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18MF.DE vs. DBPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18MF.DE vs. DBPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 18MF.DE achieves a 21.77% return, which is significantly higher than DBPE.DE's -1.40% return. Over the past 10 years, 18MF.DE has outperformed DBPE.DE with an annualized return of 24.04%, while DBPE.DE has yielded a comparatively lower 13.59% annualized return.


18MF.DE

1D
-2.45%
1M
1.46%
6M
17.56%
YTD
21.77%
1Y
40.50%
3Y*
32.11%
5Y*
20.29%
10Y*
24.04%

DBPE.DE

1D
-0.70%
1M
-1.47%
6M
-7.12%
YTD
-1.40%
1Y
-2.63%
3Y*
24.42%
5Y*
13.08%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MF.DE vs. DBPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
21.77%1.66%64.14%43.16%-33.46%88.21%5.26%77.73%-5.67%12.00%
DBPE.DE
Xtrackers LevDAX Daily Swap UCITS ETF (Acc)
-1.40%41.17%32.06%35.78%-27.99%30.22%-4.84%53.18%-35.14%23.67%

Correlation

The correlation between 18MF.DE and DBPE.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.65

The correlation between 18MF.DE and DBPE.DE shifts across timeframes, from 0.55 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

18MF.DE vs. DBPE.DE — Risk / Return Rank

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

18MF.DE
18MF.DE Risk / Return Rank: 6767
Overall Rank
18MF.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6868
Martin Ratio Rank

DBPE.DE
DBPE.DE Risk / Return Rank: 99
Overall Rank
DBPE.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBPE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DBPE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
DBPE.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBPE.DE Martin Ratio Rank: 99
Martin Ratio Rank
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.

18MF.DE vs. DBPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


18MF.DEDBPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.30

1.01

+0.28

Calmar ratioReturn relative to maximum drawdown

2.81

-0.11

+2.92

Martin ratioReturn relative to average drawdown

9.41

-0.31

+9.72

18MF.DE vs. DBPE.DE - Sharpe Ratio Comparison

The current 18MF.DE Sharpe Ratio is 1.73, which is higher than the DBPE.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of 18MF.DE and DBPE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

18MF.DE vs. DBPE.DE - Drawdown Comparison

The maximum 18MF.DE drawdown since its inception was -59.64%, smaller than the maximum DBPE.DE drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and DBPE.DE.


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Drawdown Indicators


18MF.DEDBPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.64%

-64.87%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-24.16%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-42.91%

-29.95%

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-42.91%

-48.69%

+5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-59.64%

-64.87%

+5.23%

Current Drawdown

Current decline from peak

-2.73%

-8.10%

+5.37%

Average Drawdown

Average peak-to-trough decline

-9.87%

-16.46%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

8.42%

-4.13%

Volatility

18MF.DE vs. DBPE.DE - Volatility Comparison

The current volatility for Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) is 6.09%, while Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) has a volatility of 9.24%. This indicates that 18MF.DE experiences smaller price fluctuations and is considered to be less risky than DBPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18MF.DEDBPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

9.24%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

26.93%

-10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.78%

32.30%

-8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

34.29%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

36.13%

-3.60%

18MF.DE vs. DBPE.DE - Expense Ratio Comparison

18MF.DE has a 0.50% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.


Dividends

18MF.DE vs. DBPE.DE - Dividend Comparison

Neither 18MF.DE nor DBPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


18MF.DE and DBPE.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBPE.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for 18MF.DE.

18MF.DE tracks MSCI USA Index (200%), while DBPE.DE tracks LevDAX (2x) Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.50% for 18MF.DE and 0.35% for DBPE.DE.

Portfolio Optimizer

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