DDOC.DE vs. CAUT.DE

Last updated Jun 5, 2026

DDOC.DE (Global X Telemedicine & Digital Health UCITS ETF Acc USD) and CAUT.DE (Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating) are both exchange-traded funds - DDOC.DE is a Health & Biotech Equities fund tracking the Solactive Telemedicine & Digital Health, while CAUT.DE is a Technology Equities fund tracking the Solactive China Electric Vehicle and Battery. Both are passively managed. Over the past 3 years, DDOC.DE returned -5.09%/yr vs 1.53%/yr for CAUT.DE. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.68% expense ratio.

Performance

DDOC.DE vs. CAUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDOC.DE achieves a -1.35% return, which is significantly lower than CAUT.DE's 0.51% return.

DDOC.DE

• 1D: 4.54%
• 1M: 8.73%
• YTD: -1.35%
• 6M: -5.71%
• 1Y: 0.32%
• 3Y*: -5.09%
• 5Y*: -9.54%
• 10Y*: —

CAUT.DE

• 1D: -2.17%
• 1M: -12.56%
• YTD: 0.51%
• 6M: 5.19%
• 1Y: 33.26%
• 3Y*: 1.53%
• 5Y*: —
• 10Y*: —

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

DDOC.DE vs. CAUT.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DDOC.DE Global X Telemedicine & Digital Health UCITS ETF Acc USD	-1.35%	-2.99%	3.18%	-14.12%	-14.37%
CAUT.DE Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating	0.51%	27.42%	9.31%	-35.25%	-26.40%

Correlation

The correlation between DDOC.DE and CAUT.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022	0.19

The correlation between DDOC.DE and CAUT.DE shifts across timeframes, from 0.08 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DDOC.DE vs. CAUT.DE — Risk / Return Rank

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

DDOC.DE

DDOC.DE Risk / Return Rank: 9
DDOC.DE Sharpe Ratio Rank: 9
DDOC.DE Sortino Ratio Rank: 9
DDOC.DE Omega Ratio Rank: 9
DDOC.DE Calmar Ratio Rank: 9
DDOC.DE Martin Ratio Rank: 9

CAUT.DE

CAUT.DE Risk / Return Rank: 34
CAUT.DE Sharpe Ratio Rank: 33
CAUT.DE Sortino Ratio Rank: 32
CAUT.DE Omega Ratio Rank: 32
CAUT.DE Calmar Ratio Rank: 43
CAUT.DE Martin Ratio Rank: 31

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.

DDOC.DE vs. CAUT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.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.

	DDOC.DE	CAUT.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.02	1.18	-1.16
Sortino ratio: Return per unit of downside risk	0.17	1.67	-1.51
Omega ratio: Gain probability vs. loss probability	1.02	1.21	-0.19
Calmar ratio: Return relative to maximum drawdown	0.01	2.08	-2.07
Martin ratio: Return relative to average drawdown	0.03	4.42	-4.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDOC.DE vs. CAUT.DE - Sharpe Ratio Comparison

The current DDOC.DE Sharpe Ratio is 0.02, which is lower than the CAUT.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DDOC.DE and CAUT.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.

Sharpe Ratios by Period

	DDOC.DE	CAUT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	1.18	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.49	-0.27	-0.22

Drawdowns

DDOC.DE vs. CAUT.DE - Drawdown Comparison

The maximum DDOC.DE drawdown since its inception was -59.88%, smaller than the maximum CAUT.DE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for DDOC.DE and CAUT.DE.

Drawdown Indicators

	DDOC.DE	CAUT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-59.88%	-69.24%	+9.36%
Max Drawdown (1Y) Largest decline over 1 year	-22.33%	-15.89%	-6.44%
Max Drawdown (3Y) Largest decline over 3 years	-32.67%	-42.32%	+9.65%
Max Drawdown (5Y) Largest decline over 5 years	-53.96%	—	—
Current Drawdown Current decline from peak	-51.22%	-43.96%	-7.26%
Average Drawdown Average peak-to-trough decline	-41.80%	-45.53%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.98%	7.51%	+3.47%

Volatility

DDOC.DE vs. CAUT.DE - Volatility Comparison

Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) have volatilities of 6.20% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDOC.DE	CAUT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.20%	6.05%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	14.24%	18.36%	-4.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.70%	28.22%	-7.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	33.13%	-9.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.26%	33.13%	-8.87%

DDOC.DE vs. CAUT.DE - Expense Ratio Comparison

Both DDOC.DE and CAUT.DE have an expense ratio of 0.68%.

Dividends

DDOC.DE vs. CAUT.DE - Dividend Comparison

Neither DDOC.DE nor CAUT.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DDOC.DE and CAUT.DE in my portfolio?

DDOC.DE and CAUT.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDOC.DE or CAUT.DE?

Both ETFs have the same 0.68% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DDOC.DE or CAUT.DE?

DDOC.DE and CAUT.DE have the same expense ratio: 0.68% per year.

What is the main difference between DDOC.DE and CAUT.DE?

DDOC.DE is categorized as Health & Biotech Equities, while CAUT.DE is Technology Equities. DDOC.DE tracks Solactive Telemedicine & Digital Health, while CAUT.DE tracks Solactive China Electric Vehicle and Battery.