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MAG7.L vs. 3TSM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAG7.L vs. 3TSM.L - 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 Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L). The values are adjusted to include any dividend payments, if applicable.

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MAG7.L vs. 3TSM.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MAG7.L achieves a -60.89% return, which is significantly lower than 3TSM.L's 10.57% return.


MAG7.L

1D
8.56%
1M
-37.78%
YTD
-60.89%
6M
-59.89%
1Y
24.00%
3Y*
5Y*
10Y*

3TSM.L

1D
7.87%
1M
-37.09%
YTD
10.57%
6M
26.08%
1Y
337.57%
3Y*
96.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAG7.L vs. 3TSM.L - Expense Ratio Comparison

Both MAG7.L and 3TSM.L have an expense ratio of 0.75%.


Return for Risk

MAG7.L vs. 3TSM.L — 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: 2525
Overall Rank
MAG7.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MAG7.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
MAG7.L Omega Ratio Rank: 3838
Omega Ratio Rank
MAG7.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MAG7.L Martin Ratio Rank: 1313
Martin Ratio Rank

3TSM.L
3TSM.L Risk / Return Rank: 9595
Overall Rank
3TSM.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
3TSM.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
3TSM.L Omega Ratio Rank: 8787
Omega Ratio Rank
3TSM.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
3TSM.L Martin Ratio Rank: 9696
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. 3TSM.L - 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 Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.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.


MAG7.L3TSM.LDifference

Sharpe ratio

Return per unit of total volatility

0.20

3.14

-2.94

Sortino ratio

Return per unit of downside risk

1.17

3.01

-1.84

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.21

Calmar ratio

Return relative to maximum drawdown

0.04

6.49

-6.45

Martin ratio

Return relative to average drawdown

0.10

17.75

-17.65

MAG7.L vs. 3TSM.L - Sharpe Ratio Comparison

The current MAG7.L Sharpe Ratio is 0.20, which is lower than the 3TSM.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of MAG7.L and 3TSM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAG7.L3TSM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

3.14

-2.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.16

-0.29

Correlation

The correlation between MAG7.L and 3TSM.L is 0.60, 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

MAG7.L vs. 3TSM.L - Dividend Comparison

Neither MAG7.L nor 3TSM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MAG7.L vs. 3TSM.L - Drawdown Comparison

The maximum MAG7.L drawdown since its inception was -91.14%, roughly equal to the maximum 3TSM.L drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for MAG7.L and 3TSM.L.


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Drawdown Indicators


MAG7.L3TSM.LDifference

Max Drawdown

Largest peak-to-trough decline

-91.14%

-93.59%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-71.56%

-46.56%

-25.00%

Current Drawdown

Current decline from peak

-78.56%

-42.36%

-36.20%

Average Drawdown

Average peak-to-trough decline

-46.83%

-57.40%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.29%

17.03%

+11.26%

Volatility

MAG7.L vs. 3TSM.L - Volatility Comparison

Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) and Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) have volatilities of 32.15% and 31.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAG7.L3TSM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.15%

31.90%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

68.75%

74.07%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

120.15%

106.72%

+13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

124.86%

113.58%

+11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.86%

113.58%

+11.28%