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

Performance

18MF.DE vs. DBPG.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 S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.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 21.45% 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

18MF.DE
18MF.DE Risk / Return Rank: 6363
Overall Rank
18MF.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6161
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6363
Martin Ratio Rank

DBPG.DE
DBPG.DE Risk / Return Rank: 6767
Overall Rank
DBPG.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBPG.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBPG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
DBPG.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
DBPG.DE Martin Ratio Rank: 6969
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. 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.DEDBPG.DEDifference
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

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

The current 18MF.DE Sharpe Ratio is 2.13, which is comparable to the DBPG.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of 18MF.DE and DBPG.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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Sharpe Ratios by Period


18MF.DEDBPG.DEDifference

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.DEDBPG.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.83%

-1.10%

+0.27%

Average Drawdown

Average peak-to-trough decline

-9.91%

-8.85%

-1.06%

Ulcer Index

Depth 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.DEDBPG.DEDifference

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.


Tickers have no history of dividend payments

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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