MAGD.L vs. 3NIE.L

Last updated Apr 2, 2026

Compare and contrast key facts about IncomeShares Magnificent 7 Options ETP (MAGD.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L).

MAGD.L and 3NIE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAGD.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025. 3NIE.L is a passively managed fund by Leverage Shares that tracks the performance of the iSTOXX Leveraged 3x NIO Index. It was launched on Dec 10, 2021.

Performance

MAGD.L vs. 3NIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Magnificent 7 Options ETP (MAGD.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.L). The values are adjusted to include any dividend payments, if applicable.

MAGD.L vs. 3NIE.L - Yearly Performance Comparison

	2026 (YTD)	2025
MAGD.L IncomeShares Magnificent 7 Options ETP	-19.75%	-1.47%
3NIE.L Leverage Shares 3x Long NIO ETP Securities	5.39%	-21.24%

Returns By Period

In the year-to-date period, MAGD.L achieves a -19.75% return, which is significantly lower than 3NIE.L's 5.39% return.

MAGD.L

• 1D: -0.82%
• 1M: -5.00%
• YTD: -19.75%
• 6M: -19.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

3NIE.L

• 1D: 5.91%
• 1M: 84.55%
• YTD: 5.39%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MAGD.L vs. 3NIE.L - Expense Ratio Comparison

MAGD.L has a 0.45% expense ratio, which is lower than 3NIE.L's 0.75% expense ratio.

3NIE.L

Leverage Shares 3x Long NIO ETP Securities

MAGD.L

IncomeShares Magnificent 7 Options ETP

Return for Risk

MAGD.L vs. 3NIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Magnificent 7 Options ETP (MAGD.L) and Leverage Shares 3x Long NIO ETP Securities (3NIE.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MAGD.L	3NIE.L	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.70	-0.25	-0.45

Correlation

The correlation between MAGD.L and 3NIE.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MAGD.L vs. 3NIE.L - Dividend Comparison

MAGD.L's dividend yield for the trailing twelve months is around 0.25%, while 3NIE.L has not paid dividends to shareholders.

	TTM	2025
MAGD.L IncomeShares Magnificent 7 Options ETP	0.25%	0.07%
3NIE.L Leverage Shares 3x Long NIO ETP Securities	0.00%	0.00%

Drawdowns

MAGD.L vs. 3NIE.L - Drawdown Comparison

The maximum MAGD.L drawdown since its inception was -27.28%, smaller than the maximum 3NIE.L drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for MAGD.L and 3NIE.L.

Drawdown Indicators

	MAGD.L	3NIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.28%	-60.65%	+33.37%
Current Drawdown Current decline from peak	-26.11%	-18.25%	-7.86%
Average Drawdown Average peak-to-trough decline	-8.36%	-39.03%	+30.67%

Volatility

Volatility by Period

	MAGD.L	3NIE.L	Difference
Volatility (1Y) Calculated over the trailing 1-year period	20.09%	164.11%	-144.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.09%	164.11%	-144.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.09%	164.11%	-144.02%