ENR.DE vs. 18MF.DE

Last updated Jun 5, 2026

ENR.DE (Siemens Energy AG) is a stock, while 18MF.DE (Amundi ETF Leveraged MSCI USA Daily UCITS ETF) is Leveraged Equities fund tracking the MSCI USA Index (200%). Over the past 5 years, ENR.DE returned 44.85%/yr vs 23.27%/yr for 18MF.DE. At a 0.42 correlation, their price movements are largely independent.

Performance

ENR.DE vs. 18MF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Energy AG (ENR.DE) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENR.DE achieves a 33.02% return, which is significantly higher than 18MF.DE's 21.45% return.

ENR.DE

• 1D: -0.42%
• 1M: -14.18%
• YTD: 33.02%
• 6M: 36.83%
• 1Y: 81.09%
• 3Y*: 87.75%
• 5Y*: 44.85%
• 10Y*: —

18MF.DE

• 1D: -0.20%
• 1M: 10.64%
• YTD: 21.45%
• 6M: 20.92%
• 1Y: 50.02%
• 3Y*: 32.82%
• 5Y*: 23.27%
• 10Y*: 25.40%

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

ENR.DE vs. 18MF.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ENR.DE Siemens Energy AG	33.02%	138.98%	319.83%	-31.34%	-21.45%	-25.03%	41.44%
18MF.DE Amundi ETF Leveraged MSCI USA Daily UCITS ETF	21.45%	1.66%	64.13%	43.13%	-33.43%	88.19%	14.29%

Correlation

The correlation between ENR.DE and 18MF.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 (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020	0.42

The correlation between ENR.DE and 18MF.DE shifts across timeframes, from 0.42 (3 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ENR.DE vs. 18MF.DE — Risk / Return Rank

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

ENR.DE

ENR.DE Risk / Return Rank: 84
ENR.DE Sharpe Ratio Rank: 84
ENR.DE Sortino Ratio Rank: 80
ENR.DE Omega Ratio Rank: 76
ENR.DE Calmar Ratio Rank: 89
ENR.DE Martin Ratio Rank: 90

18MF.DE

18MF.DE Risk / Return Rank: 63
18MF.DE Sharpe Ratio Rank: 65
18MF.DE Sortino Ratio Rank: 58
18MF.DE Omega Ratio Rank: 61
18MF.DE Calmar Ratio Rank: 68
18MF.DE Martin Ratio Rank: 63

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.

ENR.DE vs. 18MF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.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.

	ENR.DE	18MF.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.13	-0.45
Sortino ratio: Return per unit of downside risk	2.29	2.73	-0.43
Omega ratio: Gain probability vs. loss probability	1.27	1.37	-0.10
Calmar ratio: Return relative to maximum drawdown	4.33	3.33	+0.99
Martin ratio: Return relative to average drawdown	12.06	11.13	+0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENR.DE vs. 18MF.DE - Sharpe Ratio Comparison

The current ENR.DE Sharpe Ratio is 1.68, which is comparable to the 18MF.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ENR.DE and 18MF.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.

Sharpe Ratios by Period

	ENR.DE	18MF.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.13	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.74	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.82	+0.02

Drawdowns

ENR.DE vs. 18MF.DE - Drawdown Comparison

The maximum ENR.DE drawdown since its inception was -79.40%, which is greater than 18MF.DE's maximum drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for ENR.DE and 18MF.DE.

Drawdown Indicators

	ENR.DE	18MF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-79.40%	-59.67%	-19.73%
Max Drawdown (1Y) Largest decline over 1 year	-18.61%	-14.95%	-3.66%
Max Drawdown (3Y) Largest decline over 3 years	-71.74%	-42.90%	-28.84%
Max Drawdown (5Y) Largest decline over 5 years	-74.32%	-42.90%	-31.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-59.67%	—
Current Drawdown Current decline from peak	-15.00%	-0.83%	-14.17%
Average Drawdown Average peak-to-trough decline	-28.38%	-9.91%	-18.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	4.48%	+2.21%

Volatility

ENR.DE vs. 18MF.DE - Volatility Comparison

Siemens Energy AG (ENR.DE) has a higher volatility of 12.07% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 5.41%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than 18MF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENR.DE	18MF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.07%	5.41%	+6.66%
Volatility (6M) Calculated over the trailing 6-month period	34.65%	15.46%	+19.19%
Volatility (1Y) Calculated over the trailing 1-year period	47.82%	23.36%	+24.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.87%	30.89%	+20.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.35%	32.49%	+17.86%

Dividends

ENR.DE vs. 18MF.DE - Dividend Comparison

ENR.DE's dividend yield for the trailing twelve months is around 0.44%, while 18MF.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
18MF.DE Amundi ETF Leveraged MSCI USA Daily UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%
ENR.DE Siemens Energy AG	0.44%	0.00%	0.00%	0.83%	0.57%

Frequently Asked Questions

Can I hold both ENR.DE and 18MF.DE in my portfolio?

ENR.DE and 18MF.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.