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18MK.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

18MK.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI India UCITS ETF EUR (18MK.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

18MK.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 18MK.DE achieves a -11.57% return, which is significantly lower than ^GSPC's 12.06% return.


18MK.DE

1D
0.68%
1M
-3.98%
YTD
-11.57%
6M
-13.20%
1Y
-15.27%
3Y*
1.67%
5Y*
3.55%
10Y*
6.21%

^GSPC

1D
0.00%
1M
4.16%
YTD
12.06%
6M
10.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MK.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
18MK.DE
Amundi MSCI India UCITS ETF EUR
-11.57%-5.90%
^GSPC
S&P 500 Index
9.98%10.65%

Correlation

The correlation between 18MK.DE and ^GSPC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.30

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Return for Risk

18MK.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

18MK.DE
18MK.DE Risk / Return Rank: 22
Overall Rank
18MK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 33
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 11
Martin Ratio Rank

^GSPC
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.

18MK.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF EUR (18MK.DE) and S&P 500 Index (^GSPC). 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.


18MK.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.72

Martin ratioReturn relative to average drawdown

-1.54

18MK.DE vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


18MK.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.98

-1.74

Drawdowns

18MK.DE vs. ^GSPC - Drawdown Comparison

The maximum 18MK.DE drawdown since its inception was -42.41%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and ^GSPC.


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Drawdown Indicators


18MK.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-7.57%

-34.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.43%

Max Drawdown (3Y)

Largest decline over 3 years

-29.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

Current Drawdown

Current decline from peak

-26.69%

-0.20%

-26.49%

Average Drawdown

Average peak-to-trough decline

-12.59%

-1.39%

-11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

Volatility

18MK.DE vs. ^GSPC - Volatility Comparison


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Volatility by Period


18MK.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

12.22%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

12.22%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

12.22%

+8.07%

Frequently Asked Questions


18MK.DE and ^GSPC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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