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TAI3.DE vs. 18MF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAI3.DE vs. 18MF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) 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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TAI3.DE vs. 18MF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TAI3.DE
Leverage Shares 3x Long Taiwan ETP Securities
33.10%23.95%21.86%34.00%-8.42%
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
-7.40%1.66%64.13%43.13%-21.06%

Returns By Period

In the year-to-date period, TAI3.DE achieves a 33.10% return, which is significantly higher than 18MF.DE's -7.40% return.


TAI3.DE

1D
14.37%
1M
-14.01%
YTD
33.10%
6M
37.27%
1Y
140.75%
3Y*
35.15%
5Y*
10Y*

18MF.DE

1D
3.52%
1M
-6.47%
YTD
-7.40%
6M
-3.02%
1Y
13.24%
3Y*
26.36%
5Y*
17.61%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAI3.DE vs. 18MF.DE - Expense Ratio Comparison

TAI3.DE has a 0.75% expense ratio, which is higher than 18MF.DE's 0.50% expense ratio.


Return for Risk

TAI3.DE vs. 18MF.DE — Risk / Return Rank

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

TAI3.DE
TAI3.DE Risk / Return Rank: 8484
Overall Rank
TAI3.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TAI3.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
TAI3.DE Omega Ratio Rank: 7777
Omega Ratio Rank
TAI3.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
TAI3.DE Martin Ratio Rank: 8787
Martin Ratio Rank

18MF.DE
18MF.DE Risk / Return Rank: 2626
Overall Rank
18MF.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 2929
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.

TAI3.DE vs. 18MF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) 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.


TAI3.DE18MF.DEDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.38

+1.36

Sortino ratio

Return per unit of downside risk

2.28

0.74

+1.54

Omega ratio

Gain probability vs. loss probability

1.31

1.11

+0.20

Calmar ratio

Return relative to maximum drawdown

3.41

0.79

+2.61

Martin ratio

Return relative to average drawdown

11.89

2.60

+9.29

TAI3.DE vs. 18MF.DE - Sharpe Ratio Comparison

The current TAI3.DE Sharpe Ratio is 1.75, which is higher than the 18MF.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TAI3.DE and 18MF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAI3.DE18MF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.38

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.77

-0.32

Correlation

The correlation between TAI3.DE and 18MF.DE is 0.48, 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

TAI3.DE vs. 18MF.DE - Dividend Comparison

Neither TAI3.DE nor 18MF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TAI3.DE vs. 18MF.DE - Drawdown Comparison

The maximum TAI3.DE drawdown since its inception was -73.14%, which is greater than 18MF.DE's maximum drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for TAI3.DE and 18MF.DE.


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Drawdown Indicators


TAI3.DE18MF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.14%

-59.67%

-13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-47.72%

-25.90%

-21.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.90%

Max Drawdown (10Y)

Largest decline over 10 years

-59.67%

Current Drawdown

Current decline from peak

-20.05%

-12.65%

-7.40%

Average Drawdown

Average peak-to-trough decline

-18.07%

-9.99%

-8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

5.13%

+6.22%

Volatility

TAI3.DE vs. 18MF.DE - Volatility Comparison

Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) has a higher volatility of 24.68% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 7.71%. This indicates that TAI3.DE'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


TAI3.DE18MF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.68%

7.71%

+16.97%

Volatility (6M)

Calculated over the trailing 6-month period

49.79%

17.50%

+32.29%

Volatility (1Y)

Calculated over the trailing 1-year period

80.25%

34.47%

+45.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.27%

30.96%

+37.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.27%

32.58%

+35.69%