3NIE.L vs. MAG7.L
3NIE.L (Leverage Shares 3x Long NIO ETP Securities) and MAG7.L (Leverage Shares 5x Long Magnificent 7 ETP Securities) are both Leveraged Equities funds from Leverage Shares - 3NIE.L tracks the iSTOXX Leveraged 3x NIO Index while MAG7.L tracks the Solactive Magnificent 7 Index. Both are passively managed. Both charge a 0.75% expense ratio.
Performance
3NIE.L vs. MAG7.L - Performance Comparison
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Returns By Period
3NIE.L
- 1D
- -17.01%
- 1M
- -30.92%
- YTD
- -41.42%
- 6M
- -33.98%
- 1Y
- -23.89%
- 3Y*
- 19.74%
- 5Y*
- —
- 10Y*
- —
MAG7.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
3NIE.L vs. MAG7.L — Risk / Return Rank
3NIE.L
MAG7.L
3NIE.L vs. MAG7.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long NIO ETP Securities (3NIE.L) and Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.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.
| 3NIE.L | MAG7.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | — | — |
| Martin ratioReturn relative to average drawdown | -0.39 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 3NIE.L | MAG7.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | — | — |
Drawdowns
3NIE.L vs. MAG7.L - Drawdown Comparison
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Drawdown Indicators
| 3NIE.L | MAG7.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -87.45% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -99.86% | — | — |
Current DrawdownCurrent decline from peak | -99.94% | — | — |
Average DrawdownAverage peak-to-trough decline | -96.84% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.58% | — | — |
Volatility
3NIE.L vs. MAG7.L - Volatility Comparison
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Volatility by Period
| 3NIE.L | MAG7.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 59.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 120.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 180.08% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29,796.18% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29,796.18% | — | — |
3NIE.L vs. MAG7.L - Expense Ratio Comparison
Both 3NIE.L and MAG7.L have an expense ratio of 0.75%.
Dividends
3NIE.L vs. MAG7.L - Dividend Comparison
Neither 3NIE.L nor MAG7.L has paid dividends to shareholders.
Frequently Asked Questions
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
3NIE.L and MAG7.L have the same expense ratio: 0.75% per year.
3NIE.L tracks iSTOXX Leveraged 3x NIO Index, while MAG7.L tracks Solactive Magnificent 7 Index.
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