MAG7.L vs. XS2D.L
Compare and contrast key facts about Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) and Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L).
MAG7.L and XS2D.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XS2D.L is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 2x Leveraged Daily Index. It was launched on Mar 18, 2010. Both MAG7.L and XS2D.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
MAG7.L vs. XS2D.L - Performance Comparison
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MAG7.L vs. XS2D.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities | -53.67% | -28.43% | 150.95% |
XS2D.L Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | -9.33% | 26.58% | 23.32% |
Returns By Period
In the year-to-date period, MAG7.L achieves a -53.67% return, which is significantly lower than XS2D.L's -9.33% return.
MAG7.L
- 1D
- 18.44%
- 1M
- -25.61%
- YTD
- -53.67%
- 6M
- -53.35%
- 1Y
- 21.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XS2D.L
- 1D
- 4.88%
- 1M
- -7.66%
- YTD
- -9.33%
- 6M
- -4.81%
- 1Y
- 29.17%
- 3Y*
- 30.43%
- 5Y*
- 16.54%
- 10Y*
- 21.58%
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MAG7.L vs. XS2D.L - Expense Ratio Comparison
MAG7.L has a 0.75% expense ratio, which is higher than XS2D.L's 0.60% expense ratio.
Return for Risk
MAG7.L vs. XS2D.L — Risk / Return Rank
MAG7.L
XS2D.L
MAG7.L vs. XS2D.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.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.L | XS2D.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.92 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.40 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.66 | -1.40 |
Martin ratioReturn relative to average drawdown | 0.69 | 6.52 | -5.84 |
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
| MAG7.L | XS2D.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.92 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.75 | -0.82 |
Correlation
The correlation between MAG7.L and XS2D.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MAG7.L vs. XS2D.L - Dividend Comparison
Neither MAG7.L nor XS2D.L has paid dividends to shareholders.
Drawdowns
MAG7.L vs. XS2D.L - Drawdown Comparison
The maximum MAG7.L drawdown since its inception was -91.14%, which is greater than XS2D.L's maximum drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for MAG7.L and XS2D.L.
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Drawdown Indicators
| MAG7.L | XS2D.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.14% | -59.31% | -31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -71.56% | -22.93% | -48.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.31% | — |
Current DrawdownCurrent decline from peak | -74.60% | -11.50% | -63.10% |
Average DrawdownAverage peak-to-trough decline | -46.88% | -9.09% | -37.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.35% | 4.29% | +22.06% |
Volatility
MAG7.L vs. XS2D.L - Volatility Comparison
Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) has a higher volatility of 37.26% compared to Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) at 9.46%. This indicates that MAG7.L's price experiences larger fluctuations and is considered to be riskier than XS2D.L 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 | XS2D.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.26% | 9.46% | +27.80% |
Volatility (6M)Calculated over the trailing 6-month period | 70.93% | 17.40% | +53.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 120.58% | 31.77% | +88.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 125.39% | 31.69% | +93.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 125.39% | 32.32% | +93.07% |