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TSLI.L vs. IQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLI.L vs. IQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Tesla TSLA Options ETP (TSLI.L) and Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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

TSLI.L vs. IQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024
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

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

TSLI.L
TSLI.L Risk / Return Rank: 1010
Overall Rank
TSLI.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLI.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
TSLI.L Omega Ratio Rank: 1010
Omega Ratio Rank
TSLI.L Calmar Ratio Rank: 99
Calmar Ratio Rank
TSLI.L Martin Ratio Rank: 1010
Martin Ratio Rank

IQSE.DE
IQSE.DE Risk / Return Rank: 8787
Overall Rank
IQSE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IQSE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQSE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IQSE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQSE.DE Martin Ratio Rank: 8989
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. 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.LIQSE.DEDifference
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

TSLI.L vs. IQSE.DE - Sharpe Ratio Comparison

The current TSLI.L Sharpe Ratio is -0.07, which is lower than the IQSE.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TSLI.L and IQSE.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.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.LIQSE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-30.91%

-2.09%

-28.82%

Average Drawdown

Average peak-to-trough decline

-15.10%

-6.82%

-8.28%

Ulcer Index

Depth 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.LIQSE.DEDifference

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.


PositionTTM20252024
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.

Portfolio Optimizer

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