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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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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LVWC.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)2025
LVWC.DE
Amundi MSCI World 2x Leveraged UCITS ETF
-5.56%2.68%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-13.59%-0.21%

Returns By Period

In the year-to-date period, LVWC.DE achieves a -5.56% return, which is significantly higher than 18MK.DE's -13.59% return.


LVWC.DE

1D
4.84%
1M
-7.42%
YTD
-5.56%
6M
1Y
3Y*
5Y*
10Y*

18MK.DE

1D
-0.52%
1M
-6.72%
YTD
-13.59%
6M
-11.37%
1Y
-16.81%
3Y*
3.95%
5Y*
3.96%
10Y*
6.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LVWC.DE has a 0.60% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Return for Risk

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

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

LVWC.DE

18MK.DE
18MK.DE Risk / Return Rank: 11
Overall Rank
18MK.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 11
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 00
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


LVWC.DE18MK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.24

-0.50

Correlation

The correlation between LVWC.DE and 18MK.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and 18MK.DE.


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Drawdown Indicators


LVWC.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.47%

-42.41%

+27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

Current Drawdown

Current decline from peak

-9.41%

-28.36%

+18.95%

Average Drawdown

Average peak-to-trough decline

-3.45%

-12.46%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.30%

Volatility

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


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Volatility by Period


LVWC.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

17.76%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

16.45%

+7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

20.24%

+3.89%