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MAG7.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MAG7.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAG7.L achieves a -0.37% return, which is significantly lower than ^GSPC's 10.79% return.


MAG7.L

1D
5.22%
1M
13.25%
YTD
-0.37%
6M
-1.40%
1Y
126.01%
3Y*
5Y*
10Y*

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAG7.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024
MAG7.L
Leverage Shares 5x Long Magnificent 7 ETP Securities
-0.37%-28.43%150.95%
^GSPC
S&P 500 Index
10.79%16.39%13.03%

Correlation

The correlation between MAG7.L and ^GSPC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.47

The correlation between MAG7.L and ^GSPC has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

MAG7.L vs. ^GSPC — Risk / Return Rank

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

MAG7.L
MAG7.L Risk / Return Rank: 3636
Overall Rank
MAG7.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MAG7.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
MAG7.L Omega Ratio Rank: 3737
Omega Ratio Rank
MAG7.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
MAG7.L Martin Ratio Rank: 3131
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

MAG7.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) and S&P 500 Index (^GSPC). 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.


MAG7.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

1.75

2.98

-1.23

Martin ratioReturn relative to average drawdown

4.33

13.78

-9.45

MAG7.L vs. ^GSPC - Sharpe Ratio Comparison

The current MAG7.L Sharpe Ratio is 1.28, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of MAG7.L and ^GSPC, 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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Sharpe Ratios by Period


MAG7.L^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.28

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.47

-0.23

Drawdowns

MAG7.L vs. ^GSPC - Drawdown Comparison

The maximum MAG7.L drawdown since its inception was -91.14%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MAG7.L and ^GSPC.


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Drawdown Indicators


MAG7.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-91.14%

-56.78%

-34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-71.56%

-9.10%

-62.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-45.38%

-0.33%

-45.05%

Average Drawdown

Average peak-to-trough decline

-47.28%

-10.72%

-36.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.97%

1.97%

+27.00%

Volatility

MAG7.L vs. ^GSPC - Volatility Comparison

Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) has a higher volatility of 27.50% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that MAG7.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAG7.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.50%

2.88%

+24.62%

Volatility (6M)

Calculated over the trailing 6-month period

71.68%

9.00%

+62.68%

Volatility (1Y)

Calculated over the trailing 1-year period

97.62%

11.89%

+85.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

124.75%

16.90%

+107.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.75%

18.06%

+106.69%

Frequently Asked Questions


MAG7.L and ^GSPC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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