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18MK.DE vs. XCS5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18MK.DE vs. XCS5.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 Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with 18MK.DE having a -7.55% return and XCS5.DE slightly higher at -7.54%. Both investments have delivered pretty close results over the past 10 years, with 18MK.DE having a 6.14% annualized return and XCS5.DE not far ahead at 6.26%.


18MK.DE

1D
0.06%
1M
0.19%
6M
-7.70%
YTD
-7.55%
1Y
-10.75%
3Y*
2.58%
5Y*
4.27%
10Y*
6.14%

XCS5.DE

1D
-0.12%
1M
0.61%
6M
-7.70%
YTD
-7.54%
1Y
-10.46%
3Y*
3.01%
5Y*
4.62%
10Y*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MK.DE vs. XCS5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MK.DE
Amundi MSCI India UCITS ETF EUR
-7.55%-10.32%16.35%14.11%-2.28%33.62%2.72%9.58%-4.91%20.20%
XCS5.DE
Xtrackers MSCI India Swap UCITS ETF 1C
-7.54%-10.03%16.45%14.98%-2.19%34.64%2.10%9.37%-4.75%20.21%

Correlation

The correlation between 18MK.DE and XCS5.DE is 0.92, 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

0.92

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

0.93

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2011

0.97

The correlation between 18MK.DE and XCS5.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

18MK.DE vs. XCS5.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: 44
Overall Rank
18MK.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 44
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 44
Martin Ratio Rank

XCS5.DE
XCS5.DE Risk / Return Rank: 44
Overall Rank
XCS5.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XCS5.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
XCS5.DE Omega Ratio Rank: 44
Omega Ratio Rank
XCS5.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XCS5.DE Martin Ratio Rank: 44
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.

18MK.DE vs. XCS5.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 Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.


18MK.DEXCS5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.91

0.91

0.00

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.56

0.00

Martin ratioReturn relative to average drawdown

-1.15

-1.14

-0.01

18MK.DE vs. XCS5.DE - Sharpe Ratio Comparison

The current 18MK.DE Sharpe Ratio is -0.63, which is comparable to the XCS5.DE Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of 18MK.DE and XCS5.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

18MK.DE vs. XCS5.DE - Drawdown Comparison

The maximum 18MK.DE drawdown since its inception was -42.41%, roughly equal to the maximum XCS5.DE drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and XCS5.DE.


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Drawdown Indicators


18MK.DEXCS5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-41.32%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-18.56%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-29.72%

-28.82%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-28.82%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

-41.32%

-0.24%

Current Drawdown

Current decline from peak

-23.36%

-22.50%

-0.86%

Average Drawdown

Average peak-to-trough decline

-12.10%

-10.11%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

9.05%

+0.19%

Volatility

18MK.DE vs. XCS5.DE - Volatility Comparison

Amundi MSCI India UCITS ETF EUR (18MK.DE) and Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) have volatilities of 4.18% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18MK.DEXCS5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.14%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

13.90%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

16.83%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

16.37%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

20.39%

-0.09%

18MK.DE vs. XCS5.DE - Expense Ratio Comparison

18MK.DE has a 0.80% expense ratio, which is higher than XCS5.DE's 0.75% expense ratio.


Dividends

18MK.DE vs. XCS5.DE - Dividend Comparison

Neither 18MK.DE nor XCS5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, 18MK.DE and XCS5.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, XCS5.DE is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCS5.DE is cheaper with a 0.75% expense ratio, compared with 0.80% for 18MK.DE.

Both ETFs track MSCI India. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.80% for 18MK.DE and 0.75% for XCS5.DE.

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