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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Disney ETC EUR (3DIE.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

3DIE.L is traded in EUR, while MAGD.L is traded in USD. To make them comparable, the MAGD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3DIE.L achieves a -43.33% return, which is significantly lower than MAGD.L's -16.79% return.


3DIE.L

1D
-3.07%
1M
-12.65%
YTD
-43.33%
6M
-26.33%
1Y
-52.78%
3Y*
-25.76%
5Y*
10Y*

MAGD.L

1D
-1.12%
1M
-4.36%
YTD
-16.79%
6M
-17.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
3DIE.L
Leverage Shares 3x Disney ETC EUR
-43.33%-30.97%
MAGD.L
IncomeShares Magnificent 7 Options ETP
-16.79%11.28%

Correlation

The correlation between 3DIE.L and MAGD.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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Return for Risk

3DIE.L vs. MAGD.L — Risk / Return Rank

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

3DIE.L
3DIE.L Risk / Return Rank: 33
Overall Rank
3DIE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
3DIE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
3DIE.L Omega Ratio Rank: 33
Omega Ratio Rank
3DIE.L Calmar Ratio Rank: 22
Calmar Ratio Rank
3DIE.L Martin Ratio Rank: 22
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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Disney ETC EUR (3DIE.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.89

Calmar ratioReturn relative to maximum drawdown

-0.80

Martin ratioReturn relative to average drawdown

-1.34

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


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Sharpe Ratios by Period


3DIE.LMAGD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

-0.37

-0.24

Drawdowns

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

The maximum 3DIE.L drawdown since its inception was -97.95%, which is greater than MAGD.L's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for 3DIE.L and MAGD.L.


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Drawdown Indicators


3DIE.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.95%

-27.42%

-70.53%

Max Drawdown (1Y)

Largest decline over 1 year

-66.02%

Max Drawdown (3Y)

Largest decline over 3 years

-80.92%

Current Drawdown

Current decline from peak

-97.64%

-24.48%

-73.16%

Average Drawdown

Average peak-to-trough decline

-87.87%

-11.47%

-76.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.39%

Volatility

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


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Volatility by Period


3DIE.LMAGD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.04%

Volatility (6M)

Calculated over the trailing 6-month period

59.06%

Volatility (1Y)

Calculated over the trailing 1-year period

73.13%

21.82%

+51.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.77%

21.82%

+69.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.77%

21.82%

+69.95%

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

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


Dividends

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

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


Frequently Asked Questions


3DIE.L and MAGD.L have a correlation of 0.13, 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 3DIE.L.

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

Portfolio Optimizer

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