AVGI.L vs. MAGD.L
Compare and contrast key facts about IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L).
AVGI.L and MAGD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025. MAGD.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.
Performance
AVGI.L vs. MAGD.L - Performance Comparison
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AVGI.L vs. MAGD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | -22.29% | 6.46% |
MAGD.L IncomeShares Magnificent 7 Options ETP | -19.09% | 10.94% |
Returns By Period
In the year-to-date period, AVGI.L achieves a -22.29% return, which is significantly lower than MAGD.L's -19.09% return.
AVGI.L
- 1D
- 2.16%
- 1M
- -4.26%
- YTD
- -22.29%
- 6M
- -28.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAGD.L
- 1D
- 2.11%
- 1M
- -7.64%
- YTD
- -19.09%
- 6M
- -20.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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AVGI.L vs. MAGD.L - Expense Ratio Comparison
AVGI.L has a 0.55% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.
Return for Risk
AVGI.L vs. MAGD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| AVGI.L | MAGD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | -0.66 | +0.10 |
Correlation
The correlation between AVGI.L and MAGD.L is 0.54, 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
AVGI.L vs. MAGD.L - Dividend Comparison
AVGI.L's dividend yield for the trailing twelve months is around 0.38%, more than MAGD.L's 0.25% yield.
| TTM | 2025 | |
|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 0.38% | 0.09% |
MAGD.L IncomeShares Magnificent 7 Options ETP | 0.25% | 0.07% |
Drawdowns
AVGI.L vs. MAGD.L - Drawdown Comparison
The maximum AVGI.L drawdown since its inception was -39.10%, which is greater than MAGD.L's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for AVGI.L and MAGD.L.
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Drawdown Indicators
| AVGI.L | MAGD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.10% | -27.28% | -11.82% |
Current DrawdownCurrent decline from peak | -37.72% | -25.50% | -12.22% |
Average DrawdownAverage peak-to-trough decline | -14.44% | -8.27% | -6.17% |
Volatility
AVGI.L vs. MAGD.L - Volatility Comparison
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Volatility by Period
| AVGI.L | MAGD.L | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 39.33% | 20.12% | +19.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.33% | 20.12% | +19.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.33% | 20.12% | +19.21% |