MAGD.L vs. HMWD.L

Last updated Jun 6, 2026

MAGD.L (IncomeShares Magnificent 7 Options ETP) and HMWD.L (HSBC MSCI World UCITS ETF) are both exchange-traded funds - MAGD.L is a Derivative Income fund actively managed by Leverage Shares, while HMWD.L is a Global Equities fund tracking the MSCI ACWI NR USD. MAGD.L is actively managed, while HMWD.L is passively managed. MAGD.L charges 0.45%/yr vs 0.15%/yr for HMWD.L.

Performance

MAGD.L vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Magnificent 7 Options ETP (MAGD.L) and HSBC MSCI World UCITS ETF (HMWD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MAGD.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HMWD.L

• 1D: -1.12%
• 1M: 1.36%
• YTD: 8.65%
• 6M: 9.56%
• 1Y: 24.40%
• 3Y*: 20.42%
• 5Y*: 11.68%
• 10Y*: 13.05%

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

Return for Risk

MAGD.L vs. HMWD.L — Risk / Return Rank

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

HMWD.L

HMWD.L Risk / Return Rank: 70
HMWD.L Sharpe Ratio Rank: 68
HMWD.L Sortino Ratio Rank: 75
HMWD.L Omega Ratio Rank: 68
HMWD.L Calmar Ratio Rank: 64
HMWD.L 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.

MAGD.L vs. HMWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Magnificent 7 Options ETP (MAGD.L) and HSBC MSCI World UCITS ETF (HMWD.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	HMWD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.69	—

Drawdowns

Drawdown Indicators

	MAGD.L	HMWD.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.01%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.01%	—
Current Drawdown Current decline from peak	—	-1.53%	—
Average Drawdown Average peak-to-trough decline	—	-4.78%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.96%	—

Volatility

Volatility by Period

	MAGD.L	HMWD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.85%	—

MAGD.L vs. HMWD.L - Expense Ratio Comparison

MAGD.L has a 0.45% expense ratio, which is higher than HMWD.L's 0.15% expense ratio.

Dividends

MAGD.L vs. HMWD.L - Dividend Comparison

MAGD.L has not paid dividends to shareholders, while HMWD.L's dividend yield for the trailing twelve months is around 1.19%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HMWD.L HSBC MSCI World UCITS ETF	1.19%	1.24%	1.43%	1.57%	1.79%	1.31%	1.44%	1.91%	2.23%	1.81%	2.00%	1.93%
MAGD.L IncomeShares Magnificent 7 Options ETP	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, MAGD.L or HMWD.L?

On fees, HMWD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MAGD.L or HMWD.L?

HMWD.L is cheaper with a 0.15% expense ratio, compared with 0.45% for MAGD.L.

What is the main difference between MAGD.L and HMWD.L?

MAGD.L is categorized as Derivative Income, while HMWD.L is Global Equities. They also come from different issuers: Leverage Shares and HSBC. Their fees differ too: 0.45% for MAGD.L and 0.15% for HMWD.L.