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MAGD.L vs. TLTI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGD.L vs. TLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Magnificent 7 Options ETP (MAGD.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L). The values are adjusted to include any dividend payments, if applicable.

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MAGD.L vs. TLTI.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MAGD.L achieves a -19.75% return, which is significantly lower than TLTI.L's -2.31% return.


MAGD.L

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

TLTI.L

1D
-1.39%
1M
-3.72%
YTD
-2.31%
6M
-4.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MAGD.L has a 0.45% expense ratio, which is lower than TLTI.L's 0.55% expense ratio.


Return for Risk

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Magnificent 7 Options ETP (MAGD.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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. TLTI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MAGD.LTLTI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

-0.34

-0.36

Correlation

The correlation between MAGD.L and TLTI.L is 0.20, 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. TLTI.L - Dividend Comparison

MAGD.L's dividend yield for the trailing twelve months is around 0.25%, more than TLTI.L's 0.07% yield.


Drawdowns

MAGD.L vs. TLTI.L - Drawdown Comparison

The maximum MAGD.L drawdown since its inception was -27.28%, which is greater than TLTI.L's maximum drawdown of -10.31%. Use the drawdown chart below to compare losses from any high point for MAGD.L and TLTI.L.


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Drawdown Indicators


MAGD.LTLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-10.31%

-16.97%

Current Drawdown

Current decline from peak

-26.11%

-8.28%

-17.83%

Average Drawdown

Average peak-to-trough decline

-8.36%

-3.90%

-4.46%

Volatility

MAGD.L vs. TLTI.L - Volatility Comparison


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Volatility by Period


MAGD.LTLTI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

20.09%

10.49%

+9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

10.49%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

10.49%

+9.60%