MAG7.L vs. SCHD

Last updated Jun 18, 2026

MAG7.L (Leverage Shares 5x Long Magnificent 7 ETP Securities) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - MAG7.L is a Leveraged Equities fund tracking the Solactive Magnificent 7 Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past year, MAG7.L returned 71.63% vs 24.12% for SCHD. At a correlation of -0.06, they often move in opposite directions. MAG7.L charges 0.75%/yr vs 0.06%/yr for SCHD.

Performance

MAG7.L vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAG7.L achieves a -21.08% return, which is significantly lower than SCHD's 17.39% return.

MAG7.L

• 1D: 0.00%
• 1M: -23.07%
• YTD: -21.08%
• 6M: -13.81%
• 1Y: 71.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: -1.84%
• 1M: -0.34%
• YTD: 17.39%
• 6M: 16.67%
• 1Y: 24.12%
• 3Y*: 13.46%
• 5Y*: 9.12%
• 10Y*: 12.59%

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

MAG7.L vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities	-21.08%	-28.43%	164.44%
SCHD Schwab U.S. Dividend Equity ETF	17.39%	4.34%	6.76%

Correlation

The correlation between MAG7.L and SCHD is -0.07, 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	-0.07
Correlation (All Time) Calculated using the full available price history since Apr 8, 2024	-0.06

Return for Risk

MAG7.L vs. SCHD — 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: 24
MAG7.L Sharpe Ratio Rank: 21
MAG7.L Sortino Ratio Rank: 30
MAG7.L Omega Ratio Rank: 28
MAG7.L Calmar Ratio Rank: 22
MAG7.L Martin Ratio Rank: 20

SCHD

SCHD Risk / Return Rank: 78
SCHD Sharpe Ratio Rank: 74
SCHD Sortino Ratio Rank: 82
SCHD Omega Ratio Rank: 72
SCHD Calmar Ratio Rank: 91
SCHD Martin Ratio Rank: 73

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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.

	MAG7.L	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	0.71	2.19	-1.48
Sortino ratio: Return per unit of downside risk	1.59	3.34	-1.75
Omega ratio: Gain probability vs. loss probability	1.18	1.39	-0.21
Calmar ratio: Return relative to maximum drawdown	1.00	5.25	-4.25
Martin ratio: Return relative to average drawdown	2.39	12.86	-10.48

MAG7.L vs. SCHD - Sharpe Ratio Comparison

The current MAG7.L Sharpe Ratio is 0.71, which is lower than the SCHD Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of MAG7.L and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MAG7.L vs. SCHD - Drawdown Comparison

The maximum MAG7.L drawdown since its inception was -91.14%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MAG7.L and SCHD.

Drawdown Indicators

	MAG7.L	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-91.14%	-33.37%	-57.77%
Max Drawdown (1Y) Largest decline over 1 year	-71.56%	-4.61%	-66.95%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-56.74%	-2.74%	-54.00%
Average Drawdown Average peak-to-trough decline	-47.78%	-3.31%	-44.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.92%	1.88%	+28.04%

Volatility

MAG7.L vs. SCHD - Volatility Comparison

Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) has a higher volatility of 31.80% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that MAG7.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAG7.L	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.80%	3.58%	+28.22%
Volatility (6M) Calculated over the trailing 6-month period	75.74%	7.83%	+67.91%
Volatility (1Y) Calculated over the trailing 1-year period	100.23%	11.10%	+89.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	125.27%	14.40%	+110.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	125.27%	16.73%	+108.54%

MAG7.L vs. SCHD - Expense Ratio Comparison

MAG7.L has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

MAG7.L vs. SCHD - Dividend Comparison

MAG7.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both MAG7.L and SCHD in my portfolio?

MAG7.L and SCHD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAG7.L or SCHD?

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MAG7.L or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.75% for MAG7.L.

What is the main difference between MAG7.L and SCHD?

MAG7.L is categorized as Leveraged Equities, while SCHD is Dividend. MAG7.L tracks Solactive Magnificent 7 Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Leverage Shares and Charles Schwab. Their fees differ too: 0.75% for MAG7.L and 0.06% for SCHD.