IBCA vs. MAGS

Last updated Apr 1, 2026

Compare and contrast key facts about iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Roundhill Magnificent Seven ETF (MAGS).

IBCA and MAGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCA is a passively managed fund by iShares that tracks the performance of the ICE 2035 Maturity US Corporate Index. It was launched on Mar 25, 2025. MAGS is an actively managed fund by Roundhill. It was launched on Apr 10, 2023.

Performance

IBCA vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

IBCA vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025
IBCA iShares iBonds Dec 2035 Term Corporate ETF	-0.39%	7.15%
MAGS Roundhill Magnificent Seven ETF	-12.16%	39.61%

Returns By Period

In the year-to-date period, IBCA achieves a -0.39% return, which is significantly higher than MAGS's -12.16% return.

IBCA

• 1D: 0.67%
• 1M: -2.00%
• YTD: -0.39%
• 6M: 0.76%
• 1Y: 5.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MAGS

• 1D: 4.60%
• 1M: -5.56%
• YTD: -12.16%
• 6M: -9.36%
• 1Y: 28.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCA vs. MAGS - Expense Ratio Comparison

IBCA has a 0.10% expense ratio, which is lower than MAGS's 0.29% expense ratio.

MAGS

Roundhill Magnificent Seven ETF

IBCA

iShares iBonds Dec 2035 Term Corporate ETF

Return for Risk

IBCA vs. MAGS — Risk / Return Rank

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

IBCA

IBCA Risk / Return Rank: 55
IBCA Sharpe Ratio Rank: 56
IBCA Sortino Ratio Rank: 53
IBCA Omega Ratio Rank: 47
IBCA Calmar Ratio Rank: 65
IBCA Martin Ratio Rank: 57

MAGS

MAGS Risk / Return Rank: 62
MAGS Sharpe Ratio Rank: 59
MAGS Sortino Ratio Rank: 67
MAGS Omega Ratio Rank: 62
MAGS Calmar Ratio Rank: 63
MAGS Martin Ratio Rank: 58

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.

IBCA vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Roundhill Magnificent Seven ETF (MAGS). 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.

	IBCA	MAGS	Difference
Sharpe ratio Return per unit of total volatility	1.02	0.99	+0.03
Sortino ratio Return per unit of downside risk	1.44	1.61	-0.17
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.71	1.49	+0.22
Martin ratio Return relative to average drawdown	5.77	5.25	+0.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBCA vs. MAGS - Sharpe Ratio Comparison

The current IBCA Sharpe Ratio is 1.02, which is comparable to the MAGS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IBCA and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBCA	MAGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.99	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	1.34	-0.20

Correlation

The correlation between IBCA and MAGS is 0.16, 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

IBCA vs. MAGS - Dividend Comparison

IBCA's dividend yield for the trailing twelve months is around 4.01%, more than MAGS's 1.68% yield.

	TTM	2025	2024	2023
IBCA iShares iBonds Dec 2035 Term Corporate ETF	4.01%	3.19%	0.00%	0.00%
MAGS Roundhill Magnificent Seven ETF	1.68%	1.48%	0.81%	0.44%

Drawdowns

IBCA vs. MAGS - Drawdown Comparison

The maximum IBCA drawdown since its inception was -3.48%, smaller than the maximum MAGS drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for IBCA and MAGS.

Drawdown Indicators

	IBCA	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-3.48%	-29.91%	+26.43%
Max Drawdown (1Y) Largest decline over 1 year	-3.48%	-18.62%	+15.14%
Current Drawdown Current decline from peak	-2.00%	-14.87%	+12.87%
Average Drawdown Average peak-to-trough decline	-0.70%	-4.75%	+4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	5.29%	-4.26%

Volatility

IBCA vs. MAGS - Volatility Comparison

The current volatility for iShares iBonds Dec 2035 Term Corporate ETF (IBCA) is 2.48%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 8.36%. This indicates that IBCA experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBCA	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.48%	8.36%	-5.88%
Volatility (6M) Calculated over the trailing 6-month period	3.47%	15.45%	-11.98%
Volatility (1Y) Calculated over the trailing 1-year period	5.88%	28.68%	-22.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.91%	26.29%	-20.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.91%	26.29%	-20.38%