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IUIT.L vs. 18MF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUIT.L vs. 18MF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUIT.L is traded in USD, while 18MF.DE is traded in EUR. To make them comparable, the 18MF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUIT.L achieves a 17.28% return, which is significantly higher than 18MF.DE's 16.05% return. Both investments have delivered pretty close results over the past 10 years, with IUIT.L having a 26.03% annualized return and 18MF.DE not far behind at 25.56%.


IUIT.L

1D
2.98%
1M
0.18%
YTD
17.28%
6M
18.91%
1Y
43.37%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%

18MF.DE

1D
3.02%
1M
-0.92%
YTD
16.05%
6M
18.20%
1Y
48.38%
3Y*
33.64%
5Y*
20.87%
10Y*
25.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. 18MF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.28%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%37.94%
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
16.05%14.77%54.76%47.68%-37.13%73.37%15.55%73.97%-10.11%27.84%

Correlation

The correlation between IUIT.L and 18MF.DE is 0.83, 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

0.83

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

0.80

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

0.83

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.80

The correlation between IUIT.L and 18MF.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

IUIT.L vs. 18MF.DE — Risk / Return Rank

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

IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
Martin Ratio Rank

18MF.DE
18MF.DE Risk / Return Rank: 6868
Overall Rank
18MF.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6565
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6868
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.

IUIT.L vs. 18MF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) 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.

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.


IUIT.L18MF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.48

3.07

-0.58

Martin ratioReturn relative to average drawdown

7.17

11.81

-4.65

IUIT.L vs. 18MF.DE - Sharpe Ratio Comparison

The current IUIT.L Sharpe Ratio is 2.01, which is comparable to the 18MF.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IUIT.L 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.


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Drawdowns

IUIT.L vs. 18MF.DE - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum 18MF.DE drawdown of -59.93%. Use the drawdown chart below to compare losses from any high point for IUIT.L and 18MF.DE.


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Drawdown Indicators


IUIT.L18MF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-59.93%

+26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-15.27%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-40.04%

+13.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-40.04%

+6.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-59.93%

+26.47%

Current Drawdown

Current decline from peak

-7.68%

-4.27%

-3.41%

Average Drawdown

Average peak-to-trough decline

-5.90%

-8.91%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

3.97%

+1.94%

Volatility

IUIT.L vs. 18MF.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 8.88% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 6.51%. This indicates that IUIT.L'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.


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Volatility by Period


IUIT.L18MF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

6.51%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

15.95%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

22.94%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

30.78%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

32.04%

-9.78%

IUIT.L vs. 18MF.DE - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than 18MF.DE's 0.50% expense ratio.


Dividends

IUIT.L vs. 18MF.DE - Dividend Comparison

Neither IUIT.L nor 18MF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUIT.L and 18MF.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.50% for 18MF.DE.

IUIT.L is categorized as Technology Equities, while 18MF.DE is Leveraged Equities. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while 18MF.DE tracks MSCI USA Index (200%). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IUIT.L and 0.50% for 18MF.DE.

Portfolio Optimizer

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