MAGX vs. MAGS

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

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

This table presents a comparison of risk-adjusted performance metrics for Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and Roundhill Magnificent Seven ETF (MAGS). 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 MAGX Sharpe Ratio is 0.55, which is lower than the MAGS Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of MAGX and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

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

Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) has a higher volatility of 22.59% compared to Roundhill Magnificent Seven ETF (MAGS) at 10.96%. This indicates that MAGX's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.