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MAGX vs. 2MSF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGX vs. 2MSF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.L). The values are adjusted to include any dividend payments, if applicable.

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MAGX vs. 2MSF.L - Yearly Performance Comparison


2026 (YTD)20252024
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
-25.26%26.16%81.14%
2MSF.L
Leverage Shares 2x Microsoft ETC A GBP
-46.53%12.39%-0.27%
Different Trading Currencies

MAGX is traded in USD, while 2MSF.L is traded in GBp. To make them comparable, the 2MSF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAGX achieves a -25.26% return, which is significantly higher than 2MSF.L's -46.53% return.


MAGX

1D
9.45%
1M
-11.57%
YTD
-25.26%
6M
-22.65%
1Y
39.46%
3Y*
5Y*
10Y*

2MSF.L

1D
0.87%
1M
-15.50%
YTD
-46.53%
6M
-53.56%
1Y
-16.50%
3Y*
3.86%
5Y*
4.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAGX vs. 2MSF.L - Expense Ratio Comparison

MAGX has a 0.95% expense ratio, which is higher than 2MSF.L's 0.75% expense ratio.


Return for Risk

MAGX vs. 2MSF.L — Risk / Return Rank

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

MAGX
MAGX Risk / Return Rank: 4545
Overall Rank
MAGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MAGX Omega Ratio Rank: 5050
Omega Ratio Rank
MAGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MAGX Martin Ratio Rank: 3737
Martin Ratio Rank

2MSF.L
2MSF.L Risk / Return Rank: 88
Overall Rank
2MSF.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
2MSF.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
2MSF.L Omega Ratio Rank: 1010
Omega Ratio Rank
2MSF.L Calmar Ratio Rank: 66
Calmar Ratio Rank
2MSF.L Martin Ratio Rank: 66
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.

MAGX vs. 2MSF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and Leverage Shares 2x Microsoft ETC A GBP (2MSF.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.


MAGX2MSF.LDifference

Sharpe ratio

Return per unit of total volatility

0.69

-0.25

+0.94

Sortino ratio

Return per unit of downside risk

1.36

0.09

+1.27

Omega ratio

Gain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratio

Return relative to maximum drawdown

1.00

-0.32

+1.32

Martin ratio

Return relative to average drawdown

3.19

-0.69

+3.89

MAGX vs. 2MSF.L - Sharpe Ratio Comparison

The current MAGX Sharpe Ratio is 0.69, which is higher than the 2MSF.L Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of MAGX and 2MSF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAGX2MSF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.25

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.08

Correlation

The correlation between MAGX and 2MSF.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MAGX vs. 2MSF.L - Dividend Comparison

MAGX's dividend yield for the trailing twelve months is around 2.74%, while 2MSF.L has not paid dividends to shareholders.


Drawdowns

MAGX vs. 2MSF.L - Drawdown Comparison

The maximum MAGX drawdown since its inception was -54.19%, smaller than the maximum 2MSF.L drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for MAGX and 2MSF.L.


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Drawdown Indicators


MAGX2MSF.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.19%

-66.77%

+12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-37.24%

-66.77%

+29.53%

Max Drawdown (5Y)

Largest decline over 5 years

-66.77%

Current Drawdown

Current decline from peak

-31.30%

-65.80%

+34.50%

Average Drawdown

Average peak-to-trough decline

-14.05%

-17.91%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

31.66%

-20.01%

Volatility

MAGX vs. 2MSF.L - Volatility Comparison

Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) has a higher volatility of 16.68% compared to Leverage Shares 2x Microsoft ETC A GBP (2MSF.L) at 10.30%. This indicates that MAGX's price experiences larger fluctuations and is considered to be riskier than 2MSF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGX2MSF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.68%

10.30%

+6.38%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

56.75%

-25.89%

Volatility (1Y)

Calculated over the trailing 1-year period

57.13%

67.23%

-10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.62%

53.50%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.62%

53.27%

+1.35%