TSLI.L vs. SLVI.L

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Silver+ Yield ETP (SLVI.L).

TSLI.L and SLVI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLI.L is an actively managed fund by Leverage Shares. It was launched on Jul 18, 2024. SLVI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.

Performance

TSLI.L vs. SLVI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Silver+ Yield ETP (SLVI.L). The values are adjusted to include any dividend payments, if applicable.

TSLI.L vs. SLVI.L - Yearly Performance Comparison

	2026 (YTD)	2025
TSLI.L IncomeShares Tesla TSLA Options ETP	-14.42%	67.04%
SLVI.L IncomeShares Silver+ Yield ETP	0.55%	73.06%

Returns By Period

In the year-to-date period, TSLI.L achieves a -14.42% return, which is significantly lower than SLVI.L's 0.55% return.

TSLI.L

• 1D: 0.65%
• 1M: -6.53%
• YTD: -14.42%
• 6M: 1.95%
• 1Y: 73.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SLVI.L

• 1D: 3.69%
• 1M: -18.42%
• YTD: 0.55%
• 6M: 40.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLI.L vs. SLVI.L - Expense Ratio Comparison

TSLI.L has a 0.55% expense ratio, which is higher than SLVI.L's 0.35% expense ratio.

TSLI.L

IncomeShares Tesla TSLA Options ETP

SLVI.L

IncomeShares Silver+ Yield ETP

Return for Risk

TSLI.L vs. SLVI.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: 84
TSLI.L Sharpe Ratio Rank: 88
TSLI.L Sortino Ratio Rank: 88
TSLI.L Omega Ratio Rank: 79
TSLI.L Calmar Ratio Rank: 91
TSLI.L Martin Ratio Rank: 77

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. SLVI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Tesla TSLA Options ETP (TSLI.L) and IncomeShares Silver+ Yield ETP (SLVI.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	SLVI.L	Difference
Sharpe ratio Return per unit of total volatility	1.84	—	—
Sortino ratio Return per unit of downside risk	2.42	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	3.12	—	—
Martin ratio Return relative to average drawdown	8.08	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLI.L	SLVI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	2.05	-1.35

Correlation

The correlation between TSLI.L and SLVI.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSLI.L vs. SLVI.L - Dividend Comparison

TSLI.L's dividend yield for the trailing twelve months is around 84.54%, more than SLVI.L's 0.07% yield.

	TTM	2025	2024
TSLI.L IncomeShares Tesla TSLA Options ETP	84.54%	73.68%	19.21%
SLVI.L IncomeShares Silver+ Yield ETP	0.07%	0.02%	0.00%

Drawdowns

TSLI.L vs. SLVI.L - Drawdown Comparison

The maximum TSLI.L drawdown since its inception was -41.20%, which is greater than SLVI.L's maximum drawdown of -37.77%. Use the drawdown chart below to compare losses from any high point for TSLI.L and SLVI.L.

Drawdown Indicators

	TSLI.L	SLVI.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-37.77%	-3.43%
Max Drawdown (1Y) Largest decline over 1 year	-20.29%	—	—
Current Drawdown Current decline from peak	-19.77%	-31.59%	+11.82%
Average Drawdown Average peak-to-trough decline	-11.61%	-8.07%	-3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.83%	—	—

Volatility

Volatility by Period

	TSLI.L	SLVI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	39.75%	52.22%	-12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.16%	52.22%	-9.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.16%	52.22%	-9.06%