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E15G.DE vs. 18MK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E15G.DE vs. 18MK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.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, E15G.DE achieves a 1.08% return, which is significantly higher than 18MK.DE's -6.22% return.


E15G.DE

1D
-0.31%
1M
0.98%
6M
2.09%
YTD
1.08%
1Y
-1.70%
3Y*
-0.05%
5Y*
-8.00%
10Y*

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)

E15G.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
E15G.DE
Amundi Euro Government Bond 15+Y UCITS ETF (Dist)
1.08%-6.02%-1.35%9.51%-35.59%-7.77%2.88%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-6.22%-10.32%16.35%14.11%-2.28%33.62%16.33%

Correlation

The correlation between E15G.DE and 18MK.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.05

Over the past year, E15G.DE and 18MK.DE have become more correlated (0.29) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

E15G.DE vs. 18MK.DE — Risk / Return Rank

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

E15G.DE
E15G.DE Risk / Return Rank: 77
Overall Rank
E15G.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
E15G.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
E15G.DE Omega Ratio Rank: 77
Omega Ratio Rank
E15G.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
E15G.DE Martin Ratio Rank: 77
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.

E15G.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.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.


E15G.DE18MK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

0.98

0.91

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.54

+0.27

Martin ratioReturn relative to average drawdown

-0.57

-1.13

+0.55

E15G.DE vs. 18MK.DE - Sharpe Ratio Comparison

The current E15G.DE Sharpe Ratio is -0.18, which is higher than the 18MK.DE Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of E15G.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

E15G.DE vs. 18MK.DE - Drawdown Comparison

The maximum E15G.DE drawdown since its inception was -46.08%, which is greater than 18MK.DE's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for E15G.DE and 18MK.DE.


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Drawdown Indicators


E15G.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.08%

-42.41%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-19.28%

+13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-12.77%

-29.72%

+16.95%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-29.72%

-14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

Current Drawdown

Current decline from peak

-39.63%

-22.25%

-17.38%

Average Drawdown

Average peak-to-trough decline

-29.67%

-12.08%

-17.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

9.27%

-6.36%

Volatility

E15G.DE vs. 18MK.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) is 2.20%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 4.51%. This indicates that E15G.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E15G.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

4.51%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

14.10%

-6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

9.27%

16.79%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

16.68%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

20.29%

-6.70%

E15G.DE vs. 18MK.DE - Expense Ratio Comparison

E15G.DE has a 0.15% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Dividends

E15G.DE vs. 18MK.DE - Dividend Comparison

E15G.DE's dividend yield for the trailing twelve months is around 2.96%, while 18MK.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
18MK.DE
Amundi MSCI India UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
E15G.DE
Amundi Euro Government Bond 15+Y UCITS ETF (Dist)
2.96%2.99%2.47%2.13%2.81%1.91%0.73%

Frequently Asked Questions


E15G.DE and 18MK.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, E15G.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

E15G.DE is cheaper with a 0.15% expense ratio, compared with 0.80% for 18MK.DE.

E15G.DE is categorized as Government Bonds, while 18MK.DE is India Equities. E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while 18MK.DE tracks MSCI India. Their fees differ too: 0.15% for E15G.DE and 0.80% for 18MK.DE.

Portfolio Optimizer

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