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3BP.L vs. MAGD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3BP.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x BP ETP GBX (3BP.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3BP.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, 3BP.L achieves a 75.30% return, which is significantly higher than MAGD.L's -16.64% return.


3BP.L

1D
-1.59%
1M
-16.33%
YTD
75.30%
6M
37.46%
1Y
168.94%
3Y*
-2.25%
5Y*
4.91%
10Y*

MAGD.L

1D
0.97%
1M
-0.03%
YTD
-16.64%
6M
-17.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3BP.L vs. MAGD.L - Yearly Performance Comparison


2026 (YTD)2025
3BP.L
Leverage Shares 3x BP ETP GBX
75.30%44.44%
MAGD.L
IncomeShares Magnificent 7 Options ETP
-16.64%13.04%

Correlation

The correlation between 3BP.L and MAGD.L is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

-0.22

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Return for Risk

3BP.L vs. MAGD.L — Risk / Return Rank

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

3BP.L
3BP.L Risk / Return Rank: 6161
Overall Rank
3BP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
3BP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
3BP.L Omega Ratio Rank: 5050
Omega Ratio Rank
3BP.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
3BP.L Martin Ratio Rank: 6565
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.

3BP.L vs. MAGD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x BP ETP GBX (3BP.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.


3BP.LMAGD.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

4.23

Martin ratioReturn relative to average drawdown

11.67

3BP.L vs. MAGD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


3BP.LMAGD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.28

+0.34

Drawdowns

3BP.L vs. MAGD.L - Drawdown Comparison

The maximum 3BP.L drawdown since its inception was -85.47%, which is greater than MAGD.L's maximum drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for 3BP.L and MAGD.L.


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Drawdown Indicators


3BP.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.47%

-28.32%

-57.15%

Max Drawdown (1Y)

Largest decline over 1 year

-39.67%

Max Drawdown (3Y)

Largest decline over 3 years

-82.48%

Max Drawdown (5Y)

Largest decline over 5 years

-85.47%

Current Drawdown

Current decline from peak

-46.91%

-25.32%

-21.59%

Average Drawdown

Average peak-to-trough decline

-43.64%

-12.20%

-31.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.42%

Volatility

3BP.L vs. MAGD.L - Volatility Comparison


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Volatility by Period


3BP.LMAGD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.33%

Volatility (6M)

Calculated over the trailing 6-month period

74.08%

Volatility (1Y)

Calculated over the trailing 1-year period

84.97%

22.15%

+62.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.78%

22.15%

+67.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.19%

22.15%

+68.04%

3BP.L vs. MAGD.L - Expense Ratio Comparison

3BP.L has a 0.75% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.


Dividends

3BP.L vs. MAGD.L - Dividend Comparison

3BP.L has not paid dividends to shareholders, while MAGD.L's dividend yield for the trailing twelve months is around 0.39%.


PositionTTM2025
3BP.L
Leverage Shares 3x BP ETP GBX
0.00%0.00%
MAGD.L
IncomeShares Magnificent 7 Options ETP
0.39%0.07%

Frequently Asked Questions


3BP.L and MAGD.L have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MAGD.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MAGD.L is cheaper with a 0.45% expense ratio, compared with 0.75% for 3BP.L.

3BP.L is categorized as Leveraged Equities, while MAGD.L is Derivative Income. Their fees differ too: 0.75% for 3BP.L and 0.45% for MAGD.L.

Portfolio Optimizer

Find the right allocation for 3BP.L and MAGD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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