18MK.DE vs. LVWC.DE

Last updated Jun 5, 2026

18MK.DE (Amundi MSCI India UCITS ETF EUR) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both exchange-traded funds - 18MK.DE is a Asia Pacific Equities fund tracking the MSCI India, while LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index. Both are passively managed. A 0.53 correlation means they provide meaningful diversification when combined. 18MK.DE charges 0.80%/yr vs 0.60%/yr for LVWC.DE.

Performance

18MK.DE vs. LVWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI India UCITS ETF EUR (18MK.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 18MK.DE achieves a -11.57% return, which is significantly lower than LVWC.DE's 17.92% 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%

LVWC.DE

• 1D: 0.17%
• 1M: 5.71%
• YTD: 17.92%
• 6M: 18.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

18MK.DE vs. LVWC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
18MK.DE Amundi MSCI India UCITS ETF EUR	-11.57%	-0.21%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	17.92%	2.68%

Correlation

The correlation between 18MK.DE and LVWC.DE 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 (All Time) Calculated using the full available price history since Oct 10, 2025	0.53

Return for Risk

18MK.DE vs. LVWC.DE — 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: 2
18MK.DE Sharpe Ratio Rank: 2
18MK.DE Sortino Ratio Rank: 2
18MK.DE Omega Ratio Rank: 3
18MK.DE Calmar Ratio Rank: 3
18MK.DE Martin Ratio Rank: 1

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. LVWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF EUR (18MK.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.

	18MK.DE	LVWC.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.89	—	—
Sortino ratio: Return per unit of downside risk	-1.23	—	—
Omega ratio: Gain probability vs. loss probability	0.87	—	—
Calmar ratio: Return relative to maximum drawdown	-0.72	—	—
Martin ratio: Return relative to average drawdown	-1.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	18MK.DE	LVWC.DE	Difference
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	1.44	-1.19

Drawdowns

18MK.DE vs. LVWC.DE - Drawdown Comparison

The maximum 18MK.DE drawdown since its inception was -42.41%, which is greater than LVWC.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and LVWC.DE.

Drawdown Indicators

	18MK.DE	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.41%	-14.47%	-27.94%
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%	-0.89%	-25.80%
Average Drawdown Average peak-to-trough decline	-12.59%	-2.96%	-9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.60%	—	—

Volatility

Volatility by Period

	18MK.DE	LVWC.DE	Difference
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%	24.20%	-7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	24.20%	-7.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.29%	24.20%	-3.91%

18MK.DE vs. LVWC.DE - Expense Ratio Comparison

18MK.DE has a 0.80% expense ratio, which is higher than LVWC.DE's 0.60% expense ratio.

Dividends

18MK.DE vs. LVWC.DE - Dividend Comparison

Neither 18MK.DE nor LVWC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 18MK.DE and LVWC.DE in my portfolio?

18MK.DE and LVWC.DE 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.

Which ETF is better, 18MK.DE or LVWC.DE?

On fees, LVWC.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 18MK.DE or LVWC.DE?

LVWC.DE is cheaper with a 0.60% expense ratio, compared with 0.80% for 18MK.DE.

What is the main difference between 18MK.DE and LVWC.DE?

18MK.DE is categorized as Asia Pacific Equities, while LVWC.DE is Leveraged Equities. 18MK.DE tracks MSCI India, while LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index. Their fees differ too: 0.80% for 18MK.DE and 0.60% for LVWC.DE.