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FEPG.L vs. MAGD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEPG.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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FEPG.L vs. MAGD.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FEPG.L achieves a -13.54% return, which is significantly higher than MAGD.L's -19.75% return.


FEPG.L

1D
2.15%
1M
-1.46%
YTD
-13.54%
6M
-16.27%
1Y
3Y*
5Y*
10Y*

MAGD.L

1D
-0.82%
1M
-5.00%
YTD
-19.75%
6M
-19.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEPG.L vs. MAGD.L - Expense Ratio Comparison

FEPG.L has a 0.65% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.


Return for Risk

FEPG.L vs. MAGD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Tech Innovation Premium Income UCITS ETF (FEPG.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.

FEPG.L vs. MAGD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FEPG.LMAGD.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

-0.70

-0.24

Correlation

The correlation between FEPG.L and MAGD.L is 0.65, 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

FEPG.L vs. MAGD.L - Dividend Comparison

FEPG.L's dividend yield for the trailing twelve months is around 0.24%, less than MAGD.L's 0.25% yield.


Drawdowns

FEPG.L vs. MAGD.L - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -23.44%, smaller than the maximum MAGD.L drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for FEPG.L and MAGD.L.


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Drawdown Indicators


FEPG.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-27.28%

+3.84%

Current Drawdown

Current decline from peak

-21.25%

-26.11%

+4.86%

Average Drawdown

Average peak-to-trough decline

-7.91%

-8.36%

+0.45%

Volatility

FEPG.L vs. MAGD.L - Volatility Comparison


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Volatility by Period


FEPG.LMAGD.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

20.09%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

20.09%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

20.09%

-2.59%