TSLI.L vs. CEGI.L
TSLI.L (IncomeShares Tesla TSLA Options ETP) and CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) are both Derivative Income funds. Both are actively managed. A 0.51 correlation means they provide meaningful diversification when combined. TSLI.L charges 0.55%/yr vs 0.65%/yr for CEGI.L.
Performance
TSLI.L vs. CEGI.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSLI.L achieves a -6.35% return, which is significantly lower than CEGI.L's 29.99% return.
TSLI.L
- 1D
- 1.36%
- 1M
- 5.02%
- YTD
- -6.35%
- 6M
- -3.38%
- 1Y
- 45.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGI.L
- 1D
- -1.22%
- 1M
- 15.28%
- YTD
- 29.99%
- 6M
- 24.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLI.L vs. CEGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLI.L IncomeShares Tesla TSLA Options ETP | -6.35% | 67.17% |
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 29.99% | 18.20% |
Correlation
The correlation between TSLI.L and CEGI.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 3, 2025 | 0.51 |
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. CEGI.L — Risk / Return Rank
TSLI.L
CEGI.L
TSLI.L vs. CEGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP (TSLI.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.
| TSLI.L | CEGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | — | — |
| Martin ratioReturn relative to average drawdown | 4.60 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TSLI.L | CEGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.75 | -0.97 |
Drawdowns
TSLI.L vs. CEGI.L - Drawdown Comparison
The maximum TSLI.L drawdown since its inception was -41.20%, which is greater than CEGI.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for TSLI.L and CEGI.L.
Loading charts...
Drawdown Indicators
| TSLI.L | CEGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -27.98% | -13.22% |
Max Drawdown (1Y)Largest decline over 1 year | -24.94% | — | — |
Current DrawdownCurrent decline from peak | -12.21% | -1.22% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -9.97% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | — | — |
Volatility
TSLI.L vs. CEGI.L - Volatility Comparison
Loading charts...
Volatility by Period
| TSLI.L | CEGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.68% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.65% | 34.02% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.15% | 34.02% | +9.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.15% | 34.02% | +9.13% |
TSLI.L vs. CEGI.L - Expense Ratio Comparison
TSLI.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.
Dividends
TSLI.L vs. CEGI.L - Dividend Comparison
TSLI.L's dividend yield for the trailing twelve months is around 71.61%, more than CEGI.L's 13.61% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 13.61% | 9.50% | 0.00% |
TSLI.L IncomeShares Tesla TSLA Options ETP | 71.61% | 73.68% | 19.21% |
Frequently Asked Questions
TSLI.L and CEGI.L have a correlation of 0.51, 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 0.65% for CEGI.L.
They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for TSLI.L and 0.65% for CEGI.L.
Find the right allocation for TSLI.L and CEGI.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