 If you liked
Yuuki Yuuna wa Yuusha de Aru
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 ...then you might like
Granbelm
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Granbelm and Yuki Yuna is a Hero are two magical girl shows that feature a main character with pink hair who gets transported to a parallel world and learns that she has magical powers along with a group of other girls. Both shows have action scenes that take place on the aforementioned parallel world.