18MF.DE vs. LYMZ.DE

Last updated Jun 5, 2026

18MF.DE (Amundi ETF Leveraged MSCI USA Daily UCITS ETF) and LYMZ.DE (Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF) are both Leveraged Equities funds from Amundi - 18MF.DE tracks the MSCI USA Index (200%) while LYMZ.DE tracks the EURO STOXX 50 Daily Leverage Index. Both are passively managed. Over the past 10 years, 18MF.DE returned 25.40%/yr vs 15.82%/yr for LYMZ.DE. A 0.65 correlation means they provide meaningful diversification when combined. 18MF.DE charges 0.50%/yr vs 0.40%/yr for LYMZ.DE.

Performance

18MF.DE vs. LYMZ.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 Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 18MF.DE achieves a 21.45% return, which is significantly higher than LYMZ.DE's 11.52% return. Over the past 10 years, 18MF.DE has outperformed LYMZ.DE with an annualized return of 25.40%, while LYMZ.DE has yielded a comparatively lower 15.82% annualized return.

18MF.DE

• 1D: -0.20%
• 1M: 8.85%
• YTD: 21.45%
• 6M: 19.74%
• 1Y: 49.73%
• 3Y*: 32.82%
• 5Y*: 23.27%
• 10Y*: 25.40%

LYMZ.DE

• 1D: 1.36%
• 1M: 3.24%
• YTD: 11.52%
• 6M: 14.06%
• 1Y: 26.14%
• 3Y*: 25.17%
• 5Y*: 17.14%
• 10Y*: 15.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

18MF.DE vs. LYMZ.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%
LYMZ.DE Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF	11.52%	39.84%	15.21%	41.48%	-21.87%	49.32%	-15.91%	64.99%	-24.78%	18.73%

Correlation

The correlation between 18MF.DE and LYMZ.DE is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010	0.65

The correlation between 18MF.DE and LYMZ.DE shifts across timeframes, from 0.56 (3 years) to 0.68 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

18MF.DE vs. LYMZ.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: 63
18MF.DE Sharpe Ratio Rank: 65
18MF.DE Sortino Ratio Rank: 58
18MF.DE Omega Ratio Rank: 61
18MF.DE Calmar Ratio Rank: 68
18MF.DE Martin Ratio Rank: 63

LYMZ.DE

LYMZ.DE Risk / Return Rank: 26
LYMZ.DE Sharpe Ratio Rank: 24
LYMZ.DE Sortino Ratio Rank: 26
LYMZ.DE Omega Ratio Rank: 25
LYMZ.DE Calmar Ratio Rank: 27
LYMZ.DE Martin Ratio Rank: 28

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. LYMZ.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 Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.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	LYMZ.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.13	0.82	+1.31
Sortino ratio: Return per unit of downside risk	2.73	1.37	+1.35
Omega ratio: Gain probability vs. loss probability	1.37	1.16	+0.21
Calmar ratio: Return relative to maximum drawdown	3.33	1.24	+2.09
Martin ratio: Return relative to average drawdown	11.13	3.96	+7.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current 18MF.DE Sharpe Ratio is 2.13, which is higher than the LYMZ.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of 18MF.DE and LYMZ.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.

Sharpe Ratios by Period

	18MF.DE	LYMZ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	0.82	+1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.48	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.43	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.10	+0.72

Drawdowns

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

The maximum 18MF.DE drawdown since its inception was -59.67%, smaller than the maximum LYMZ.DE drawdown of -84.31%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and LYMZ.DE.

Drawdown Indicators

	18MF.DE	LYMZ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-59.67%	-84.31%	+24.64%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	-21.17%	+6.22%
Max Drawdown (3Y) Largest decline over 3 years	-42.90%	-31.42%	-11.48%
Max Drawdown (5Y) Largest decline over 5 years	-42.90%	-44.28%	+1.38%
Max Drawdown (10Y) Largest decline over 10 years	-59.67%	-63.87%	+4.20%
Current Drawdown Current decline from peak	-0.83%	-1.33%	+0.50%
Average Drawdown Average peak-to-trough decline	-9.91%	-40.16%	+30.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.48%	6.63%	-2.15%

Volatility

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

The current volatility for Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) is 5.41%, while Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has a volatility of 9.89%. This indicates that 18MF.DE experiences smaller price fluctuations and is considered to be less risky than LYMZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	18MF.DE	LYMZ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	9.89%	-4.48%
Volatility (6M) Calculated over the trailing 6-month period	15.46%	25.73%	-10.27%
Volatility (1Y) Calculated over the trailing 1-year period	23.36%	31.86%	-8.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.89%	35.01%	-4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.49%	36.32%	-3.83%

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

18MF.DE has a 0.50% expense ratio, which is higher than LYMZ.DE's 0.40% expense ratio.

Dividends

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

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 18MF.DE and LYMZ.DE in my portfolio?

18MF.DE and LYMZ.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 18MF.DE or LYMZ.DE?

On fees, LYMZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 18MF.DE or LYMZ.DE?

LYMZ.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for 18MF.DE.

What is the main difference between 18MF.DE and LYMZ.DE?

18MF.DE tracks MSCI USA Index (200%), while LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index. Their fees differ too: 0.50% for 18MF.DE and 0.40% for LYMZ.DE.