TSLD.L vs. CEGI.L
TSLD.L (IncomeShares Tesla TSLA Options ETP GBP) and CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) are both Derivative Income funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. TSLD.L charges 0.55%/yr vs 0.65%/yr for CEGI.L.
Performance
TSLD.L vs. CEGI.L - Performance Comparison
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Different Trading Currencies
TSLD.L is traded in GBp, while CEGI.L is traded in USD. To make them comparable, the CEGI.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSLD.L achieves a -18.68% return, which is significantly lower than CEGI.L's 29.28% return.
TSLD.L
- 1D
- -2.50%
- 1M
- 3.59%
- YTD
- -18.68%
- 6M
- -18.46%
- 1Y
- 30.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGI.L
- 1D
- -0.95%
- 1M
- 8.65%
- YTD
- 29.28%
- 6M
- 21.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLD.L vs. CEGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLD.L IncomeShares Tesla TSLA Options ETP GBP | -18.68% | 68.94% |
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 29.28% | 19.78% |
Correlation
The correlation between TSLD.L and CEGI.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 3, 2025 | 0.48 |
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Return for Risk
TSLD.L vs. CEGI.L — Risk / Return Rank
TSLD.L
CEGI.L
TSLD.L vs. CEGI.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 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.
| TSLD.L | CEGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | — | — |
| Martin ratioReturn relative to average drawdown | 1.78 | — | — |
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
| TSLD.L | CEGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.82 | -1.58 |
Drawdowns
TSLD.L vs. CEGI.L - Drawdown Comparison
The maximum TSLD.L drawdown since its inception was -43.95%, which is greater than CEGI.L's maximum drawdown of -27.70%. Use the drawdown chart below to compare losses from any high point for TSLD.L and CEGI.L.
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Drawdown Indicators
| TSLD.L | CEGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.95% | -27.70% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -33.41% | — | — |
Current DrawdownCurrent decline from peak | -23.75% | -1.80% | -21.95% |
Average DrawdownAverage peak-to-trough decline | -15.81% | -10.40% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.37% | — | — |
Volatility
TSLD.L vs. CEGI.L - Volatility Comparison
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Volatility by Period
| TSLD.L | CEGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.66% | 33.34% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.73% | 33.34% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.73% | 33.34% | +9.39% |
TSLD.L vs. CEGI.L - Expense Ratio Comparison
TSLD.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.
Dividends
TSLD.L vs. CEGI.L - Dividend Comparison
TSLD.L's dividend yield for the trailing twelve months is around 49.60%, more than CEGI.L's 13.74% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 13.74% | 9.50% | 0.00% |
TSLD.L IncomeShares Tesla TSLA Options ETP GBP | 49.60% | 70.00% | 16.24% |
Frequently Asked Questions
TSLD.L and CEGI.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSLD.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSLD.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 TSLD.L and 0.65% for CEGI.L.
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