MAGS vs. MAGX

In the year-to-date period, MAGS achieves a -4.17% return, which is significantly higher than MAGX's -17.28% return.

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MAGS has a 0.29% expense ratio, which is lower than MAGX's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). 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.

The current MAGS Sharpe Ratio is 0.85, which is higher than the MAGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of MAGS and MAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MAGS's dividend yield for the trailing twelve months is around 0.84%, less than MAGX's 1.04% yield.

The maximum MAGS drawdown since its inception was -29.91%, smaller than the maximum MAGX drawdown of -54.18%. Use the drawdown chart below to compare losses from any high point for MAGS and MAGX. For additional features, visit the drawdowns tool.

The current volatility for Roundhill Magnificent Seven ETF (MAGS) is 10.96%, while Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) has a volatility of 22.59%. This indicates that MAGS experiences smaller price fluctuations and is considered to be less risky than MAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.