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CG1G.DE vs. 18MK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CG1G.DE vs. 18MK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly higher than 18MK.DE's -6.22% return. Over the past 10 years, CG1G.DE has outperformed 18MK.DE with an annualized return of 9.92%, while 18MK.DE has yielded a comparatively lower 6.60% annualized return.


CG1G.DE

1D
0.77%
1M
3.96%
6M
4.67%
YTD
4.76%
1Y
7.31%
3Y*
16.60%
5Y*
9.93%
10Y*
9.92%

18MK.DE

1D
0.48%
1M
6.78%
6M
-8.01%
YTD
-6.22%
1Y
-10.46%
3Y*
2.65%
5Y*
4.71%
10Y*
6.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1G.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CG1G.DE
Amundi ETF DAX UCITS ETF DR (Acc)
4.76%22.68%18.23%19.47%-12.77%15.19%3.12%24.73%-18.14%12.10%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-6.22%-10.32%16.35%14.11%-2.28%33.62%2.72%9.58%-4.91%20.20%

Correlation

The correlation between CG1G.DE and 18MK.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.35

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2010

0.47

The correlation between CG1G.DE and 18MK.DE shifts across timeframes, from 0.35 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CG1G.DE vs. 18MK.DE — Risk / Return Rank

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

CG1G.DE
CG1G.DE Risk / Return Rank: 1717
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1919
Martin Ratio Rank

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
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.

CG1G.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.


CG1G.DE18MK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.09

0.91

+0.18

Calmar ratioReturn relative to maximum drawdown

0.59

-0.54

+1.13

Martin ratioReturn relative to average drawdown

1.83

-1.13

+2.96

CG1G.DE vs. 18MK.DE - Sharpe Ratio Comparison

The current CG1G.DE Sharpe Ratio is 0.45, which is higher than the 18MK.DE Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of CG1G.DE and 18MK.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

CG1G.DE vs. 18MK.DE - Drawdown Comparison

The maximum CG1G.DE drawdown since its inception was -38.41%, smaller than the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for CG1G.DE and 18MK.DE.


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Drawdown Indicators


CG1G.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-42.41%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-19.28%

+6.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-29.72%

+13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-29.72%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-41.56%

+3.15%

Current Drawdown

Current decline from peak

0.00%

-22.25%

+22.25%

Average Drawdown

Average peak-to-trough decline

-7.19%

-12.08%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

9.27%

-5.29%

Volatility

CG1G.DE vs. 18MK.DE - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE) have volatilities of 4.39% and 4.51%, 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


CG1G.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.51%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

14.10%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

16.79%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

16.68%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

20.29%

-2.25%

CG1G.DE vs. 18MK.DE - Expense Ratio Comparison

CG1G.DE has a 0.10% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Dividends

CG1G.DE vs. 18MK.DE - Dividend Comparison

Neither CG1G.DE nor 18MK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CG1G.DE and 18MK.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.80% for 18MK.DE.

CG1G.DE is categorized as Europe Equities, while 18MK.DE is India Equities. CG1G.DE tracks DAX Index, while 18MK.DE tracks MSCI India. Their fees differ too: 0.10% for CG1G.DE and 0.80% for 18MK.DE.

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