TSLD.L vs. AVGI.L

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Tesla TSLA Options ETP GBP (TSLD.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.L).

TSLD.L and AVGI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLD.L is an actively managed fund by Leverage Shares. It was launched on Jul 18, 2024. AVGI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.

Performance

TSLD.L vs. AVGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Tesla TSLA Options ETP GBP (TSLD.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.L). The values are adjusted to include any dividend payments, if applicable.

TSLD.L vs. AVGI.L - Yearly Performance Comparison

	2026 (YTD)	2025
TSLD.L IncomeShares Tesla TSLA Options ETP GBP	-20.31%	60.36%
AVGI.L IncomeShares Broadcom (AVGO) Options ETP	-20.81%	8.48%

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with TSLD.L having a -20.31% return and AVGI.L slightly lower at -20.81%.

TSLD.L

• 1D: 0.68%
• 1M: -8.89%
• YTD: -20.31%
• 6M: -10.67%
• 1Y: 45.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGI.L

• 1D: 1.86%
• 1M: -2.38%
• YTD: -20.81%
• 6M: -27.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLD.L vs. AVGI.L - Expense Ratio Comparison

Both TSLD.L and AVGI.L have an expense ratio of 0.55%.

TSLD.L

IncomeShares Tesla TSLA Options ETP GBP

AVGI.L

IncomeShares Broadcom (AVGO) Options ETP

Return for Risk

TSLD.L vs. AVGI.L — Risk / Return Rank

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

TSLD.L

TSLD.L Risk / Return Rank: 56
TSLD.L Sharpe Ratio Rank: 64
TSLD.L Sortino Ratio Rank: 66
TSLD.L Omega Ratio Rank: 55
TSLD.L Calmar Ratio Rank: 57
TSLD.L Martin Ratio Rank: 40

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.

TSLD.L vs. AVGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP GBP (TSLD.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.

	TSLD.L	AVGI.L	Difference
Sharpe ratio Return per unit of total volatility	1.14	—	—
Sortino ratio Return per unit of downside risk	1.68	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.45	—	—
Martin ratio Return relative to average drawdown	3.72	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLD.L	AVGI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	-0.45	+0.68

Correlation

The correlation between TSLD.L and AVGI.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSLD.L vs. AVGI.L - Dividend Comparison

TSLD.L's dividend yield for the trailing twelve months is around 65.48%, more than AVGI.L's 0.38% yield.

	TTM	2025	2024
TSLD.L IncomeShares Tesla TSLA Options ETP GBP	65.48%	70.00%	16.24%
AVGI.L IncomeShares Broadcom (AVGO) Options ETP	0.38%	0.09%	0.00%

Drawdowns

TSLD.L vs. AVGI.L - Drawdown Comparison

The maximum TSLD.L drawdown since its inception was -43.95%, which is greater than AVGI.L's maximum drawdown of -39.90%. Use the drawdown chart below to compare losses from any high point for TSLD.L and AVGI.L.

Drawdown Indicators

	TSLD.L	AVGI.L	Difference
Max Drawdown Largest peak-to-trough decline	-43.95%	-39.10%	-4.85%
Max Drawdown (1Y) Largest decline over 1 year	-25.89%	—	—
Current Drawdown Current decline from peak	-25.28%	-37.72%	+12.44%
Average Drawdown Average peak-to-trough decline	-14.79%	-14.44%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.13%	—	—

Volatility

Volatility by Period

	TSLD.L	AVGI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	40.35%	40.19%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.13%	40.19%	+2.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.13%	40.19%	+2.94%