PortfoliosLab logoPortfoliosLab logo
18MF.DE vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

18MF.DE vs. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

18MF.DE vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
-7.40%1.66%64.13%43.13%-33.43%88.19%5.29%77.81%-5.75%12.05%
XYLD
Global X S&P 500 Covered Call ETF
0.95%-4.80%27.38%7.77%-6.60%28.53%-8.75%24.15%-1.69%2.18%
Different Trading Currencies

18MF.DE is traded in EUR, while XYLD is traded in USD. To make them comparable, the XYLD 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 -7.40% return, which is significantly lower than XYLD's 0.95% return. Over the past 10 years, 18MF.DE has outperformed XYLD with an annualized return of 22.69%, while XYLD has yielded a comparatively lower 7.76% annualized return.


18MF.DE

1D
3.52%
1M
-6.47%
YTD
-7.40%
6M
-3.02%
1Y
13.24%
3Y*
26.36%
5Y*
17.61%
10Y*
22.69%

XYLD

1D
0.36%
1M
-1.51%
YTD
0.95%
6M
7.10%
1Y
3.56%
3Y*
8.02%
5Y*
7.43%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


18MF.DE vs. XYLD - Expense Ratio Comparison

18MF.DE has a 0.50% expense ratio, which is lower than XYLD's 0.60% expense ratio.


Return for Risk

18MF.DE vs. XYLD — 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: 2626
Overall Rank
18MF.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 5151
Overall Rank
XYLD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4343
Sortino Ratio Rank
XYLD Omega Ratio Rank: 6969
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4040
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6262
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. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). 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.DEXYLDDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.22

+0.17

Sortino ratio

Return per unit of downside risk

0.74

0.41

+0.32

Omega ratio

Gain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratio

Return relative to maximum drawdown

0.79

0.34

+0.46

Martin ratio

Return relative to average drawdown

2.60

0.90

+1.70

18MF.DE vs. XYLD - Sharpe Ratio Comparison

The current 18MF.DE Sharpe Ratio is 0.38, which is higher than the XYLD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of 18MF.DE and XYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


18MF.DEXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.22

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.59

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.49

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.57

+0.20

Correlation

The correlation between 18MF.DE and XYLD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

18MF.DE vs. XYLD - Dividend Comparison

18MF.DE has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 10.93%.


TTM20252024202320222021202020192018201720162015
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.93%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

18MF.DE vs. XYLD - Drawdown Comparison

The maximum 18MF.DE drawdown since its inception was -59.67%, which is greater than XYLD's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for 18MF.DE and XYLD.


Loading graphics...

Drawdown Indicators


18MF.DEXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-59.67%

-33.46%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-25.90%

-10.14%

-15.76%

Max Drawdown (5Y)

Largest decline over 5 years

-42.90%

-18.66%

-24.24%

Max Drawdown (10Y)

Largest decline over 10 years

-59.67%

-33.46%

-26.21%

Current Drawdown

Current decline from peak

-12.65%

-2.94%

-9.71%

Average Drawdown

Average peak-to-trough decline

-9.99%

-3.76%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

1.73%

+3.40%

Volatility

18MF.DE vs. XYLD - Volatility Comparison

Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) has a higher volatility of 7.71% compared to Global X S&P 500 Covered Call ETF (XYLD) at 3.23%. This indicates that 18MF.DE's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


18MF.DEXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

3.23%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

6.75%

+10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

34.47%

16.55%

+17.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.96%

12.55%

+18.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.58%

15.73%

+16.85%