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

Performance

18MF.DE vs. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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 21.77% return, which is significantly higher than SPYI.DE's 13.13% return. Over the past 10 years, 18MF.DE has outperformed SPYI.DE with an annualized return of 24.04%, while SPYI.DE has yielded a comparatively lower 11.59% annualized return.


18MF.DE

1D
-2.45%
1M
1.46%
6M
17.56%
YTD
21.77%
1Y
40.50%
3Y*
32.11%
5Y*
20.29%
10Y*
24.04%

SPYI.DE

1D
-1.22%
1M
-0.62%
6M
9.40%
YTD
13.13%
1Y
23.93%
3Y*
17.27%
5Y*
11.23%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
21.77%1.66%64.14%43.16%-33.46%88.21%5.26%77.73%-5.67%12.00%
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
13.13%9.07%22.98%17.54%-12.93%27.77%5.37%29.81%-6.73%8.25%

Correlation

The correlation between 18MF.DE and SPYI.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.91

The correlation between 18MF.DE and SPYI.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

18MF.DE vs. SPYI.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: 6767
Overall Rank
18MF.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6868
Martin Ratio Rank

SPYI.DE
SPYI.DE Risk / Return Rank: 8383
Overall Rank
SPYI.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPYI.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SPYI.DE Omega Ratio Rank: 8080
Omega Ratio Rank
SPYI.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPYI.DE Martin Ratio Rank: 8888
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. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.

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.DESPYI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

2.81

3.69

-0.88

Martin ratioReturn relative to average drawdown

9.41

14.57

-5.16

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

The current 18MF.DE Sharpe Ratio is 1.73, which is comparable to the SPYI.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of 18MF.DE and SPYI.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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Drawdowns

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

The maximum 18MF.DE drawdown since its inception was -59.64%, which is greater than SPYI.DE's maximum drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and SPYI.DE.


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Drawdown Indicators


18MF.DESPYI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.64%

-41.58%

-18.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-6.45%

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-42.91%

-21.64%

-21.27%

Max Drawdown (5Y)

Largest decline over 5 years

-42.91%

-21.64%

-21.27%

Max Drawdown (10Y)

Largest decline over 10 years

-59.64%

-34.49%

-25.15%

Current Drawdown

Current decline from peak

-2.73%

-1.83%

-0.90%

Average Drawdown

Average peak-to-trough decline

-9.87%

-8.38%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

1.64%

+2.65%

Volatility

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

Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) has a higher volatility of 6.09% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.13%. This indicates that 18MF.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.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.DESPYI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

3.13%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

8.64%

+7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.78%

11.80%

+11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

13.98%

+16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

15.92%

+16.61%

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

18MF.DE has a 0.50% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, 18MF.DE and SPYI.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, SPYI.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYI.DE is cheaper with a 0.17% expense ratio, compared with 0.50% for 18MF.DE.

18MF.DE is categorized as Leveraged Equities, while SPYI.DE is Global Equities. 18MF.DE tracks MSCI USA Index (200%), while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). They also come from different issuers: Amundi and State Street. Their fees differ too: 0.50% for 18MF.DE and 0.17% for SPYI.DE.

Portfolio Optimizer

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