E61Z.DE vs. SY7D.DE
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) and SY7D.DE (Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing) are both exchange-traded funds - E61Z.DE is a Consumer Staples Equities fund tracking the Solactive E-commerce, while SY7D.DE is a Derivative Income fund tracking the EURO STOXX 50 Covered Call ATM Index. Both are passively managed. Over the past year, E61Z.DE returned -10.48% vs 9.23% for SY7D.DE. At a 0.32 correlation, their price movements are largely independent. E61Z.DE charges 0.50%/yr vs 0.45%/yr for SY7D.DE.
Performance
E61Z.DE vs. SY7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E61Z.DE achieves a -14.62% return, which is significantly lower than SY7D.DE's 1.17% return.
E61Z.DE
- 1D
- 1.36%
- 1M
- -0.83%
- YTD
- -14.62%
- 6M
- -14.70%
- 1Y
- -10.48%
- 3Y*
- 14.61%
- 5Y*
- —
- 10Y*
- —
SY7D.DE
- 1D
- 0.26%
- 1M
- 1.11%
- YTD
- 1.17%
- 6M
- 2.18%
- 1Y
- 9.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
E61Z.DE vs. SY7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -14.62% | 10.07% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 1.17% | 9.52% |
Correlation
The correlation between E61Z.DE and SY7D.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 9, 2025 | 0.32 |
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Return for Risk
E61Z.DE vs. SY7D.DE — Risk / Return Rank
E61Z.DE
SY7D.DE
E61Z.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.
| E61Z.DE | SY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.17 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.96 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.76 | 3.59 | -4.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| E61Z.DE | SY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.80 | -1.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.90 | -1.02 |
Drawdowns
E61Z.DE vs. SY7D.DE - Drawdown Comparison
The maximum E61Z.DE drawdown since its inception was -49.16%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for E61Z.DE and SY7D.DE.
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Drawdown Indicators
| E61Z.DE | SY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -9.48% | -39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -25.19% | -9.48% | -15.71% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | — | — |
Current DrawdownCurrent decline from peak | -21.27% | -1.71% | -19.56% |
Average DrawdownAverage peak-to-trough decline | -25.70% | -1.61% | -24.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.75% | 2.54% | +10.21% |
Volatility
E61Z.DE vs. SY7D.DE - Volatility Comparison
Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) has a higher volatility of 4.55% compared to Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) at 2.81%. This indicates that E61Z.DE's price experiences larger fluctuations and is considered to be riskier than SY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E61Z.DE | SY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 2.81% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 9.61% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 11.37% | +7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.20% | 11.06% | +16.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.20% | 11.06% | +16.14% |
E61Z.DE vs. SY7D.DE - Expense Ratio Comparison
E61Z.DE has a 0.50% expense ratio, which is higher than SY7D.DE's 0.45% expense ratio.
Dividends
E61Z.DE vs. SY7D.DE - Dividend Comparison
E61Z.DE has not paid dividends to shareholders, while SY7D.DE's dividend yield for the trailing twelve months is around 10.81%.
| Position | TTM | 2025 |
|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | 0.00% | 0.00% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 10.81% | 6.10% |
Frequently Asked Questions
E61Z.DE and SY7D.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SY7D.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SY7D.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for E61Z.DE.
E61Z.DE is categorized as Consumer Staples Equities, while SY7D.DE is Derivative Income. E61Z.DE tracks Solactive E-commerce, while SY7D.DE tracks EURO STOXX 50 Covered Call ATM Index. Their fees differ too: 0.50% for E61Z.DE and 0.45% for SY7D.DE.
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