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TLTI.L vs. NVDD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTI.L vs. NVDD.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 IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, TLTI.L achieves a -1.11% return, which is significantly higher than NVDD.L's -17.50% return.


TLTI.L

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

NVDD.L

1D
-1.63%
1M
-1.87%
6M
-15.50%
YTD
-17.50%
1Y
-20.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTI.L vs. NVDD.L - Yearly Performance Comparison


Correlation

The correlation between TLTI.L and NVDD.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.11

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Return for Risk

TLTI.L vs. NVDD.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

NVDD.L
NVDD.L Risk / Return Rank: 77
Overall Rank
NVDD.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NVDD.L Sortino Ratio Rank: 77
Sortino Ratio Rank
NVDD.L Omega Ratio Rank: 77
Omega Ratio Rank
NVDD.L Calmar Ratio Rank: 66
Calmar Ratio Rank
NVDD.L Martin Ratio Rank: 77
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. NVDD.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 IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.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.LNVDD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.13

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

0.08

-0.40

+0.48

Martin ratioReturn relative to average drawdown

0.11

-0.61

+0.72

TLTI.L vs. NVDD.L - Sharpe Ratio Comparison

The current TLTI.L Sharpe Ratio is 0.06, which is higher than the NVDD.L Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of TLTI.L and NVDD.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. NVDD.L - Drawdown Comparison

The maximum TLTI.L drawdown since its inception was -30.03%, smaller than the maximum NVDD.L drawdown of -46.38%. Use the drawdown chart below to compare losses from any high point for TLTI.L and NVDD.L.


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Drawdown Indicators


TLTI.LNVDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.03%

-46.38%

+16.35%

Max Drawdown (1Y)

Largest decline over 1 year

-30.03%

-46.38%

+16.35%

Current Drawdown

Current decline from peak

-28.96%

-42.67%

+13.71%

Average Drawdown

Average peak-to-trough decline

-19.51%

-25.18%

+5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

30.58%

-7.34%

Volatility

TLTI.L vs. NVDD.L - Volatility Comparison

The current volatility for IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) is 3.39%, while IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) has a volatility of 8.92%. This indicates that TLTI.L experiences smaller price fluctuations and is considered to be less risky than NVDD.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.LNVDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

8.92%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

21.98%

-14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

42.10%

52.72%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9,800.84%

48.61%

+9,752.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9,800.84%

48.61%

+9,752.23%

TLTI.L vs. NVDD.L - Expense Ratio Comparison

Both TLTI.L and NVDD.L have an expense ratio of 0.55%.


Dividends

TLTI.L vs. NVDD.L - Dividend Comparison

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


Frequently Asked Questions


TLTI.L and NVDD.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TLTI.L and NVDD.L have the same expense ratio: 0.55% per year.

Portfolio Optimizer

Find the right allocation for TLTI.L and NVDD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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