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TLTI.L vs. MAGD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLTI.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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TLTI.L vs. MAGD.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TLTI.L achieves a -2.31% return, which is significantly higher than MAGD.L's -19.75% return.


TLTI.L

1D
-1.39%
1M
-3.72%
YTD
-2.31%
6M
-4.25%
1Y
3Y*
5Y*
10Y*

MAGD.L

1D
-0.82%
1M
-5.00%
YTD
-19.75%
6M
-19.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLTI.L vs. MAGD.L - Expense Ratio Comparison

TLTI.L has a 0.55% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.


Return for Risk

TLTI.L vs. MAGD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) and IncomeShares Magnificent 7 Options ETP (MAGD.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TLTI.L vs. MAGD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLTI.LMAGD.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.70

+0.36

Correlation

The correlation between TLTI.L and MAGD.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TLTI.L vs. MAGD.L - Dividend Comparison

TLTI.L's dividend yield for the trailing twelve months is around 0.07%, less than MAGD.L's 0.25% yield.


Drawdowns

TLTI.L vs. MAGD.L - Drawdown Comparison

The maximum TLTI.L drawdown since its inception was -10.31%, smaller than the maximum MAGD.L drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for TLTI.L and MAGD.L.


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Drawdown Indicators


TLTI.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.31%

-27.28%

+16.97%

Current Drawdown

Current decline from peak

-8.28%

-26.11%

+17.83%

Average Drawdown

Average peak-to-trough decline

-3.90%

-8.36%

+4.46%

Volatility

TLTI.L vs. MAGD.L - Volatility Comparison


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Volatility by Period


TLTI.LMAGD.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.49%

20.09%

-9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

20.09%

-9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.49%

20.09%

-9.60%