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

IUSA.DE vs. XY7D.DE

Last updated Jun 5, 2026

IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) are both S&P 500 funds - IUSA.DE tracks the S&P 500 Index while XY7D.DE tracks the Cboe S&P 500 BuyWrite 15% WHT. Both are passively managed. Over the past year, IUSA.DE returned 25.71% vs 12.07% for XY7D.DE. A 0.70 correlation means they provide meaningful diversification when combined. IUSA.DE charges 0.07%/yr vs 0.45%/yr for XY7D.DE.

Performance

IUSA.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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, IUSA.DE achieves a 11.42% return, which is significantly higher than XY7D.DE's 4.40% return.

IUSA.DE

1D
-0.13%
1M
4.35%
YTD
11.42%
6M
10.93%
1Y
25.71%
3Y*
19.00%
5Y*
14.90%
10Y*
15.16%

XY7D.DE

1D
-1.05%
1M
1.67%
YTD
4.40%
6M
4.80%
1Y
12.07%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist		11.42%4.84%32.50%8.42%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc		4.40%-5.34%25.87%-8.30%

Correlation

The correlation between IUSA.DE and XY7D.DE is 0.61, 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

0.61

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

0.70

The correlation between IUSA.DE and XY7D.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P 500 UCITS ETF USD Dist

Global X S&P 500 Covered Call UCITS ETF Inc

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Often compared with XY7D.DE:
XY7D.DE vs. XYLDXY7D.DE vs. QYLE.DEXY7D.DE vs. JEGP.LXY7D.DE vs. JEPIXY7D.DE vs. TLTWXY7D.DE vs. QYLDXY7D.DE vs. JGPI.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSA.DE
IUSA.DE Risk / Return Rank: 7070
Overall Rank
IUSA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IUSA.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IUSA.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IUSA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSA.DE Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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.

IUSA.DEXY7D.DEDifference
Sharpe ratioReturn per unit of total volatility
2.24
1.37

+0.87

Sortino ratioReturn per unit of downside risk
3.05
1.95

+1.10

Omega ratioGain probability vs. loss probability

1.42

1.24

+0.17

Calmar ratioReturn relative to maximum drawdown

3.63

3.08

+0.54

Martin ratioReturn relative to average drawdown

12.88

8.63

+4.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUSA.DE Sharpe Ratio is 2.24, which is higher than the XY7D.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of IUSA.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

IUSA.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.37

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.34

+0.33

Drawdowns

IUSA.DE vs. XY7D.DE - Drawdown Comparison

The maximum IUSA.DE drawdown since its inception was -50.54%, 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 IUSA.DE and XY7D.DE.

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Drawdown Indicators

IUSA.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-20.79%

-29.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-3.87%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.34%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

—

—

Current Drawdown

Current decline from peak

-0.46%

-5.18%

+4.72%

Average Drawdown

Average peak-to-trough decline

-7.19%

-7.15%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.39%

+0.61%

Volatility

IUSA.DE vs. XY7D.DE - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a higher volatility of 2.67% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that IUSA.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

IUSA.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.97%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

6.20%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

8.71%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

13.51%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

13.51%

+2.55%

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

IUSA.DE has a 0.07% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.

Dividends

IUSA.DE vs. XY7D.DE - Dividend Comparison

IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, less than XY7D.DE's 6.70% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist		0.99%1.08%1.07%1.35%1.54%1.16%1.62%1.66%2.00%2.09%1.50%1.68%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc		6.70%9.21%7.75%4.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IUSA.DE and XY7D.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for XY7D.DE.

IUSA.DE tracks S&P 500 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: 0.07% for IUSA.DE and 0.45% for XY7D.DE.

Portfolio Optimizer

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