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18MF.DE vs. LYY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18MF.DE vs. LYY8.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 LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MF.DE vs. LYY8.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%
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

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

LYY8.DE
LYY8.DE Risk / Return Rank: 99
Overall Rank
LYY8.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LYY8.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
LYY8.DE Omega Ratio Rank: 99
Omega Ratio Rank
LYY8.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LYY8.DE Martin Ratio Rank: 99
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. 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.DELYY8.DEDifference
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

18MF.DE vs. LYY8.DE - Sharpe Ratio Comparison

The current 18MF.DE Sharpe Ratio is 2.13, which is higher than the LYY8.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of 18MF.DE and LYY8.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.DELYY8.DEDifference

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.DELYY8.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.83%

-6.99%

+6.16%

Average Drawdown

Average peak-to-trough decline

-9.91%

-28.61%

+18.70%

Ulcer Index

Depth 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.DELYY8.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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