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

Performance

DR7E.DE vs. WNDY.DE - Performance Comparison

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

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


2026 (YTD)2025202420232022
DR7E.DE
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
5.36%15.37%0.76%23.30%-25.91%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
21.99%17.05%-14.98%-22.01%-8.38%

Returns By Period

In the year-to-date period, DR7E.DE achieves a 5.36% return, which is significantly lower than WNDY.DE's 21.99% return.


DR7E.DE

1D
3.78%
1M
-2.99%
YTD
5.36%
6M
11.19%
1Y
38.01%
3Y*
8.70%
5Y*
10Y*

WNDY.DE

1D
0.03%
1M
4.95%
YTD
21.99%
6M
28.09%
1Y
47.78%
3Y*
-0.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both DR7E.DE and WNDY.DE have an expense ratio of 0.50%.


Return for Risk

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

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

DR7E.DE
DR7E.DE Risk / Return Rank: 7979
Overall Rank
DR7E.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 6969
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 8484
Martin Ratio Rank

WNDY.DE
WNDY.DE Risk / Return Rank: 9292
Overall Rank
WNDY.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 8989
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 9494
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.

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

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


DR7E.DEWNDY.DEDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.15

-0.68

Sortino ratio

Return per unit of downside risk

2.07

2.78

-0.71

Omega ratio

Gain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratio

Return relative to maximum drawdown

3.56

4.65

-1.09

Martin ratio

Return relative to average drawdown

10.61

16.10

-5.49

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

The current DR7E.DE Sharpe Ratio is 1.47, which is lower than the WNDY.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of DR7E.DE and WNDY.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


DR7E.DEWNDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.15

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.16

+0.18

Correlation

The correlation between DR7E.DE and WNDY.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

DR7E.DE vs. WNDY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

DR7E.DE vs. WNDY.DE - Drawdown Comparison

The maximum DR7E.DE drawdown since its inception was -40.66%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for DR7E.DE and WNDY.DE.


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Drawdown Indicators


DR7E.DEWNDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.66%

-52.12%

+11.46%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-11.33%

-5.94%

Current Drawdown

Current decline from peak

-5.95%

-20.53%

+14.58%

Average Drawdown

Average peak-to-trough decline

-18.99%

-30.46%

+11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.93%

+0.74%

Volatility

DR7E.DE vs. WNDY.DE - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) is 7.27%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 8.00%. This indicates that DR7E.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DR7E.DEWNDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

8.00%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

14.77%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

25.85%

22.17%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

21.19%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

21.19%

+3.59%