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

Performance

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

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

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


Different Trading Currencies

3UBE.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, 3UBE.L achieves a -38.67% return, which is significantly lower than MAGD.L's -18.52% return.


3UBE.L

1D
5.51%
1M
-10.93%
YTD
-38.67%
6M
-67.55%
1Y
-45.75%
3Y*
24.50%
5Y*
10Y*

MAGD.L

1D
-0.92%
1M
-4.00%
YTD
-18.52%
6M
-18.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

3UBE.L
3UBE.L Risk / Return Rank: 55
Overall Rank
3UBE.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3UBE.L Sortino Ratio Rank: 99
Sortino Ratio Rank
3UBE.L Omega Ratio Rank: 99
Omega Ratio Rank
3UBE.L Calmar Ratio Rank: 22
Calmar Ratio Rank
3UBE.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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Uber ETP Securities EUR (3UBE.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.


3UBE.LMAGD.LDifference

Sharpe ratio

Return per unit of total volatility

-0.43

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

-0.68

Martin ratio

Return relative to average drawdown

-1.31

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


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Sharpe Ratios by Period


3UBE.LMAGD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

-0.56

+0.24

Correlation

The correlation between 3UBE.L and MAGD.L is 0.34, 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

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

3UBE.L has not paid dividends to shareholders, while MAGD.L's dividend yield for the trailing twelve months is around 0.25%.


Drawdowns

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

The maximum 3UBE.L drawdown since its inception was -97.79%, which is greater than MAGD.L's maximum drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for 3UBE.L and MAGD.L.


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Drawdown Indicators


3UBE.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.79%

-27.28%

-70.51%

Max Drawdown (1Y)

Largest decline over 1 year

-74.92%

Current Drawdown

Current decline from peak

-92.18%

-26.11%

-66.07%

Average Drawdown

Average peak-to-trough decline

-82.10%

-8.36%

-73.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.62%

Volatility

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


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Volatility by Period


3UBE.LMAGD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.08%

Volatility (6M)

Calculated over the trailing 6-month period

66.59%

Volatility (1Y)

Calculated over the trailing 1-year period

106.01%

21.44%

+84.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.63%

21.44%

+117.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.63%

21.44%

+117.19%