IYW vs. MAG7.L
Compare and contrast key facts about iShares U.S. Technology ETF (IYW) and Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L).
IYW and MAG7.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000. MAG7.L is a passively managed fund by Leverage Shares that tracks the performance of the Solactive Magnificent 7 Index. It was launched on Mar 25, 2024. Both IYW and MAG7.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IYW vs. MAG7.L - Performance Comparison
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IYW vs. MAG7.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IYW iShares U.S. Technology ETF | -7.61% | 25.38% | 18.18% |
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities | -53.67% | -28.43% | 150.95% |
Returns By Period
In the year-to-date period, IYW achieves a -7.61% return, which is significantly higher than MAG7.L's -53.67% return.
IYW
- 1D
- 1.65%
- 1M
- -3.50%
- YTD
- -7.61%
- 6M
- -6.42%
- 1Y
- 30.19%
- 3Y*
- 26.02%
- 5Y*
- 15.85%
- 10Y*
- 21.74%
MAG7.L
- 1D
- 18.44%
- 1M
- -25.61%
- YTD
- -53.67%
- 6M
- -53.35%
- 1Y
- 21.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IYW vs. MAG7.L - Expense Ratio Comparison
IYW has a 0.42% expense ratio, which is lower than MAG7.L's 0.75% expense ratio.
Return for Risk
IYW vs. MAG7.L — Risk / Return Rank
IYW
MAG7.L
IYW vs. MAG7.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.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.
| IYW | MAG7.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.18 | +0.94 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.14 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 0.25 | +1.52 |
Martin ratioReturn relative to average drawdown | 5.68 | 0.69 | +4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYW | MAG7.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.18 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | -0.07 | +0.37 |
Correlation
The correlation between IYW and MAG7.L is 0.56, 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
IYW vs. MAG7.L - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.15%, while MAG7.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYW vs. MAG7.L - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, smaller than the maximum MAG7.L drawdown of -91.14%. Use the drawdown chart below to compare losses from any high point for IYW and MAG7.L.
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Drawdown Indicators
| IYW | MAG7.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -91.14% | +9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -71.56% | +53.75% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | — | — |
Current DrawdownCurrent decline from peak | -12.65% | -74.60% | +61.95% |
Average DrawdownAverage peak-to-trough decline | -34.87% | -46.88% | +12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 26.35% | -20.80% |
Volatility
IYW vs. MAG7.L - Volatility Comparison
The current volatility for iShares U.S. Technology ETF (IYW) is 8.23%, while Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) has a volatility of 37.26%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than MAG7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYW | MAG7.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 37.26% | -29.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 70.93% | -54.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.92% | 120.58% | -93.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.78% | 125.39% | -99.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 125.39% | -100.41% |