IS20.DE vs. XY7D.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while XY7D.DE tracks the Cboe S&P 500 BuyWrite 15% WHT. Both are passively managed. Over the past year, IS20.DE returned 29.64% vs 12.07% for XY7D.DE. A 0.64 correlation means they provide meaningful diversification when combined. IS20.DE charges 0.10%/yr vs 0.45%/yr for XY7D.DE.
Performance
IS20.DE vs. XY7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly higher than XY7D.DE's 4.40% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 3.94%
- YTD
- 9.38%
- 6M
- 8.09%
- 1Y
- 29.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.67%
- YTD
- 4.40%
- 6M
- 4.80%
- 1Y
- 12.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS20.DE vs. XY7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | -5.34% | 5.16% |
Correlation
The correlation between IS20.DE and XY7D.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.64 |
The correlation between IS20.DE and XY7D.DE has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. XY7D.DE — Risk / Return Rank
IS20.DE
XY7D.DE
IS20.DE vs. XY7D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | XY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.08 | -0.73 |
| Martin ratioReturn relative to average drawdown | 7.30 | 8.63 | -1.32 |
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
| IS20.DE | XY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.37 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.34 | +0.43 |
Drawdowns
IS20.DE vs. XY7D.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, 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 IS20.DE and XY7D.DE.
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Drawdown Indicators
| IS20.DE | XY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -20.79% | -5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -3.87% | -8.86% |
Current DrawdownCurrent decline from peak | -1.60% | -5.18% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -7.15% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.39% | +2.72% |
Volatility
IS20.DE vs. XY7D.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that IS20.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
| IS20.DE | XY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 1.97% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 6.20% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 8.71% | +6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 13.51% | +6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 13.51% | +6.06% |
IS20.DE vs. XY7D.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.
Dividends
IS20.DE vs. XY7D.DE - Dividend Comparison
IS20.DE has not paid dividends to shareholders, while XY7D.DE's dividend yield for the trailing twelve months is around 6.70%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD 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
IS20.DE and XY7D.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.45% for XY7D.DE.
IS20.DE tracks S&P 500 Top 20 Index, 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: 0.10% for IS20.DE and 0.45% for XY7D.DE.
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