Ferromagnetic shape memory alloys can undergo reversible strain changes in external magnetic fields. Here we want to characterize NiMnGa alloys, which present brittle behavior during thermal cycling. One way for overcoming this issue is to elaborate bottom-to-top submicrometric thin layers by the PVD process. Additionally, thin layer structuring adds new finite size effects to these alloys. We plan to characterize two samples which have the same stoichiometry and film thickness (500 nm). The films are nanoscructured with crystallite sizes in the tens of nm-range. Magnetization measurements show that the austenitic to martensitic phase transition is shifted to lower temperatures compared to polycrystalline samples. With SANS we want to disentangle the interplay between the structural and magnetic properties of the thin film shape memory alloys and study their finite size effects.