TLTI.L vs. CEGI.L
TLTI.L (IncomeShares 20+ Year Treasury (TLT) Options ETP) and CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) are both Derivative Income funds. Both are actively managed. Over the past year, TLTI.L returned 1.07% vs 29.52% for CEGI.L. At a 0.01 correlation, their price movements are largely independent. TLTI.L charges 0.55%/yr vs 0.65%/yr for CEGI.L.
Performance
TLTI.L vs. CEGI.L - Performance Comparison
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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 CEGI.L's 18.73% return.
TLTI.L
- 1D
- -0.46%
- 1M
- -2.42%
- 6M
- -2.18%
- YTD
- -1.11%
- 1Y
- 1.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGI.L
- 1D
- 0.00%
- 1M
- -9.89%
- 6M
- 7.39%
- YTD
- 18.73%
- 1Y
- 29.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TLTI.L vs. CEGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLTI.L IncomeShares 20+ Year Treasury (TLT) Options ETP | -1.11% | 9,999.74% |
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 18.73% | 15.60% |
Correlation
The correlation between TLTI.L and CEGI.L is 0.00, 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 | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.01 |
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Return for Risk
TLTI.L vs. CEGI.L — Risk / Return Rank
TLTI.L
CEGI.L
TLTI.L vs. CEGI.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 REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.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.L | CEGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.05 | -0.97 |
| Martin ratioReturn relative to average drawdown | 0.11 | 2.32 | -2.21 |
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Drawdowns
TLTI.L vs. CEGI.L - Drawdown Comparison
The maximum TLTI.L drawdown since its inception was -30.03%, which is greater than CEGI.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for TLTI.L and CEGI.L.
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Drawdown Indicators
| TLTI.L | CEGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.03% | -27.98% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -30.03% | -27.98% | -2.05% |
Current DrawdownCurrent decline from peak | -28.96% | -11.25% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -9.53% | -9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.24% | 12.74% | +10.50% |
Volatility
TLTI.L vs. CEGI.L - Volatility Comparison
The current volatility for IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) is 3.39%, while REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) has a volatility of 9.95%. This indicates that TLTI.L experiences smaller price fluctuations and is considered to be less risky than CEGI.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.L | CEGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 9.95% | -6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.01% | 25.66% | -18.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.10% | 35.23% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9,800.84% | 34.73% | +9,766.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9,800.84% | 34.73% | +9,766.11% |
TLTI.L vs. CEGI.L - Expense Ratio Comparison
TLTI.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.
Dividends
TLTI.L vs. CEGI.L - Dividend Comparison
TLTI.L's dividend yield for the trailing twelve months is around 10.39%, less than CEGI.L's 19.32% yield.
| Position | TTM | 2025 |
|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 19.32% | 9.50% |
TLTI.L IncomeShares 20+ Year Treasury (TLT) Options ETP | 10.39% | 2.73% |
Frequently Asked Questions
TLTI.L and CEGI.L have a correlation of 0.00, 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 0.65% for CEGI.L.
They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for TLTI.L and 0.65% for CEGI.L.
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