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IBCK.DE vs. XY7D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCK.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly higher than XY7D.DE's 4.40% return.


IBCK.DE

1D
0.27%
1M
4.51%
YTD
5.14%
6M
5.73%
1Y
9.44%
3Y*
10.94%
5Y*
9.91%
10Y*
10.32%

XY7D.DE

1D
-1.05%
1M
1.57%
YTD
4.40%
6M
4.97%
1Y
11.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCK.DE vs. XY7D.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
5.14%-0.69%25.61%4.79%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
4.40%-5.34%25.87%-8.30%

Correlation

The correlation between IBCK.DE and XY7D.DE is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2023

0.66

The correlation between IBCK.DE and XY7D.DE has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

IBCK.DE vs. XY7D.DE — Risk / Return Rank

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

IBCK.DE
IBCK.DE Risk / Return Rank: 3232
Overall Rank
IBCK.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 3535
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 4646
Overall Rank
XY7D.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 5151
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.

IBCK.DE vs. XY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.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.


IBCK.DEXY7D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.83

3.08

-1.26

Martin ratioReturn relative to average drawdown

5.31

8.63

-3.32

IBCK.DE vs. XY7D.DE - Sharpe Ratio Comparison

The current IBCK.DE Sharpe Ratio is 1.07, which is comparable to the XY7D.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of IBCK.DE and XY7D.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.


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Sharpe Ratios by Period


IBCK.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.37

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.34

+0.54

Drawdowns

IBCK.DE vs. XY7D.DE - Drawdown Comparison

The maximum IBCK.DE drawdown since its inception was -33.11%, which is greater than XY7D.DE's maximum drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and XY7D.DE.


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Drawdown Indicators


IBCK.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-20.79%

-12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-3.87%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.11%

Current Drawdown

Current decline from peak

-0.47%

-5.18%

+4.71%

Average Drawdown

Average peak-to-trough decline

-4.50%

-7.15%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.39%

+0.36%

Volatility

IBCK.DE vs. XY7D.DE - Volatility Comparison

iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) has a higher volatility of 2.26% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that IBCK.DE's price experiences larger fluctuations and is considered to be riskier than XY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCK.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.97%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.71%

6.20%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

8.73%

8.71%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.37%

13.51%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

13.51%

+0.51%

IBCK.DE vs. XY7D.DE - Expense Ratio Comparison

IBCK.DE has a 0.20% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.


Dividends

IBCK.DE vs. XY7D.DE - Dividend Comparison

IBCK.DE has not paid dividends to shareholders, while XY7D.DE's dividend yield for the trailing twelve months is around 6.70%.


PositionTTM202520242023
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
0.00%0.00%0.00%0.00%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
6.70%9.21%7.75%4.30%

Frequently Asked Questions


IBCK.DE and XY7D.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for XY7D.DE.

IBCK.DE tracks S&P 500 Minimum Volatility, while XY7D.DE tracks Cboe S&P 500 BuyWrite 15% WHT. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for IBCK.DE and 0.45% for XY7D.DE.

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