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CL0U.DE vs. DR7E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CL0U.DE vs. DR7E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Cloud Computing UCITS ETF (CL0U.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CL0U.DE achieves a 11.61% return, which is significantly lower than DR7E.DE's 41.08% return.


CL0U.DE

1D
1.66%
1M
15.27%
YTD
11.61%
6M
8.93%
1Y
5.03%
3Y*
7.04%
5Y*
10Y*

DR7E.DE

1D
-1.47%
1M
7.64%
YTD
41.08%
6M
38.98%
1Y
84.37%
3Y*
18.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CL0U.DE vs. DR7E.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CL0U.DE
Global X Cloud Computing UCITS ETF
11.61%-16.03%11.50%40.13%-36.85%-12.02%
DR7E.DE
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
41.08%15.37%0.76%23.30%-30.28%-2.43%

Correlation

The correlation between CL0U.DE and DR7E.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.63

Over the past year, the correlation between CL0U.DE and DR7E.DE has dropped to 0.33 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

CL0U.DE vs. DR7E.DE — Risk / Return Rank

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

CL0U.DE
CL0U.DE Risk / Return Rank: 1212
Overall Rank
CL0U.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CL0U.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
CL0U.DE Omega Ratio Rank: 1313
Omega Ratio Rank
CL0U.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
CL0U.DE Martin Ratio Rank: 1212
Martin Ratio Rank

DR7E.DE
DR7E.DE Risk / Return Rank: 9393
Overall Rank
DR7E.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 9090
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9393
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.

CL0U.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing UCITS ETF (CL0U.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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.


CL0U.DEDR7E.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.46

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

1.07

1.57

-0.51

Calmar ratioReturn relative to maximum drawdown

0.22

8.52

-8.30

Martin ratioReturn relative to average drawdown

0.51

24.61

-24.10

CL0U.DE vs. DR7E.DE - Sharpe Ratio Comparison

The current CL0U.DE Sharpe Ratio is 0.20, which is lower than the DR7E.DE Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of CL0U.DE and DR7E.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.


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Sharpe Ratios by Period


CL0U.DEDR7E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

3.67

-3.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.29

-0.43

Drawdowns

CL0U.DE vs. DR7E.DE - Drawdown Comparison

The maximum CL0U.DE drawdown since its inception was -46.57%, which is greater than DR7E.DE's maximum drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for CL0U.DE and DR7E.DE.


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Drawdown Indicators


CL0U.DEDR7E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.57%

-40.66%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-27.28%

-9.95%

-17.33%

Max Drawdown (3Y)

Largest decline over 3 years

-40.10%

-33.99%

-6.11%

Current Drawdown

Current decline from peak

-20.30%

-2.08%

-18.22%

Average Drawdown

Average peak-to-trough decline

-30.96%

-18.33%

-12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.66%

3.45%

+8.21%

Volatility

CL0U.DE vs. DR7E.DE - Volatility Comparison

Global X Cloud Computing UCITS ETF (CL0U.DE) has a higher volatility of 11.61% compared to Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) at 9.64%. This indicates that CL0U.DE's price experiences larger fluctuations and is considered to be riskier than DR7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CL0U.DEDR7E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

9.64%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

25.33%

16.91%

+8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

23.14%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.45%

25.01%

+4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

25.01%

+4.44%

CL0U.DE vs. DR7E.DE - Expense Ratio Comparison

CL0U.DE has a 0.55% expense ratio, which is higher than DR7E.DE's 0.50% expense ratio.


Dividends

CL0U.DE vs. DR7E.DE - Dividend Comparison

Neither CL0U.DE nor DR7E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CL0U.DE and DR7E.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DR7E.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DR7E.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for CL0U.DE.

CL0U.DE tracks Indxx Global Cloud Computing, while DR7E.DE tracks Solactive Autonomous & Electric Vehicles. Their fees differ too: 0.55% for CL0U.DE and 0.50% for DR7E.DE.

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