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H3R0.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H3R0.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Video Games & Esports UCITS ETF Acc USD (H3R0.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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H3R0.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, H3R0.DE achieves a -10.26% return, which is significantly lower than SY7D.DE's -2.55% return.


H3R0.DE

1D
1.67%
1M
-2.04%
YTD
-10.26%
6M
-21.05%
1Y
-3.53%
3Y*
6.34%
5Y*
-4.27%
10Y*

SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H3R0.DE vs. SY7D.DE - Expense Ratio Comparison

H3R0.DE has a 0.50% expense ratio, which is higher than SY7D.DE's 0.45% expense ratio.


Return for Risk

H3R0.DE vs. SY7D.DE — Risk / Return Rank

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

H3R0.DE
H3R0.DE Risk / Return Rank: 88
Overall Rank
H3R0.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
H3R0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
H3R0.DE Omega Ratio Rank: 88
Omega Ratio Rank
H3R0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
H3R0.DE Martin Ratio Rank: 88
Martin Ratio Rank

SY7D.DE
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.

H3R0.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Acc USD (H3R0.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.


H3R0.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.18

Sortino ratio

Return per unit of downside risk

-0.13

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.16

Martin ratio

Return relative to average drawdown

-0.41

H3R0.DE vs. SY7D.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


H3R0.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.67

-0.91

Correlation

The correlation between H3R0.DE and SY7D.DE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

H3R0.DE vs. SY7D.DE - Dividend Comparison

H3R0.DE has not paid dividends to shareholders, while SY7D.DE's dividend yield for the trailing twelve months is around 9.09%.


Drawdowns

H3R0.DE vs. SY7D.DE - Drawdown Comparison

The maximum H3R0.DE drawdown since its inception was -48.09%, 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 H3R0.DE and SY7D.DE.


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Drawdown Indicators


H3R0.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.09%

-9.48%

-38.61%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-42.13%

Current Drawdown

Current decline from peak

-29.28%

-5.32%

-23.96%

Average Drawdown

Average peak-to-trough decline

-29.89%

-1.23%

-28.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.88%

Volatility

H3R0.DE vs. SY7D.DE - Volatility Comparison


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Volatility by Period


H3R0.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

11.14%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

11.14%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

11.14%

+9.45%