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

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.

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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 21.69% return, which is significantly higher than XYLD's 6.21% return. Over the past 10 years, 18MF.DE has outperformed XYLD with an annualized return of 25.52%, while XYLD has yielded a comparatively lower 8.02% annualized return.


18MF.DE

1D
-0.63%
1M
12.45%
YTD
21.69%
6M
21.35%
1Y
50.21%
3Y*
33.33%
5Y*
23.32%
10Y*
25.52%

XYLD

1D
0.07%
1M
2.73%
YTD
6.21%
6M
7.07%
1Y
15.32%
3Y*
8.32%
5Y*
8.73%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MF.DE vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
21.69%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
6.21%-4.80%27.38%7.77%-6.60%28.53%-8.75%24.15%-1.69%2.18%

Correlation

The correlation between 18MF.DE and XYLD is 0.53, 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

0.53

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

0.49

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

0.45

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2013

0.55

The correlation between 18MF.DE and XYLD shifts across timeframes, from 0.45 (5 years) to 0.55 (all time), reflecting how their relationship changes across market environments.

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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: 6262
Overall Rank
18MF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6060
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6262
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 8282
Overall Rank
XYLD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9292
Omega Ratio Rank
XYLD Calmar Ratio Rank: 6666
Calmar Ratio Rank
XYLD Martin Ratio Rank: 8585
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 ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

3.34

3.95

-0.61

Martin ratioReturn relative to average drawdown

11.17

12.44

-1.27

18MF.DE vs. XYLD - Sharpe Ratio Comparison

The current 18MF.DE Sharpe Ratio is 2.14, which is comparable to the XYLD Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of 18MF.DE and XYLD, 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.DEXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.82

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.51

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.59

+0.23

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.


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Drawdown Indicators


18MF.DEXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-59.67%

-33.01%

-26.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-3.89%

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-42.90%

-20.24%

-22.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.90%

-20.24%

-22.66%

Max Drawdown (10Y)

Largest decline over 10 years

-59.67%

-33.01%

-26.66%

Current Drawdown

Current decline from peak

-0.63%

-1.96%

+1.33%

Average Drawdown

Average peak-to-trough decline

-9.91%

-5.53%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

1.23%

+3.25%

Volatility

18MF.DE vs. XYLD - Volatility Comparison

Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) has a higher volatility of 5.50% compared to Global X S&P 500 Covered Call ETF (XYLD) at 0.99%. 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.


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Volatility by Period


18MF.DEXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

0.99%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

5.87%

+9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.56%

8.49%

+15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.89%

12.47%

+18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.50%

15.68%

+16.82%

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.


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 10.52%.


PositionTTM20252024202320222021202020192018201720162015
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
10.52%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


18MF.DE and XYLD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 18MF.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

18MF.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for XYLD.

18MF.DE is categorized as Leveraged Equities, while XYLD is Derivative Income. 18MF.DE tracks MSCI USA Index (200%), while XYLD tracks Cboe S&P 500 BuyWrite Index. They also come from different issuers: Amundi and Global X. Their fees differ too: 0.50% for 18MF.DE and 0.60% for XYLD.

Portfolio Optimizer

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