LVWC.DE vs. VUAA.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).

LVWC.DE and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVWC.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World Leveraged 2x Daily Net Index. It was launched on Sep 30, 2025. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both LVWC.DE and VUAA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LVWC.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

LVWC.DE vs. VUAA.DE - Yearly Performance Comparison

	2026 (YTD)	2025
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	-5.56%	2.68%
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF	-2.97%	1.06%

Returns By Period

In the year-to-date period, LVWC.DE achieves a -5.56% return, which is significantly lower than VUAA.DE's -2.97% return.

LVWC.DE

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

VUAA.DE

• 1D: 1.73%
• 1M: -3.11%
• YTD: -2.97%
• 6M: 0.07%
• 1Y: 10.21%
• 3Y*: 16.08%
• 5Y*: 12.10%
• 10Y*: —

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

LVWC.DE vs. VUAA.DE - Expense Ratio Comparison

LVWC.DE has a 0.60% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.

LVWC.DE

Amundi MSCI World 2x Leveraged UCITS ETF

VUAA.DE

Vanguard S&P 500 UCITS USD Acc ETF

Return for Risk

LVWC.DE vs. VUAA.DE — Risk / Return Rank

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

VUAA.DE

VUAA.DE Risk / Return Rank: 36
VUAA.DE Sharpe Ratio Rank: 30
VUAA.DE Sortino Ratio Rank: 29
VUAA.DE Omega Ratio Rank: 31
VUAA.DE Calmar Ratio Rank: 45
VUAA.DE Martin Ratio Rank: 45

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. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.

Sharpe Ratios by Period

	LVWC.DE	VUAA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.60	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.69	-0.95

Correlation

The correlation between LVWC.DE and VUAA.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LVWC.DE vs. VUAA.DE - Dividend Comparison

Neither LVWC.DE nor VUAA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LVWC.DE vs. VUAA.DE - Drawdown Comparison

The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and VUAA.DE.

Drawdown Indicators

	LVWC.DE	VUAA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-14.47%	-33.67%	+19.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.33%	—
Current Drawdown Current decline from peak	-9.41%	-5.19%	-4.22%
Average Drawdown Average peak-to-trough decline	-3.45%	-5.18%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.31%	—

Volatility

Volatility by Period

	LVWC.DE	VUAA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.13%	17.07%	+7.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.13%	15.15%	+8.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.13%	17.76%	+6.37%