TSLI.L vs. IQSE.DE
TSLI.L (IncomeShares Tesla TSLA Options ETP) and IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) are both exchange-traded funds - TSLI.L is a Derivative Income fund actively managed by Leverage Shares, while IQSE.DE is a Global Equities fund actively managed by Invesco. Both are actively managed. Over the past year, TSLI.L returned -2.82% vs 25.32% for IQSE.DE. At a 0.40 correlation, their price movements are largely independent. TSLI.L charges 0.55%/yr vs 0.30%/yr for IQSE.DE.
Performance
TSLI.L vs. IQSE.DE - Performance Comparison
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Different Trading Currencies
TSLI.L is traded in USD, while IQSE.DE is traded in EUR. To make them comparable, the IQSE.DE 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 -26.31% return, which is significantly lower than IQSE.DE's 10.81% return.
TSLI.L
- 1D
- 0.00%
- 1M
- -6.45%
- 6M
- -24.19%
- YTD
- -26.31%
- 1Y
- -2.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.47%
IQSE.DE
- 1D
- -0.00%
- 1M
- -1.17%
- 6M
- 10.77%
- YTD
- 10.81%
- 1Y
- 25.32%
- 3Y*
- 22.32%
- 5Y*
- 12.68%
- 10Y*
- —
- ALL TIME*
- 14.60%
TSLI.L vs. IQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TSLI.L IncomeShares Tesla TSLA Options ETP | -26.31% | 15.61% | 25.40% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 10.81% | 34.37% | 5.12% |
Correlation
The correlation between TSLI.L and IQSE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2024 | 0.40 |
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Return for Risk
TSLI.L vs. IQSE.DE — Risk / Return Rank
TSLI.L
IQSE.DE
TSLI.L vs. IQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP (TSLI.L) and Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.L | IQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.26 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.16 | 9.06 | -9.23 |
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Drawdowns
TSLI.L vs. IQSE.DE - Drawdown Comparison
The maximum TSLI.L drawdown since its inception was -41.20%, which is greater than IQSE.DE's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for TSLI.L and IQSE.DE.
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Drawdown Indicators
| TSLI.L | IQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -35.60% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -33.69% | -11.16% | -22.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.60% | — |
Current DrawdownCurrent decline from peak | -30.91% | -2.09% | -28.82% |
Average DrawdownAverage peak-to-trough decline | -15.10% | -6.82% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.41% | 2.79% | +14.62% |
Volatility
TSLI.L vs. IQSE.DE - Volatility Comparison
IncomeShares Tesla TSLA Options ETP (TSLI.L) has a higher volatility of 13.42% compared to Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) at 3.86%. This indicates that TSLI.L's price experiences larger fluctuations and is considered to be riskier than IQSE.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.L | IQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.42% | 3.86% | +9.56% |
Volatility (6M)Calculated over the trailing 6-month period | 28.13% | 12.30% | +15.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.98% | 15.12% | +22.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.08% | 18.94% | +25.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.08% | 20.42% | +23.66% |
TSLI.L vs. IQSE.DE - Expense Ratio Comparison
TSLI.L has a 0.55% expense ratio, which is higher than IQSE.DE's 0.30% expense ratio.
Dividends
TSLI.L vs. IQSE.DE - Dividend Comparison
TSLI.L's dividend yield for the trailing twelve months is around 33.99%, while IQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 0.00% | 0.00% | 0.00% |
TSLI.L IncomeShares Tesla TSLA Options ETP | 33.99% | 55.94% | 5.04% |
Frequently Asked Questions
TSLI.L and IQSE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQSE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQSE.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for TSLI.L.
TSLI.L is categorized as Derivative Income, while IQSE.DE is Global Equities. They also come from different issuers: Leverage Shares and Invesco. Their fees differ too: 0.55% for TSLI.L and 0.30% for IQSE.DE.
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