ES50.DE vs. SY7D.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and SY7D.DE (Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing) are both exchange-traded funds - ES50.DE is a Europe Equities fund tracking the EURO STOXX 50 ESG Index, 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, ES50.DE returned 19.03% vs 9.23% for SY7D.DE. A 0.67 correlation means they provide meaningful diversification when combined. ES50.DE charges 0.10%/yr vs 0.45%/yr for SY7D.DE.
Performance
ES50.DE vs. SY7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly higher than SY7D.DE's 1.17% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 5.28%
- YTD
- 8.46%
- 6M
- 10.04%
- 1Y
- 19.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SY7D.DE
- 1D
- 0.26%
- 1M
- 1.11%
- YTD
- 1.17%
- 6M
- 2.18%
- 1Y
- 9.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ES50.DE vs. SY7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 13.17% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 1.17% | 9.52% |
Correlation
The correlation between ES50.DE and SY7D.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 9, 2025 | 0.67 |
The correlation between ES50.DE and SY7D.DE has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. SY7D.DE — Risk / Return Rank
ES50.DE
SY7D.DE
ES50.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | SY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.96 | +0.66 |
| Martin ratioReturn relative to average drawdown | 5.62 | 3.59 | +2.03 |
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
| ES50.DE | SY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.80 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.90 | +0.30 |
Drawdowns
ES50.DE vs. SY7D.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, 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 ES50.DE and SY7D.DE.
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Drawdown Indicators
| ES50.DE | SY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -9.48% | -6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -9.48% | -2.22% |
Current DrawdownCurrent decline from peak | -0.44% | -1.71% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -1.61% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.54% | +0.84% |
Volatility
ES50.DE vs. SY7D.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 5.08% compared to Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) at 2.81%. This indicates that ES50.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
| ES50.DE | SY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 2.81% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 9.61% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 11.37% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 11.06% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 11.06% | +4.70% |
ES50.DE vs. SY7D.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than SY7D.DE's 0.45% expense ratio.
Dividends
ES50.DE vs. SY7D.DE - Dividend Comparison
ES50.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 |
|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 0.00% | 0.00% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 10.81% | 6.10% |
Frequently Asked Questions
ES50.DE and SY7D.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.45% for SY7D.DE.
ES50.DE is categorized as Europe Equities, while SY7D.DE is Derivative Income. ES50.DE tracks EURO STOXX 50 ESG Index, while SY7D.DE tracks EURO STOXX 50 Covered Call ATM Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.10% for ES50.DE and 0.45% for SY7D.DE.
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