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

Performance

18MF.DE vs. GOOG - 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 Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

18MF.DE is traded in EUR, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 18MF.DE achieves a 17.87% return, which is significantly higher than GOOG's 16.04% return. Both investments have delivered pretty close results over the past 10 years, with 18MF.DE having a 25.16% annualized return and GOOG not far ahead at 25.57%.


18MF.DE

1D
3.13%
1M
1.02%
YTD
17.87%
6M
19.97%
1Y
48.17%
3Y*
30.59%
5Y*
21.98%
10Y*
25.16%

GOOG

1D
0.53%
1M
-8.42%
YTD
16.04%
6M
17.20%
1Y
103.91%
3Y*
39.39%
5Y*
24.64%
10Y*
25.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MF.DE vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
17.87%1.66%64.14%43.16%-33.46%88.21%5.26%77.73%-5.67%12.00%
GOOG
Alphabet Inc
16.04%45.79%44.57%54.07%-34.87%77.53%20.23%32.02%3.61%18.91%

Correlation

The correlation between 18MF.DE and GOOG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.35

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

0.39

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2014

0.43

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Return for Risk

18MF.DE vs. GOOG — 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: 6868
Overall Rank
18MF.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6565
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6868
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
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. GOOG - 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 Alphabet Inc (GOOG). 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.DEGOOGDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.34

1.60

-0.26

Calmar ratioReturn relative to maximum drawdown

3.28

5.58

-2.30

Martin ratioReturn relative to average drawdown

10.99

18.74

-7.75

18MF.DE vs. GOOG - Sharpe Ratio Comparison

The current 18MF.DE Sharpe Ratio is 1.99, which is lower than the GOOG Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of 18MF.DE and GOOG, 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. GOOG - Drawdown Comparison

The maximum 18MF.DE drawdown since its inception was -59.64%, which is greater than GOOG's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and GOOG.


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Drawdown Indicators


18MF.DEGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-59.64%

-38.73%

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-18.63%

+4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-42.91%

-34.88%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-42.91%

-38.73%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-59.64%

-38.73%

-20.91%

Current Drawdown

Current decline from peak

-3.74%

-9.05%

+5.31%

Average Drawdown

Average peak-to-trough decline

-9.92%

-8.51%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

5.53%

-1.25%

Volatility

18MF.DE vs. GOOG - Volatility Comparison

The current volatility for Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) is 6.37%, while Alphabet Inc (GOOG) has a volatility of 6.91%. This indicates that 18MF.DE experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18MF.DEGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

6.91%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

19.69%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

28.47%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.93%

30.88%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.54%

29.26%

+3.28%

Dividends

18MF.DE vs. GOOG - Dividend Comparison

18MF.DE has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
0.00%0.00%0.00%
GOOG
Alphabet Inc
0.24%0.26%0.32%

Frequently Asked Questions


18MF.DE and GOOG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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