18MF.DE vs. DBPG.DE
18MF.DE (Amundi ETF Leveraged MSCI USA Daily UCITS ETF) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both Leveraged Equities funds - 18MF.DE tracks the MSCI USA Index (200%) while DBPG.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, 18MF.DE returned 25.40%/yr vs 24.01%/yr for DBPG.DE. Their correlation of 0.92 suggests significant overlap in exposure. 18MF.DE charges 0.50%/yr vs 0.60%/yr for DBPG.DE.
Performance
18MF.DE vs. DBPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18MF.DE achieves a 21.45% return, which is significantly higher than DBPG.DE's 19.52% return. Over the past 10 years, 18MF.DE has outperformed DBPG.DE with an annualized return of 25.40%, while DBPG.DE has yielded a comparatively lower 24.01% annualized return.
18MF.DE
- 1D
- -0.20%
- 1M
- 10.64%
- YTD
- 21.45%
- 6M
- 20.92%
- 1Y
- 50.02%
- 3Y*
- 32.82%
- 5Y*
- 23.27%
- 10Y*
- 25.40%
DBPG.DE
- 1D
- -0.23%
- 1M
- 9.51%
- YTD
- 19.52%
- 6M
- 20.06%
- 1Y
- 51.09%
- 3Y*
- 34.60%
- 5Y*
- 21.51%
- 10Y*
- 24.01%
18MF.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18MF.DE Amundi ETF Leveraged MSCI USA Daily UCITS ETF | 21.45% | 1.66% | 64.13% | 43.13% | -33.43% | 88.19% | 5.29% | 77.81% | -5.75% | 12.05% |
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 19.52% | 13.51% | 53.27% | 44.01% | -36.28% | 78.38% | 9.47% | 68.71% | -12.05% | 25.82% |
Correlation
The correlation between 18MF.DE and DBPG.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2010 | 0.92 |
The correlation between 18MF.DE and DBPG.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
18MF.DE vs. DBPG.DE — Risk / Return Rank
18MF.DE
DBPG.DE
18MF.DE vs. DBPG.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 S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.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.
| 18MF.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.30 | +0.04 |
| Martin ratioReturn relative to average drawdown | 11.13 | 12.66 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 18MF.DE | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.26 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.71 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.78 | +0.04 |
Drawdowns
18MF.DE vs. DBPG.DE - Drawdown Comparison
The maximum 18MF.DE drawdown since its inception was -59.67%, roughly equal to the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and DBPG.DE.
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Drawdown Indicators
| 18MF.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.67% | -59.28% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -15.43% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -42.90% | -38.46% | -4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -42.90% | -38.46% | -4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -59.67% | -59.28% | -0.39% |
Current DrawdownCurrent decline from peak | -0.83% | -1.10% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -8.85% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 4.02% | +0.46% |
Volatility
18MF.DE vs. DBPG.DE - Volatility Comparison
Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) and Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) have volatilities of 5.41% and 5.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 18MF.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.65% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.46% | 15.61% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 22.46% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.89% | 30.11% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.49% | 31.48% | +1.01% |
18MF.DE vs. DBPG.DE - Expense Ratio Comparison
18MF.DE has a 0.50% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
18MF.DE vs. DBPG.DE - Dividend Comparison
Neither 18MF.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, 18MF.DE and DBPG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 18MF.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18MF.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for DBPG.DE.
18MF.DE tracks MSCI USA Index (200%), while DBPG.DE tracks S&P 500 Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.50% for 18MF.DE and 0.60% for DBPG.DE.
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