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TSLI.DE vs. JGPI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLI.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLI.DE achieves a -22.82% return, which is significantly lower than JGPI.DE's 1.25% return.


TSLI.DE

1D
0.00%
1M
-10.69%
YTD
-22.82%
6M
-25.78%
1Y
3.13%
3Y*
5Y*
10Y*

JGPI.DE

1D
0.63%
1M
0.38%
YTD
1.25%
6M
1.38%
1Y
3.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLI.DE vs. JGPI.DE - Yearly Performance Comparison


Correlation

The correlation between TSLI.DE and JGPI.DE is 0.01, 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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2024

0.08

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Return for Risk

TSLI.DE vs. JGPI.DE — Risk / Return Rank

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

TSLI.DE
TSLI.DE Risk / Return Rank: 1111
Overall Rank
TSLI.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLI.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLI.DE Omega Ratio Rank: 1111
Omega Ratio Rank
TSLI.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLI.DE Martin Ratio Rank: 1010
Martin Ratio Rank

JGPI.DE
JGPI.DE Risk / Return Rank: 1414
Overall Rank
JGPI.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 1313
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 1414
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.

TSLI.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE). 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.


TSLI.DEJGPI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratioReturn relative to maximum drawdown

0.09

0.42

-0.33

Martin ratioReturn relative to average drawdown

0.17

1.15

-0.98

TSLI.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current TSLI.DE Sharpe Ratio is 0.07, which is lower than the JGPI.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TSLI.DE and JGPI.DE, 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

TSLI.DE vs. JGPI.DE - Drawdown Comparison

The maximum TSLI.DE drawdown since its inception was -43.49%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for TSLI.DE and JGPI.DE.


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Drawdown Indicators


TSLI.DEJGPI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.49%

-12.12%

-31.37%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-9.09%

-26.81%

Current Drawdown

Current decline from peak

-29.66%

-6.77%

-22.89%

Average Drawdown

Average peak-to-trough decline

-20.62%

-4.50%

-16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.26%

3.33%

+14.93%

Volatility

TSLI.DE vs. JGPI.DE - Volatility Comparison

IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) has a higher volatility of 9.90% compared to JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) at 3.47%. This indicates that TSLI.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLI.DEJGPI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.90%

3.47%

+6.43%

Volatility (6M)

Calculated over the trailing 6-month period

27.46%

7.14%

+20.32%

Volatility (1Y)

Calculated over the trailing 1-year period

44.06%

10.09%

+33.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.78%

10.33%

+37.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.78%

10.33%

+37.45%

TSLI.DE vs. JGPI.DE - Expense Ratio Comparison

TSLI.DE has a 0.55% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.


Dividends

TSLI.DE vs. JGPI.DE - Dividend Comparison

TSLI.DE's dividend yield for the trailing twelve months is around 34.16%, more than JGPI.DE's 8.12% yield.


Frequently Asked Questions


TSLI.DE and JGPI.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for TSLI.DE.

TSLI.DE is categorized as Derivative Income, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for TSLI.DE and 0.35% for JGPI.DE.

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