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M37R.DE vs. DR7E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M37R.DE vs. DR7E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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, M37R.DE achieves a -6.38% return, which is significantly lower than DR7E.DE's 41.08% return.


M37R.DE

1D
1.15%
1M
5.28%
YTD
-6.38%
6M
-12.87%
1Y
-5.22%
3Y*
5Y*
10Y*

DR7E.DE

1D
-1.47%
1M
9.59%
YTD
41.08%
6M
40.29%
1Y
85.24%
3Y*
18.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

M37R.DE vs. DR7E.DE - Yearly Performance Comparison


Correlation

The correlation between M37R.DE and DR7E.DE is 0.62, 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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.66

The correlation between M37R.DE and DR7E.DE has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

M37R.DE vs. DR7E.DE — Risk / Return Rank

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

M37R.DE
M37R.DE Risk / Return Rank: 77
Overall Rank
M37R.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
M37R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
M37R.DE Omega Ratio Rank: 77
Omega Ratio Rank
M37R.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
M37R.DE Martin Ratio Rank: 88
Martin Ratio Rank

DR7E.DE
DR7E.DE Risk / Return Rank: 9393
Overall Rank
DR7E.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 9090
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9393
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.

M37R.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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.


M37R.DEDR7E.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.85

Sortino ratioReturn per unit of downside risk

-4.64

Omega ratioGain probability vs. loss probability

0.99

1.57

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.13

8.52

-8.66

Martin ratioReturn relative to average drawdown

-0.27

24.61

-24.89

M37R.DE vs. DR7E.DE - Sharpe Ratio Comparison

The current M37R.DE Sharpe Ratio is -0.18, which is lower than the DR7E.DE Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of M37R.DE and DR7E.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


M37R.DEDR7E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

3.67

-3.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.29

-0.14

Drawdowns

M37R.DE vs. DR7E.DE - Drawdown Comparison

The maximum M37R.DE drawdown since its inception was -38.85%, roughly equal to the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for M37R.DE and DR7E.DE.


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Drawdown Indicators


M37R.DEDR7E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-40.66%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-38.85%

-9.95%

-28.90%

Max Drawdown (3Y)

Largest decline over 3 years

-33.99%

Current Drawdown

Current decline from peak

-24.62%

-2.08%

-22.54%

Average Drawdown

Average peak-to-trough decline

-14.24%

-18.33%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.99%

3.45%

+15.54%

Volatility

M37R.DE vs. DR7E.DE - Volatility Comparison

HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) has a higher volatility of 10.35% compared to Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) at 9.64%. This indicates that M37R.DE's price experiences larger fluctuations and is considered to be riskier than DR7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M37R.DEDR7E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

9.64%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

20.98%

16.91%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

23.14%

+5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

25.01%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

25.01%

+7.03%

M37R.DE vs. DR7E.DE - Expense Ratio Comparison

M37R.DE has a 0.65% expense ratio, which is higher than DR7E.DE's 0.50% expense ratio.


Dividends

M37R.DE vs. DR7E.DE - Dividend Comparison

Neither M37R.DE nor DR7E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


M37R.DE and DR7E.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DR7E.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DR7E.DE is cheaper with a 0.50% expense ratio, compared with 0.65% for M37R.DE.

M37R.DE tracks Solactive ETC Group Global Metaverse, while DR7E.DE tracks Solactive Autonomous & Electric Vehicles. They also come from different issuers: HANetf and Global X. Their fees differ too: 0.65% for M37R.DE and 0.50% for DR7E.DE.

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