PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RR.L vs. 18MF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RR.L vs. 18MF.DE

Last updated Jun 13, 2026

RR.L (Rolls-Royce Holdings PLC) 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 10 years, RR.L returned 20.98%/yr vs 26.21%/yr for 18MF.DE. At a 0.39 correlation, their price movements are largely independent.

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, RR.L achieves a 14.24% return, which is significantly lower than 18MF.DE's 16.60% return. Over the past 10 years, RR.L has underperformed 18MF.DE with an annualized return of 20.98%, while 18MF.DE has yielded a comparatively higher 26.21% annualized return.

RR.L

1D
4.41%
1M
14.74%
YTD
14.24%
6M
19.81%
1Y
51.64%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%

18MF.DE

1D
3.11%
1M
-0.10%
YTD
16.60%
6M
17.90%
1Y
50.23%
3Y*
30.95%
5Y*
22.12%
10Y*
26.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
RR.L
Rolls-Royce Holdings PLC		14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-0.63%27.42%
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF		16.60%6.95%56.99%40.30%-29.82%74.94%11.20%68.48%-4.34%16.78%

Correlation

The correlation between RR.L and 18MF.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.38

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

0.38

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2010

0.39

Compare stocks, funds, or ETFs

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

Rolls-Royce Holdings PLC

Amundi ETF Leveraged MSCI USA Daily UCITS ETF

Often compared with RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD
Often compared with 18MF.DE:
18MF.DE vs. WPEA.PA18MF.DE vs. LQQ.PA18MF.DE vs. XYLD18MF.DE vs. TQQQ18MF.DE vs. QLD18MF.DE vs. MCD18MF.DE vs. SSO

Return for Risk

RR.L vs. 18MF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.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.

RR.L18MF.DEDifference
Sharpe ratioReturn per unit of total volatility
1.34
2.15

-0.81

Sortino ratioReturn per unit of downside risk
2.03
2.75

-0.72

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.54

3.31

-0.77

Martin ratioReturn relative to average drawdown

7.03

11.05

-4.03

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

The current RR.L Sharpe Ratio is 1.34, which is lower than the 18MF.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of RR.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.

Loading charts...

Drawdowns

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

The maximum RR.L drawdown since its inception was -90.25%, which is greater than 18MF.DE's maximum drawdown of -55.13%. Use the drawdown chart below to compare losses from any high point for RR.L and 18MF.DE.

Loading charts...

Drawdown Indicators

RR.L18MF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.25%

-55.13%

-35.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-14.83%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-41.83%

+20.05%

Max Drawdown (5Y)

Largest decline over 5 years

-55.09%

-41.83%

-13.26%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

-55.13%

-34.28%

Current Drawdown

Current decline from peak

-3.61%

-3.83%

+0.22%

Average Drawdown

Average peak-to-trough decline

-28.29%

-8.73%

-19.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

4.45%

+2.46%

Volatility

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

Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 6.42%. This indicates that RR.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.

Loading charts...

Volatility by Period

RR.L18MF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

6.42%

+5.38%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

15.59%

+15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

22.97%

+13.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.06%

30.05%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.60%

31.65%

+16.95%

Dividends

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

RR.L's dividend yield for the trailing twelve months is around 0.73%, while 18MF.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Frequently Asked Questions

RR.L and 18MF.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RR.L and 18MF.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