PortfoliosLab logoPortfoliosLab logo
INDU.DE vs. 18MK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INDU.DE achieves a 7.12% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, INDU.DE has outperformed 18MK.DE with an annualized return of 11.95%, while 18MK.DE has yielded a comparatively lower 6.21% annualized return.


INDU.DE

1D
0.52%
1M
2.01%
YTD
7.12%
6M
9.36%
1Y
13.18%
3Y*
17.43%
5Y*
10.99%
10Y*
11.95%

18MK.DE

1D
0.68%
1M
-2.82%
YTD
-11.57%
6M
-12.43%
1Y
-14.84%
3Y*
1.67%
5Y*
3.55%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
7.12%23.70%14.73%23.09%-18.53%27.51%5.83%37.09%-14.02%17.04%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-11.57%-10.32%16.35%14.11%-2.28%33.62%2.72%9.58%-4.91%20.20%

Correlation

The correlation between INDU.DE and 18MK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.36

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

0.40

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

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2010

0.48

The correlation between INDU.DE and 18MK.DE shifts across timeframes, from 0.36 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

INDU.DE
INDU.DE Risk / Return Rank: 2222
Overall Rank
INDU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
INDU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
INDU.DE Omega Ratio Rank: 2121
Omega Ratio Rank
INDU.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
INDU.DE Martin Ratio Rank: 2626
Martin Ratio Rank

18MK.DE
18MK.DE Risk / Return Rank: 22
Overall Rank
18MK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 33
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 11
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.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.


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

+1.54

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.13

0.87

+0.27

Calmar ratioReturn relative to maximum drawdown

1.00

-0.72

+1.73

Martin ratioReturn relative to average drawdown

3.46

-1.54

+5.00

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

The current INDU.DE Sharpe Ratio is 0.65, which is higher than the 18MK.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of INDU.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.


Loading charts...

Sharpe Ratios by Period


INDU.DE18MK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.89

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.21

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.30

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.25

+0.40

Drawdowns

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

The maximum INDU.DE drawdown since its inception was -42.05%, roughly equal to the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for INDU.DE and 18MK.DE.


Loading charts...

Drawdown Indicators


INDU.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.05%

-42.41%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-20.43%

+7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

-29.72%

+10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.87%

-29.72%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

-41.56%

-0.49%

Current Drawdown

Current decline from peak

-2.42%

-26.69%

+24.27%

Average Drawdown

Average peak-to-trough decline

-6.41%

-12.59%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

9.60%

-5.80%

Volatility

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

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) has a higher volatility of 6.52% compared to Amundi MSCI India UCITS ETF EUR (18MK.DE) at 5.23%. This indicates that INDU.DE's price experiences larger fluctuations and is considered to be riskier than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


INDU.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

5.23%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

13.99%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

16.62%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.64%

16.58%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

20.29%

-0.36%

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

INDU.DE has a 0.30% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Dividends

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

INDU.DE's dividend yield for the trailing twelve months is around 1.53%, while 18MK.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
18MK.DE
Amundi MSCI India UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
1.53%1.64%1.80%1.56%2.56%1.18%1.37%1.79%2.34%0.15%

Frequently Asked Questions


INDU.DE and 18MK.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, INDU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INDU.DE is cheaper with a 0.30% expense ratio, compared with 0.80% for 18MK.DE.

INDU.DE is categorized as Industrials Equities, while 18MK.DE is Asia Pacific Equities. INDU.DE tracks STOXX® Europe 600 Industrial Goods & Services, while 18MK.DE tracks MSCI India. Their fees differ too: 0.30% for INDU.DE and 0.80% for 18MK.DE.

Portfolio Optimizer

Find the right allocation for INDU.DE and 18MK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer