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QQQY.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQY.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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QQQY.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQQY.DE achieves a -8.31% return, which is significantly lower than SY7D.DE's -3.26% return.


QQQY.DE

1D
-0.20%
1M
-7.01%
YTD
-8.31%
6M
-6.43%
1Y
1.26%
3Y*
5Y*
10Y*

SY7D.DE

1D
-0.72%
1M
-1.95%
YTD
-3.26%
6M
1.45%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQY.DE vs. SY7D.DE - Expense Ratio Comparison

Both QQQY.DE and SY7D.DE have an expense ratio of 0.45%.


Return for Risk

QQQY.DE vs. SY7D.DE — Risk / Return Rank

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

QQQY.DE
QQQY.DE Risk / Return Rank: 1616
Overall Rank
QQQY.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
QQQY.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
QQQY.DE Omega Ratio Rank: 1515
Omega Ratio Rank
QQQY.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
QQQY.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SY7D.DE
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.

QQQY.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.


QQQY.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.04

Sortino ratio

Return per unit of downside risk

0.27

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.64

Martin ratio

Return relative to average drawdown

1.38

QQQY.DE vs. SY7D.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQY.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.59

-0.69

Correlation

The correlation between QQQY.DE and SY7D.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QQQY.DE vs. SY7D.DE - Dividend Comparison

QQQY.DE's dividend yield for the trailing twelve months is around 101.22%, more than SY7D.DE's 9.16% yield.


Drawdowns

QQQY.DE vs. SY7D.DE - Drawdown Comparison

The maximum QQQY.DE drawdown since its inception was -25.57%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for QQQY.DE and SY7D.DE.


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Drawdown Indicators


QQQY.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.57%

-9.48%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

Current Drawdown

Current decline from peak

-20.31%

-6.01%

-14.30%

Average Drawdown

Average peak-to-trough decline

-11.04%

-1.25%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

Volatility

QQQY.DE vs. SY7D.DE - Volatility Comparison


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Volatility by Period


QQQY.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.13%

Volatility (1Y)

Calculated over the trailing 1-year period

28.24%

11.14%

+17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

11.14%

+18.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.15%

11.14%

+18.01%