18MF.DE vs. LYY8.DE
18MF.DE (Amundi ETF Leveraged MSCI USA Daily UCITS ETF) and LYY8.DE (Amundi LevDax Daily (2x) leveraged UCITS ETF Acc) are both Leveraged Equities funds from Amundi - 18MF.DE tracks the MSCI USA Index (200%) while LYY8.DE tracks the LevDAX Index. Both are passively managed. Over the past 10 years, 18MF.DE returned 25.40%/yr vs 13.01%/yr for LYY8.DE. A 0.65 correlation means they provide meaningful diversification when combined. 18MF.DE charges 0.50%/yr vs 0.35%/yr for LYY8.DE.
Performance
18MF.DE vs. LYY8.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 LYY8.DE's -0.14% return. Over the past 10 years, 18MF.DE has outperformed LYY8.DE with an annualized return of 25.40%, while LYY8.DE has yielded a comparatively lower 13.01% 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%
LYY8.DE
- 1D
- 1.03%
- 1M
- 3.45%
- YTD
- -0.14%
- 6M
- 4.87%
- 1Y
- -0.87%
- 3Y*
- 25.67%
- 5Y*
- 12.96%
- 10Y*
- 13.01%
18MF.DE vs. LYY8.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% |
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | -0.14% | 41.05% | 32.07% | 35.76% | -28.20% | 31.08% | -5.37% | 52.19% | -35.73% | 23.60% |
Correlation
The correlation between 18MF.DE and LYY8.DE is 0.63, 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 | 0.63 |
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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.65 |
The correlation between 18MF.DE and LYY8.DE shifts across timeframes, from 0.55 (3 years) to 0.67 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
18MF.DE vs. LYY8.DE — Risk / Return Rank
18MF.DE
LYY8.DE
18MF.DE vs. LYY8.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 LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.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 | LYY8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.02 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | -0.04 | +3.37 |
| Martin ratioReturn relative to average drawdown | 11.13 | -0.10 | +11.24 |
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 | LYY8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | -0.03 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.37 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.35 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.21 | +0.62 |
Drawdowns
18MF.DE vs. LYY8.DE - Drawdown Comparison
The maximum 18MF.DE drawdown since its inception was -59.67%, smaller than the maximum LYY8.DE drawdown of -84.92%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and LYY8.DE.
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Drawdown Indicators
| 18MF.DE | LYY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.67% | -84.92% | +25.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -24.12% | +9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -42.90% | -30.03% | -12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -42.90% | -48.78% | +5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -59.67% | -65.35% | +5.68% |
Current DrawdownCurrent decline from peak | -0.83% | -6.99% | +6.16% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -28.61% | +18.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 8.50% | -4.02% |
Volatility
18MF.DE vs. LYY8.DE - Volatility Comparison
The current volatility for Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) is 5.41%, while Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) has a volatility of 10.22%. This indicates that 18MF.DE experiences smaller price fluctuations and is considered to be less risky than LYY8.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.DE | LYY8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 10.22% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.46% | 25.68% | -10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 32.01% | -8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.89% | 34.24% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.49% | 36.57% | -4.08% |
18MF.DE vs. LYY8.DE - Expense Ratio Comparison
18MF.DE has a 0.50% expense ratio, which is higher than LYY8.DE's 0.35% expense ratio.
Dividends
18MF.DE vs. LYY8.DE - Dividend Comparison
Neither 18MF.DE nor LYY8.DE has paid dividends to shareholders.
Frequently Asked Questions
18MF.DE and LYY8.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY8.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY8.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for 18MF.DE.
18MF.DE tracks MSCI USA Index (200%), while LYY8.DE tracks LevDAX Index. Their fees differ too: 0.50% for 18MF.DE and 0.35% for LYY8.DE.
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