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2FB.L vs. MAGD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

2FB.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Facebook ETC A GBP (2FB.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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2FB.L vs. MAGD.L - Yearly Performance Comparison


2026 (YTD)2025
2FB.L
Leverage Shares 2x Facebook ETC A GBP
-27.03%-25.92%
MAGD.L
IncomeShares Magnificent 7 Options ETP
-18.43%13.04%
Different Trading Currencies

2FB.L is traded in GBp, while MAGD.L is traded in USD. To make them comparable, the MAGD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2FB.L achieves a -27.03% return, which is significantly lower than MAGD.L's -18.43% return.


2FB.L

1D
8.23%
1M
-21.54%
YTD
-27.03%
6M
-40.25%
1Y
-24.39%
3Y*
56.32%
5Y*
0.64%
10Y*

MAGD.L

1D
-1.05%
1M
-3.93%
YTD
-18.43%
6M
-17.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2FB.L vs. MAGD.L - Expense Ratio Comparison

2FB.L has a 0.75% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.


Return for Risk

2FB.L vs. MAGD.L — Risk / Return Rank

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

2FB.L
2FB.L Risk / Return Rank: 77
Overall Rank
2FB.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2FB.L Sortino Ratio Rank: 99
Sortino Ratio Rank
2FB.L Omega Ratio Rank: 99
Omega Ratio Rank
2FB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
2FB.L Martin Ratio Rank: 44
Martin Ratio Rank

MAGD.L
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.

2FB.L vs. MAGD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Facebook ETC A GBP (2FB.L) and IncomeShares Magnificent 7 Options ETP (MAGD.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.


2FB.LMAGD.LDifference

Sharpe ratio

Return per unit of total volatility

-0.34

Sortino ratio

Return per unit of downside risk

-0.06

Omega ratio

Gain probability vs. loss probability

0.99

Calmar ratio

Return relative to maximum drawdown

-0.42

Martin ratio

Return relative to average drawdown

-0.94

2FB.L vs. MAGD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


2FB.LMAGD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.47

+0.52

Correlation

The correlation between 2FB.L and MAGD.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

2FB.L vs. MAGD.L - Dividend Comparison

2FB.L has not paid dividends to shareholders, while MAGD.L's dividend yield for the trailing twelve months is around 0.25%.


Drawdowns

2FB.L vs. MAGD.L - Drawdown Comparison

The maximum 2FB.L drawdown since its inception was -96.13%, which is greater than MAGD.L's maximum drawdown of -28.13%. Use the drawdown chart below to compare losses from any high point for 2FB.L and MAGD.L.


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Drawdown Indicators


2FB.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.13%

-27.28%

-68.85%

Max Drawdown (1Y)

Largest decline over 1 year

-60.32%

Max Drawdown (5Y)

Largest decline over 5 years

-96.13%

Current Drawdown

Current decline from peak

-55.98%

-26.11%

-29.87%

Average Drawdown

Average peak-to-trough decline

-39.52%

-8.36%

-31.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.96%

Volatility

2FB.L vs. MAGD.L - Volatility Comparison


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Volatility by Period


2FB.LMAGD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.01%

Volatility (6M)

Calculated over the trailing 6-month period

49.53%

Volatility (1Y)

Calculated over the trailing 1-year period

71.29%

21.63%

+49.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.24%

21.63%

+61.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.67%

21.63%

+57.04%