YMAG.L vs. MAGD.L

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L).

YMAG.L and MAGD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAG.L is an actively managed fund by YieldMax. It was launched on Mar 25, 2025. MAGD.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.

Performance

YMAG.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
YMAG.L YieldMax Big Tech Option Income UCITS ETF	-14.04%	2.82%
MAGD.L IncomeShares Magnificent 7 Options ETP	-19.75%	10.94%

Returns By Period

In the year-to-date period, YMAG.L achieves a -14.04% return, which is significantly higher than MAGD.L's -19.75% return.

YMAG.L

• 1D: 2.45%
• 1M: -2.00%
• YTD: -14.04%
• 6M: -16.05%
• 1Y: 4.69%
• 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)

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

YMAG.L has a 0.99% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.

YMAG.L

YieldMax Big Tech Option Income UCITS ETF

MAGD.L

IncomeShares Magnificent 7 Options ETP

Return for Risk

YMAG.L vs. MAGD.L — Risk / Return Rank

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

YMAG.L

YMAG.L Risk / Return Rank: 16
YMAG.L Sharpe Ratio Rank: 16
YMAG.L Sortino Ratio Rank: 17
YMAG.L Omega Ratio Rank: 16
YMAG.L Calmar Ratio Rank: 15
YMAG.L Martin Ratio Rank: 15

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.

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

This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YMAG.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.

	YMAG.L	MAGD.L	Difference
Sharpe ratio Return per unit of total volatility	0.21	—	—
Sortino ratio Return per unit of downside risk	0.45	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.18	—	—
Martin ratio Return relative to average drawdown	0.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YMAG.L	MAGD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	-0.70	+0.75

Correlation

The correlation between YMAG.L and MAGD.L is 0.56, 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

YMAG.L vs. MAGD.L - Dividend Comparison

YMAG.L's dividend yield for the trailing twelve months is around 25.37%, more than MAGD.L's 0.25% yield.

	TTM	2025
YMAG.L YieldMax Big Tech Option Income UCITS ETF	25.37%	17.22%
MAGD.L IncomeShares Magnificent 7 Options ETP	0.25%	0.07%

Drawdowns

YMAG.L vs. MAGD.L - Drawdown Comparison

The maximum YMAG.L drawdown since its inception was -23.01%, smaller than the maximum MAGD.L drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for YMAG.L and MAGD.L.

Drawdown Indicators

	YMAG.L	MAGD.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.01%	-27.28%	+4.27%
Max Drawdown (1Y) Largest decline over 1 year	-23.01%	—	—
Current Drawdown Current decline from peak	-20.45%	-26.11%	+5.66%
Average Drawdown Average peak-to-trough decline	-5.89%	-8.36%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.57%	—	—

Volatility

Volatility by Period

	YMAG.L	MAGD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.14%	20.09%	+2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.39%	20.09%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.39%	20.09%	+2.30%