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MAGX vs. IEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGX vs. IEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAGX achieves a 0.37% return, which is significantly lower than IEO's 39.03% return.


MAGX

1D
0.95%
1M
9.92%
6M
4.52%
YTD
0.37%
1Y
28.07%
3Y*
5Y*
10Y*
ALL TIME*
41.16%

IEO

1D
-0.91%
1M
11.27%
6M
25.75%
YTD
39.03%
1Y
43.17%
3Y*
11.67%
5Y*
23.01%
10Y*
10.64%
ALL TIME*
6.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.72M$7.71M$8.53M
$3.93M$4.39M$4.75M

MAGX vs. IEO - Yearly Performance Comparison


Correlation

The correlation between MAGX and IEO is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2024

-0.00

Over the past year, the inverse relationship between MAGX and IEO has strengthened: their correlation has moved from -0.00 to -0.26, meaning they now move in opposite directions more often than their long-term average.

MAGX vs. IEO - Sectors Allocation Comparison


Sectors
MAGX
IEO

Financial Services

35.6%

-

Basic Materials

-

0.9%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

99.1%

Healthcare

-

-

Industrials

-

1.0%

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

MAGX
35.6%
IEO

-

Basic Materials

MAGX

-

IEO
0.9%

Communication Services

MAGX

-

IEO

-

Consumer Cyclical

MAGX

-

IEO

-

Consumer Defensive

MAGX

-

IEO

-

Energy

MAGX

-

IEO
99.1%

Healthcare

MAGX

-

IEO

-

Industrials

MAGX

-

IEO
1.0%

Real Estate

MAGX

-

IEO

-

Technology

MAGX

-

IEO

-

Utilities

MAGX

-

IEO

-

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Return for Risk

MAGX vs. IEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MAGX
MAGX Risk / Return Rank: 2525
Overall Rank
MAGX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MAGX Omega Ratio Rank: 2626
Omega Ratio Rank
MAGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MAGX Martin Ratio Rank: 2424
Martin Ratio Rank

IEO
IEO Risk / Return Rank: 5959
Overall Rank
IEO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
IEO Omega Ratio Rank: 5454
Omega Ratio Rank
IEO Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MAGX vs. IEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MAGXIEODifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratioReturn relative to maximum drawdown

0.76

2.66

-1.90

Martin ratioReturn relative to average drawdown

2.03

6.64

-4.61

MAGX vs. IEO - Sharpe Ratio Comparison

The current MAGX Sharpe Ratio is 0.63, which is lower than the IEO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MAGX and IEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAGX vs. IEO - Drawdown Comparison

The maximum MAGX drawdown since its inception was -54.19%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for MAGX and IEO.


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Drawdown Indicators


MAGXIEODifference

Max Drawdown

Largest peak-to-trough decline

-54.19%

-79.17%

+24.98%

Max Drawdown (1Y)

Largest decline over 1 year

-37.24%

-16.32%

-20.92%

Max Drawdown (3Y)

Largest decline over 3 years

-31.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.00%

Current Drawdown

Current decline from peak

-8.51%

-4.24%

-4.27%

Average Drawdown

Average peak-to-trough decline

-13.91%

-26.13%

+12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.85%

6.52%

+7.33%

Volatility

MAGX vs. IEO - Volatility Comparison

Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) has a higher volatility of 17.19% compared to iShares U.S. Oil & Gas Exploration & Production ETF (IEO) at 7.87%. This indicates that MAGX's price experiences larger fluctuations and is considered to be riskier than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGXIEODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.19%

7.87%

+9.32%

Volatility (6M)

Calculated over the trailing 6-month period

35.81%

20.37%

+15.44%

Volatility (1Y)

Calculated over the trailing 1-year period

44.80%

25.76%

+19.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.95%

30.22%

+23.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.95%

34.91%

+19.04%

MAGX vs. IEO - Expense Ratio Comparison

MAGX has a 0.95% expense ratio, which is higher than IEO's 0.38% expense ratio.


Dividends

MAGX vs. IEO - Dividend Comparison

MAGX's dividend yield for the trailing twelve months is around 2.04%, more than IEO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
1.90%2.61%2.63%3.00%3.77%2.62%3.17%1.85%1.67%0.94%0.98%2.03%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
2.04%2.05%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MAGX and IEO have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAGX has higher volatility (17.19%) compared to IEO (7.87%). In terms of maximum drawdown, MAGX dropped -54.19% vs IEO's -79.17%.

On 1-year performance, IEO leads with 43.17% vs 28.07% for MAGX. On fees, IEO is cheaper at 0.38% per year. On volatility, IEO has been the lower-risk option at 7.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IEO has performed better with a 43.17% return vs 28.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEO is cheaper with a 0.38% expense ratio, compared with 0.95% for MAGX.

MAGX has the higher dividend yield at 2.04%, compared with 1.90% for IEO.

MAGX is categorized as Leveraged Equities, while IEO is Energy Equities. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.95% for MAGX and 0.38% for IEO.

IEO currently has the higher Sharpe Ratio (1.68 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MAGX and IEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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