PortfoliosLab logoPortfoliosLab logo
VOOL.DE vs. 18MK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, VOOL.DE has underperformed 18MK.DE with an annualized return of -26.18%, while 18MK.DE has yielded a comparatively higher 6.21% annualized return.


VOOL.DE

1D
-0.59%
1M
-1.68%
YTD
2.95%
6M
-3.26%
1Y
-17.45%
3Y*
-28.39%
5Y*
-26.95%
10Y*
-26.18%

18MK.DE

1D
0.68%
1M
-3.98%
YTD
-11.57%
6M
-13.20%
1Y
-15.27%
3Y*
1.67%
5Y*
3.55%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
2.95%-25.96%-26.51%-52.19%-7.88%-38.71%42.44%-35.38%30.69%-63.80%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-11.57%-10.32%16.35%14.11%-2.28%33.62%2.72%9.58%-4.91%20.20%

Correlation

The correlation between VOOL.DE and 18MK.DE is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.28

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

-0.24

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

-0.28

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

-0.33

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2012

-0.31

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

VOOL.DE
VOOL.DE Risk / Return Rank: 44
Overall Rank
VOOL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 44
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 44
Martin Ratio Rank

18MK.DE
18MK.DE Risk / Return Rank: 22
Overall Rank
18MK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 33
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 11
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.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.


VOOL.DE18MK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

0.90

0.87

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.72

+0.03

Martin ratioReturn relative to average drawdown

-1.14

-1.54

+0.40

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

The current VOOL.DE Sharpe Ratio is -0.66, which is comparable to the 18MK.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of VOOL.DE and 18MK.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...

Sharpe Ratios by Period


VOOL.DE18MK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

-0.89

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

0.21

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

0.30

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.25

-0.89

Drawdowns

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

The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than 18MK.DE's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and 18MK.DE.


Loading charts...

Drawdown Indicators


VOOL.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-98.72%

-42.41%

-56.31%

Max Drawdown (1Y)

Largest decline over 1 year

-25.83%

-20.43%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-64.28%

-29.72%

-34.56%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

-29.72%

-53.00%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

-41.56%

-54.92%

Current Drawdown

Current decline from peak

-98.63%

-26.69%

-71.94%

Average Drawdown

Average peak-to-trough decline

-83.36%

-12.59%

-70.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.81%

9.60%

+6.21%

Volatility

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

The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 3.79%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 5.23%. This indicates that VOOL.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VOOL.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

5.23%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

13.99%

+6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

16.62%

+10.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

16.58%

+23.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

20.29%

+23.71%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


VOOL.DE and 18MK.DE have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOL.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOL.DE is cheaper with a 0.60% expense ratio, compared with 0.80% for 18MK.DE.

VOOL.DE is categorized as Volatility, while 18MK.DE is Asia Pacific Equities. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while 18MK.DE tracks MSCI India. Their fees differ too: 0.60% for VOOL.DE and 0.80% for 18MK.DE.

Portfolio Optimizer

Find the right allocation for VOOL.DE and 18MK.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