IWDP.AS vs. MAGS

Last updated Jun 4, 2026

IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) and MAGS (Roundhill Magnificent Seven ETF) are both exchange-traded funds - IWDP.AS is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while MAGS is a Technology Equities fund actively managed by Roundhill. IWDP.AS is passively managed, while MAGS is actively managed. Over the past 3 years, IWDP.AS returned 5.65%/yr vs 30.16%/yr for MAGS. At a 0.07 correlation, their price movements are largely independent. IWDP.AS charges 0.59%/yr vs 0.29%/yr for MAGS.

Performance

IWDP.AS vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IWDP.AS is traded in EUR, while MAGS is traded in USD. To make them comparable, the MAGS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDP.AS achieves a 7.91% return, which is significantly higher than MAGS's 4.97% return.

IWDP.AS

• 1D: 0.41%
• 1M: -0.38%
• YTD: 7.91%
• 6M: 8.11%
• 1Y: 8.45%
• 3Y*: 5.65%
• 5Y*: 1.62%
• 10Y*: 2.95%

MAGS

• 1D: -0.87%
• 1M: 2.89%
• YTD: 4.97%
• 6M: 4.19%
• 1Y: 28.72%
• 3Y*: 30.16%
• 5Y*: —
• 10Y*: —

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

IWDP.AS vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist)	7.91%	-3.33%	6.79%	6.82%
MAGS Roundhill Magnificent Seven ETF	4.97%	8.39%	74.79%	35.79%

Correlation

The correlation between IWDP.AS and MAGS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Apr 12, 2023	0.07

Return for Risk

IWDP.AS vs. MAGS — Risk / Return Rank

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

IWDP.AS

IWDP.AS Risk / Return Rank: 22
IWDP.AS Sharpe Ratio Rank: 22
IWDP.AS Sortino Ratio Rank: 21
IWDP.AS Omega Ratio Rank: 21
IWDP.AS Calmar Ratio Rank: 24
IWDP.AS Martin Ratio Rank: 24

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.

IWDP.AS vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) 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.

	IWDP.AS	MAGS	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.42	-0.65
Sortino ratio: Return per unit of downside risk	1.14	1.91	-0.77
Omega ratio: Gain probability vs. loss probability	1.14	1.25	-0.11
Calmar ratio: Return relative to maximum drawdown	1.11	1.61	-0.50
Martin ratio: Return relative to average drawdown	3.24	5.00	-1.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWDP.AS vs. MAGS - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 0.77, which is lower than the MAGS Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IWDP.AS 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

	IWDP.AS	MAGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	1.42	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	1.40	-1.23

Drawdowns

IWDP.AS vs. MAGS - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -70.13%, which is greater than MAGS's maximum drawdown of -35.73%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and MAGS.

Drawdown Indicators

	IWDP.AS	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-70.13%	-35.73%	-34.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.55%	-17.97%	+10.42%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-35.73%	+15.81%
Max Drawdown (5Y) Largest decline over 5 years	-29.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.55%	—	—
Current Drawdown Current decline from peak	-7.03%	-3.39%	-3.64%
Average Drawdown Average peak-to-trough decline	-15.78%	-6.01%	-9.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	5.76%	-3.17%

Volatility

IWDP.AS vs. MAGS - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.54%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 4.37%. This indicates that IWDP.AS 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

	IWDP.AS	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	4.37%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	13.78%	-5.63%
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	20.38%	-9.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	26.69%	-12.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	26.69%	-10.71%

IWDP.AS vs. MAGS - Expense Ratio Comparison

IWDP.AS has a 0.59% expense ratio, which is higher than MAGS's 0.29% expense ratio.

Dividends

IWDP.AS vs. MAGS - Dividend Comparison

IWDP.AS's dividend yield for the trailing twelve months is around 3.01%, more than MAGS's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist)	3.01%	3.20%	3.10%	3.16%	3.71%	2.11%	3.18%	2.91%	3.87%	3.11%	3.07%	2.96%
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 IWDP.AS and MAGS in my portfolio?

IWDP.AS and MAGS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWDP.AS or MAGS?

On fees, MAGS is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IWDP.AS or MAGS?

MAGS is cheaper with a 0.29% expense ratio, compared with 0.59% for IWDP.AS.

What is the main difference between IWDP.AS and MAGS?

IWDP.AS is categorized as REIT, while MAGS is Technology Equities. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.59% for IWDP.AS and 0.29% for MAGS.