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IWDP.AS vs. MAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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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 12.81% return, which is significantly higher than MAGS's 5.99% return.


IWDP.AS

1D
0.00%
1M
1.90%
6M
8.12%
YTD
12.81%
1Y
16.09%
3Y*
7.47%
5Y*
1.36%
10Y*
2.60%

MAGS

1D
-1.16%
1M
4.01%
6M
6.16%
YTD
5.99%
1Y
24.14%
3Y*
30.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.AS vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
12.81%-3.33%6.79%8.08%
MAGS
Roundhill Magnificent Seven ETF
5.99%8.39%74.79%34.23%

Correlation

The correlation between IWDP.AS and MAGS is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2023

0.05

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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: 5151
Overall Rank
IWDP.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 5151
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 5252
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 5050
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 3232
Overall Rank
MAGS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 3333
Sortino Ratio Rank
MAGS Omega Ratio Rank: 3232
Omega Ratio Rank
MAGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAGS Martin Ratio Rank: 3131
Martin Ratio Rank
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWDP.ASMAGSDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratioReturn relative to maximum drawdown

2.12

1.35

+0.77

Martin ratioReturn relative to average drawdown

6.69

3.93

+2.75

IWDP.AS vs. MAGS - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 1.45, which is comparable to the MAGS Sharpe Ratio of 1.14. 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.


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Drawdowns

IWDP.AS vs. MAGS - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -74.82%, 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.


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Drawdown Indicators


IWDP.ASMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-74.82%

-35.73%

-39.09%

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

-2.82%

-2.16%

-0.66%

Average Drawdown

Average peak-to-trough decline

-21.14%

-6.00%

-15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

6.15%

-3.75%

Volatility

IWDP.AS vs. MAGS - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.26%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 7.34%. 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.


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Volatility by Period


IWDP.ASMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

7.34%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

15.66%

-7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

21.18%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

26.63%

-12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

26.63%

-10.64%

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 2.88%, more than MAGS's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
2.88%3.20%3.10%3.15%3.70%2.11%3.18%2.91%3.87%3.11%3.06%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


IWDP.AS and MAGS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

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.

Portfolio Optimizer

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