METY.L vs. MAG7.L
METY.L (IncomeShares META Options ETP) and MAG7.L (Leverage Shares 5x Long Magnificent 7 ETP Securities) are both exchange-traded funds - METY.L is a Derivative Income fund actively managed by Leverage Shares, while MAG7.L is a Leveraged Equities fund tracking the Solactive Magnificent 7 Index. METY.L is actively managed, while MAG7.L is passively managed. Over the past year, METY.L returned -23.21% vs 126.01% for MAG7.L. A 0.62 correlation means they provide meaningful diversification when combined. METY.L charges 0.55%/yr vs 0.75%/yr for MAG7.L.
Performance
METY.L vs. MAG7.L - Performance Comparison
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Returns By Period
In the year-to-date period, METY.L achieves a -18.12% return, which is significantly lower than MAG7.L's -0.37% return.
METY.L
- 1D
- 3.19%
- 1M
- 6.11%
- YTD
- -18.12%
- 6M
- -16.59%
- 1Y
- -23.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAG7.L
- 1D
- 5.22%
- 1M
- 13.25%
- YTD
- -0.37%
- 6M
- -1.40%
- 1Y
- 126.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L vs. MAG7.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.L IncomeShares META Options ETP | -18.12% | 6.34% | 4.47% |
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities | -0.37% | -28.43% | 86.51% |
Correlation
The correlation between METY.L and MAG7.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.62 |
The correlation between METY.L and MAG7.L has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.
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Return for Risk
METY.L vs. MAG7.L — Risk / Return Rank
METY.L
MAG7.L
METY.L vs. MAG7.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.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.
| METY.L | MAG7.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.24 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.75 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.10 | 4.33 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| METY.L | MAG7.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 1.28 | -2.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.24 | -0.42 |
Drawdowns
METY.L vs. MAG7.L - Drawdown Comparison
The maximum METY.L drawdown since its inception was -39.94%, smaller than the maximum MAG7.L drawdown of -91.14%. Use the drawdown chart below to compare losses from any high point for METY.L and MAG7.L.
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Drawdown Indicators
| METY.L | MAG7.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.94% | -91.14% | +51.20% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -71.56% | +31.62% |
Current DrawdownCurrent decline from peak | -32.46% | -45.38% | +12.92% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -47.28% | +32.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 28.97% | -7.95% |
Volatility
METY.L vs. MAG7.L - Volatility Comparison
The current volatility for IncomeShares META Options ETP (METY.L) is 7.07%, while Leverage Shares 5x Long Magnificent 7 ETP Securities (MAG7.L) has a volatility of 27.50%. This indicates that METY.L experiences smaller price fluctuations and is considered to be less risky than MAG7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METY.L | MAG7.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 27.50% | -20.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 71.68% | -49.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.19% | 97.62% | -68.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.39% | 124.75% | -94.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.39% | 124.75% | -94.36% |
METY.L vs. MAG7.L - Expense Ratio Comparison
METY.L has a 0.55% expense ratio, which is lower than MAG7.L's 0.75% expense ratio.
Dividends
METY.L vs. MAG7.L - Dividend Comparison
METY.L's dividend yield for the trailing twelve months is around 18.81%, while MAG7.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MAG7.L Leverage Shares 5x Long Magnificent 7 ETP Securities | 0.00% | 0.00% | 0.00% |
METY.L IncomeShares META Options ETP | 18.81% | 19.94% | 3.15% |
Frequently Asked Questions
METY.L and MAG7.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.L is cheaper with a 0.55% expense ratio, compared with 0.75% for MAG7.L.
METY.L is categorized as Derivative Income, while MAG7.L is Leveraged Equities. Their fees differ too: 0.55% for METY.L and 0.75% for MAG7.L.
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