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

Performance

OAMZ.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Amazon (AMZN) Options ETP (OAMZ.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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OAMZ.DE vs. XY7D.DE - Yearly Performance Comparison


2026 (YTD)20252024
OAMZ.DE
IncomeShares Amazon (AMZN) Options ETP
-18.24%-6.83%5.26%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
-0.08%-5.34%5.16%

Returns By Period

In the year-to-date period, OAMZ.DE achieves a -18.24% return, which is significantly lower than XY7D.DE's -0.08% return.


OAMZ.DE

1D
0.04%
1M
1.05%
YTD
-18.24%
6M
-16.03%
1Y
-12.30%
3Y*
5Y*
10Y*

XY7D.DE

1D
0.45%
1M
-1.24%
YTD
-0.08%
6M
4.13%
1Y
1.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

OAMZ.DE has a 0.55% expense ratio, which is higher than XY7D.DE's 0.45% expense ratio.


Return for Risk

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

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

OAMZ.DE
OAMZ.DE Risk / Return Rank: 88
Overall Rank
OAMZ.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OAMZ.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
OAMZ.DE Omega Ratio Rank: 77
Omega Ratio Rank
OAMZ.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
OAMZ.DE Martin Ratio Rank: 99
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 2323
Overall Rank
XY7D.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Amazon (AMZN) Options ETP (OAMZ.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.


OAMZ.DEXY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.09

-0.41

Sortino ratio

Return per unit of downside risk

-0.21

0.23

-0.43

Omega ratio

Gain probability vs. loss probability

0.97

1.04

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.10

1.22

-1.32

Martin ratio

Return relative to average drawdown

-0.23

3.87

-4.10

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

The current OAMZ.DE Sharpe Ratio is -0.32, which is lower than the XY7D.DE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of OAMZ.DE and XY7D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OAMZ.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.09

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.60

-1.02

Correlation

The correlation between OAMZ.DE and XY7D.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OAMZ.DE vs. XY7D.DE - Dividend Comparison

OAMZ.DE's dividend yield for the trailing twelve months is around 13.87%, more than XY7D.DE's 8.06% yield.


TTM202520242023
OAMZ.DE
IncomeShares Amazon (AMZN) Options ETP
13.87%14.46%0.00%0.00%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
8.06%9.21%7.75%4.30%

Drawdowns

OAMZ.DE vs. XY7D.DE - Drawdown Comparison

The maximum OAMZ.DE drawdown since its inception was -32.63%, 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 OAMZ.DE and XY7D.DE.


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Drawdown Indicators


OAMZ.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-20.79%

-11.84%

Max Drawdown (1Y)

Largest decline over 1 year

-32.09%

-7.17%

-24.92%

Current Drawdown

Current decline from peak

-30.76%

-9.25%

-21.51%

Average Drawdown

Average peak-to-trough decline

-15.50%

-5.63%

-9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

1.64%

+12.80%

Volatility

OAMZ.DE vs. XY7D.DE - Volatility Comparison

IncomeShares Amazon (AMZN) Options ETP (OAMZ.DE) has a higher volatility of 7.84% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 2.73%. This indicates that OAMZ.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


OAMZ.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

2.73%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

31.79%

6.39%

+25.40%

Volatility (1Y)

Calculated over the trailing 1-year period

38.46%

14.98%

+23.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.80%

12.25%

+23.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.80%

12.25%

+23.55%