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MAGD.L vs. 3UBE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGD.L vs. 3UBE.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 Uber ETP Securities EUR (3UBE.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

MAGD.L is traded in USD, while 3UBE.L is traded in EUR. To make them comparable, the 3UBE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAGD.L achieves a -19.75% return, which is significantly higher than 3UBE.L's -39.45% return.


MAGD.L

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

3UBE.L

1D
5.89%
1M
-11.65%
YTD
-39.45%
6M
-67.93%
1Y
-41.72%
3Y*
27.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

MAGD.L vs. 3UBE.L — Risk / Return Rank

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

MAGD.L

3UBE.L
3UBE.L Risk / Return Rank: 55
Overall Rank
3UBE.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3UBE.L Sortino Ratio Rank: 99
Sortino Ratio Rank
3UBE.L Omega Ratio Rank: 99
Omega Ratio Rank
3UBE.L Calmar Ratio Rank: 22
Calmar Ratio Rank
3UBE.L Martin Ratio Rank: 22
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.

MAGD.L vs. 3UBE.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 Uber ETP Securities EUR (3UBE.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.

MAGD.L vs. 3UBE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MAGD.L3UBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

-0.32

-0.39

Correlation

The correlation between MAGD.L and 3UBE.L is 0.34, 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. 3UBE.L - Dividend Comparison

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


Drawdowns

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

The maximum MAGD.L drawdown since its inception was -27.28%, smaller than the maximum 3UBE.L drawdown of -98.02%. Use the drawdown chart below to compare losses from any high point for MAGD.L and 3UBE.L.


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Drawdown Indicators


MAGD.L3UBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-97.79%

+70.51%

Max Drawdown (1Y)

Largest decline over 1 year

-74.92%

Current Drawdown

Current decline from peak

-26.11%

-92.18%

+66.07%

Average Drawdown

Average peak-to-trough decline

-8.36%

-82.10%

+73.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.62%

Volatility

MAGD.L vs. 3UBE.L - Volatility Comparison


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Volatility by Period


MAGD.L3UBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.58%

Volatility (6M)

Calculated over the trailing 6-month period

66.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.09%

106.50%

-86.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

139.64%

-119.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

139.64%

-119.55%