IDGT vs. MAGS

Last updated Jun 4, 2026

IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and MAGS (Roundhill Magnificent Seven ETF) are both Technology Equities funds. IDGT is passively managed, while MAGS is actively managed. Over the past 3 years, IDGT returned 25.08%/yr vs 33.71%/yr for MAGS. At a 0.46 correlation, their price movements are largely independent. IDGT charges 0.41%/yr vs 0.29%/yr for MAGS.

Performance

IDGT vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDGT achieves a 53.90% return, which is significantly higher than MAGS's 3.73% return.

IDGT

• 1D: -1.58%
• 1M: 8.43%
• YTD: 53.90%
• 6M: 49.82%
• 1Y: 63.37%
• 3Y*: 25.08%
• 5Y*: 13.30%
• 10Y*: 14.38%

MAGS

• 1D: -1.08%
• 1M: 2.17%
• YTD: 3.73%
• 6M: 3.62%
• 1Y: 31.34%
• 3Y*: 33.71%
• 5Y*: —
• 10Y*: —

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

IDGT vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	53.90%	6.79%	26.71%	-6.17%
MAGS Roundhill Magnificent Seven ETF	3.73%	22.99%	63.97%	37.32%

Correlation

The correlation between IDGT and MAGS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Apr 12, 2023	0.46

IDGT vs. MAGS - Sectors Allocation Comparison

Sectors	IDGT	MAGS
Technology	60.7%	15.3%
Real Estate	34.3%	-
Communication Services	4.8%	9.3%
Basic Materials	-	-
Consumer Cyclical	-	10.5%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Utilities	-	-

Return for Risk

IDGT vs. MAGS — Risk / Return Rank

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

IDGT

IDGT Risk / Return Rank: 89
IDGT Sharpe Ratio Rank: 89
IDGT Sortino Ratio Rank: 86
IDGT Omega Ratio Rank: 84
IDGT Calmar Ratio Rank: 94
IDGT Martin Ratio Rank: 91

MAGS

MAGS Risk / Return Rank: 39
MAGS Sharpe Ratio Rank: 44
MAGS Sortino Ratio Rank: 42
MAGS Omega Ratio Rank: 40
MAGS Calmar Ratio Rank: 33
MAGS Martin Ratio Rank: 37

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.

IDGT vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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.

	IDGT	MAGS	Difference
Sharpe ratio: Return per unit of total volatility	3.13	1.57	+1.56
Sortino ratio: Return per unit of downside risk	3.96	2.15	+1.81
Omega ratio: Gain probability vs. loss probability	1.52	1.27	+0.26
Calmar ratio: Return relative to maximum drawdown	7.54	1.69	+5.85
Martin ratio: Return relative to average drawdown	22.58	5.85	+16.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDGT vs. MAGS - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 3.13, which is higher than the MAGS Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IDGT and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDGT	MAGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	1.57	+1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.55	-1.36

Drawdowns

IDGT vs. MAGS - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for IDGT and MAGS.

Drawdown Indicators

	IDGT	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-77.95%	-29.91%	-48.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.45%	-18.62%	+10.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-29.91%	+6.17%
Max Drawdown (5Y) Largest decline over 5 years	-35.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	—	—
Current Drawdown Current decline from peak	-1.58%	-3.55%	+1.97%
Average Drawdown Average peak-to-trough decline	-19.91%	-4.70%	-15.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	5.37%	-2.56%

Volatility

IDGT vs. MAGS - Volatility Comparison

iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) has a higher volatility of 7.87% compared to Roundhill Magnificent Seven ETF (MAGS) at 4.80%. This indicates that IDGT's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDGT	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.87%	4.80%	+3.07%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	14.31%	+2.04%
Volatility (1Y) Calculated over the trailing 1-year period	20.41%	20.08%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.20%	25.94%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	25.94%	-2.65%

IDGT vs. MAGS - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is higher than MAGS's 0.29% expense ratio.

Dividends

IDGT vs. MAGS - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, less than MAGS's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	0.72%	1.17%	1.64%	0.37%	0.30%	0.28%	0.60%	0.42%	0.65%	0.57%	0.75%	0.72%
MAGS Roundhill Magnificent Seven ETF	1.43%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDGT and MAGS in my portfolio?

IDGT and MAGS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDGT or MAGS?

IDGT has higher volatility (7.87%) compared to MAGS (4.80%). In terms of maximum drawdown, IDGT dropped -77.95% vs MAGS's -29.91%.

Which ETF is better, IDGT or MAGS?

On 3-year performance, MAGS leads with 33.71% vs 25.08% for IDGT. On fees, MAGS is cheaper at 0.29% per year. On volatility, MAGS has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDGT or MAGS?

Over the 3-year period, MAGS has performed better with a 33.71% return vs 25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDGT or MAGS?

MAGS is cheaper with a 0.29% expense ratio, compared with 0.41% for IDGT.

Which ETF pays a higher dividend yield, IDGT or MAGS?

MAGS has the higher dividend yield at 1.43%, compared with 0.72% for IDGT.

What is the main difference between IDGT and MAGS?

They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.41% for IDGT and 0.29% for MAGS.

Which has better risk-adjusted returns?

IDGT currently has the higher Sharpe Ratio (3.13 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.