TSLI.DE vs. XY7D.DE

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE).

TSLI.DE and XY7D.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLI.DE is an actively managed fund by Leverage Shares. It was launched on Jul 18, 2024. XY7D.DE is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite 15% WHT. It was launched on Jul 11, 2023.

Performance

TSLI.DE vs. XY7D.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 Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

TSLI.DE vs. XY7D.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TSLI.DE IncomeShares Tesla TSLA Options ETP EUR	-13.97%	27.15%	13.44%
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc	-0.53%	-5.34%	3.80%

Returns By Period

In the year-to-date period, TSLI.DE achieves a -13.97% return, which is significantly lower than XY7D.DE's -0.53% return.

TSLI.DE

• 1D: 0.34%
• 1M: -4.65%
• YTD: -13.97%
• 6M: 1.04%
• 1Y: 53.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XY7D.DE

• 1D: 0.95%
• 1M: -1.31%
• YTD: -0.53%
• 6M: 4.38%
• 1Y: 0.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLI.DE vs. XY7D.DE - Expense Ratio Comparison

TSLI.DE has a 0.55% expense ratio, which is higher than XY7D.DE's 0.45% expense ratio.

TSLI.DE

IncomeShares Tesla TSLA Options ETP EUR

XY7D.DE

Global X S&P 500 Covered Call UCITS ETF Inc

Return for Risk

TSLI.DE vs. XY7D.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: 70
TSLI.DE Sharpe Ratio Rank: 69
TSLI.DE Sortino Ratio Rank: 68
TSLI.DE Omega Ratio Rank: 59
TSLI.DE Calmar Ratio Rank: 88
TSLI.DE Martin Ratio Rank: 64

XY7D.DE

XY7D.DE Risk / Return Rank: 13
XY7D.DE Sharpe Ratio Rank: 13
XY7D.DE Sortino Ratio Rank: 12
XY7D.DE Omega Ratio Rank: 13
XY7D.DE Calmar Ratio Rank: 14
XY7D.DE Martin Ratio Rank: 15

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. XY7D.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 Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.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.

	TSLI.DE	XY7D.DE	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.06	+1.23
Sortino ratio Return per unit of downside risk	1.80	0.18	+1.62
Omega ratio Gain probability vs. loss probability	1.23	1.03	+0.20
Calmar ratio Return relative to maximum drawdown	3.09	0.13	+2.96
Martin ratio Return relative to average drawdown	7.06	0.52	+6.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLI.DE vs. XY7D.DE - Sharpe Ratio Comparison

The current TSLI.DE Sharpe Ratio is 1.29, which is higher than the XY7D.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TSLI.DE and XY7D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSLI.DE	XY7D.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.06	+1.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.59	-0.20

Correlation

The correlation between TSLI.DE and XY7D.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TSLI.DE vs. XY7D.DE - Dividend Comparison

TSLI.DE's dividend yield for the trailing twelve months is around 72.51%, more than XY7D.DE's 8.09% yield.

	TTM	2025	2024	2023
TSLI.DE IncomeShares Tesla TSLA Options ETP EUR	72.51%	77.04%	11.38%	0.00%
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc	8.09%	9.21%	7.75%	4.30%

Drawdowns

TSLI.DE vs. XY7D.DE - Drawdown Comparison

The maximum TSLI.DE drawdown since its inception was -43.50%, which is greater than XY7D.DE's maximum drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for TSLI.DE and XY7D.DE.

Drawdown Indicators

	TSLI.DE	XY7D.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.50%	-20.79%	-22.71%
Max Drawdown (1Y) Largest decline over 1 year	-18.52%	-11.49%	-7.03%
Current Drawdown Current decline from peak	-17.97%	-9.66%	-8.31%
Average Drawdown Average peak-to-trough decline	-15.74%	-5.63%	-10.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.10%	1.85%	+6.25%

Volatility

TSLI.DE vs. XY7D.DE - Volatility Comparison

IncomeShares Tesla TSLA Options ETP EUR (TSLI.DE) has a higher volatility of 8.63% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 2.71%. This indicates that TSLI.DE's price experiences larger fluctuations and is considered to be riskier than XY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLI.DE	XY7D.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.63%	2.71%	+5.92%
Volatility (6M) Calculated over the trailing 6-month period	24.15%	6.39%	+17.76%
Volatility (1Y) Calculated over the trailing 1-year period	41.40%	14.99%	+26.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.84%	12.25%	+31.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.84%	12.25%	+31.59%