06, which is lower than the 3GOE.L Sharpe Ratio of 5.02. The chart below compares the historical Sharpe Ratios of TLTI.L and 3GOE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLTI.L vs. 3GOE.L - Drawdown Comparison

The maximum TLTI.L drawdown since its inception was -30.03%, smaller than the maximum 3GOE.L drawdown of -88.62%. Use the drawdown chart below to compare losses from any high point for TLTI.L and 3GOE.L.


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Drawdown Indicators


TLTI.L3GOE.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.03%

-88.62%

+58.59%

Max Drawdown (1Y)

Largest decline over 1 year

-30.03%

-51.18%

+21.15%

Max Drawdown (3Y)

Largest decline over 3 years

-69.84%

Max Drawdown (5Y)

Largest decline over 5 years

-88.62%

Current Drawdown

Current decline from peak

-28.96%

-23.10%

-5.86%

Average Drawdown

Average peak-to-trough decline

-19.51%

-43.05%

+23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

19.01%

+4.23%

Volatility

TLTI.L vs. 3GOE.L - Volatility Comparison

The current volatility for IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) is 3.39%, while Leverage Shares 3x Alphabet ETP Scs (3GOE.L) has a volatility of 29.87%. This indicates that TLTI.L experiences smaller price fluctuations and is considered to be less risky than 3GOE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTI.L3GOE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

29.87%

-26.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

63.21%

-56.20%

Volatility (1Y)

Calculated over the trailing 1-year period

42.10%

92.11%

-50.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9,800.84%

90.94%

+9,709.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9,800.84%

88.95%

+9,711.89%

TLTI.L vs. 3GOE.L - Expense Ratio Comparison

TLTI.L has a 0.55% expense ratio, which is lower than 3GOE.L's 0.75% expense ratio.


Dividends

TLTI.L vs. 3GOE.L - Dividend Comparison

TLTI.L's dividend yield for the trailing twelve months is around 10.39%, while 3GOE.L has not paid dividends to shareholders.


Frequently Asked Questions


TLTI.L and 3GOE.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 3GOE.L.

TLTI.L is categorized as Derivative Income, while 3GOE.L is Leveraged Equities. Their fees differ too: 0.55% for TLTI.L and 0.75% for 3GOE.L.

Portfolio Optimizer

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