PortfoliosLab logoPortfoliosLab logo
TSLI.L vs. 5QQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLI.L vs. 5QQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Tesla TSLA Options ETP (TSLI.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

TSLI.L is traded in USD, while 5QQQ.L is traded in GBp. To make them comparable, the 5QQQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLI.L achieves a -6.35% return, which is significantly lower than 5QQQ.L's 98.30% return.


TSLI.L

1D
1.36%
1M
5.02%
YTD
-6.35%
6M
-3.38%
1Y
45.38%
3Y*
5Y*
10Y*

5QQQ.L

1D
-0.56%
1M
56.79%
YTD
98.30%
6M
85.67%
1Y
227.72%
3Y*
79.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLI.L vs. 5QQQ.L - Yearly Performance Comparison


2026 (YTD)20252024
TSLI.L
IncomeShares Tesla TSLA Options ETP
-6.35%40.52%28.35%
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
98.30%2.40%29.70%

Correlation

The correlation between TSLI.L and 5QQQ.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.55

The correlation between TSLI.L and 5QQQ.L has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSLI.L vs. 5QQQ.L — Risk / Return Rank

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

TSLI.L
TSLI.L Risk / Return Rank: 3333
Overall Rank
TSLI.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 3131
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 3131
Martin Ratio Rank

5QQQ.L
5QQQ.L Risk / Return Rank: 6666
Overall Rank
5QQQ.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
5QQQ.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
5QQQ.L Omega Ratio Rank: 6363
Omega Ratio Rank
5QQQ.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
5QQQ.L Martin Ratio Rank: 5050
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.L vs. 5QQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP (TSLI.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.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.


TSLI.L5QQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.81

3.60

-1.79

Martin ratioReturn relative to average drawdown

4.60

8.36

-3.76

TSLI.L vs. 5QQQ.L - Sharpe Ratio Comparison

The current TSLI.L Sharpe Ratio is 1.21, which is lower than the 5QQQ.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of TSLI.L and 5QQQ.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.


Loading charts...

Sharpe Ratios by Period


TSLI.L5QQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.52

-1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

-0.03

+0.81

Drawdowns

TSLI.L vs. 5QQQ.L - Drawdown Comparison

The maximum TSLI.L drawdown since its inception was -41.20%, smaller than the maximum 5QQQ.L drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for TSLI.L and 5QQQ.L.


Loading charts...

Drawdown Indicators


TSLI.L5QQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-96.41%

+55.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.94%

-62.83%

+37.89%

Max Drawdown (3Y)

Largest decline over 3 years

-80.22%

Current Drawdown

Current decline from peak

-12.21%

-29.52%

+17.31%

Average Drawdown

Average peak-to-trough decline

-12.02%

-75.63%

+63.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

27.12%

-17.33%

Volatility

TSLI.L vs. 5QQQ.L - Volatility Comparison

The current volatility for IncomeShares Tesla TSLA Options ETP (TSLI.L) is 11.68%, while Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) has a volatility of 23.41%. This indicates that TSLI.L experiences smaller price fluctuations and is considered to be less risky than 5QQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSLI.L5QQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.68%

23.41%

-11.73%

Volatility (6M)

Calculated over the trailing 6-month period

25.22%

57.94%

-32.72%

Volatility (1Y)

Calculated over the trailing 1-year period

37.65%

90.12%

-52.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.15%

107.72%

-64.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.15%

107.72%

-64.57%

TSLI.L vs. 5QQQ.L - Expense Ratio Comparison

TSLI.L has a 0.55% expense ratio, which is lower than 5QQQ.L's 0.75% expense ratio.


Dividends

TSLI.L vs. 5QQQ.L - Dividend Comparison

TSLI.L's dividend yield for the trailing twelve months is around 71.61%, while 5QQQ.L has not paid dividends to shareholders.


PositionTTM20252024
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
0.00%0.00%0.00%
TSLI.L
IncomeShares Tesla TSLA Options ETP
71.61%73.68%19.21%

Frequently Asked Questions


TSLI.L and 5QQQ.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSLI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSLI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for 5QQQ.L.

TSLI.L is categorized as Derivative Income, while 5QQQ.L is Nasdaq-100. Their fees differ too: 0.55% for TSLI.L and 0.75% for 5QQQ.L.

Portfolio Optimizer

Find the right allocation for TSLI.L and 5QQQ.L

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

Open Portfolio Optimizer