Hopefully there is a easier way, I know if you open a game that you made, go to the compendium, you can open the sub menu "Items" which will list all your entries from compendiums. Only bad part is it will also list non magical items as well (but these should be easy to skip, like vial, sealing wax, or leather armor for example). If you are looking for something out of game, I think you will need to open each compendium separately and copy the info. If you are looking to put them in a text document (good old cut and paste) this is going to be the easiest way that I know of. Hopefully someone else can give a alternate solution though. (alternately, google dnd 5e magic items could work for you as well, tons of online resources available).