SPQB.DE vs. WNDY.DE
SPQB.DE (Global X S&P 500 Quarterly Buffer UCITS ETF) and WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) are both exchange-traded funds - SPQB.DE is a S&P 500 fund tracking the Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while WNDY.DE is a Energy Equities fund tracking the Solactive Wind Energy. Both are passively managed. Over the past 3 years, SPQB.DE returned 9.37%/yr vs -0.54%/yr for WNDY.DE. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.
Performance
SPQB.DE vs. WNDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPQB.DE achieves a 5.30% return, which is significantly lower than WNDY.DE's 17.83% return.
SPQB.DE
- 1D
- -0.13%
- 1M
- 1.48%
- YTD
- 5.30%
- 6M
- 5.62%
- 1Y
- 10.99%
- 3Y*
- 9.37%
- 5Y*
- —
- 10Y*
- —
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.34%
- YTD
- 17.83%
- 6M
- 18.89%
- 1Y
- 39.65%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
SPQB.DE vs. WNDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPQB.DE Global X S&P 500 Quarterly Buffer UCITS ETF | 5.30% | -0.77% | 20.64% | 10.42% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.59% |
Correlation
The correlation between SPQB.DE and WNDY.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.15 |
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Return for Risk
SPQB.DE vs. WNDY.DE — Risk / Return Rank
SPQB.DE
WNDY.DE
SPQB.DE vs. WNDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) and Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.
| SPQB.DE | WNDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 4.67 | -1.14 |
| Martin ratioReturn relative to average drawdown | 9.14 | 14.81 | -5.67 |
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
| SPQB.DE | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.96 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | -0.19 | +1.30 |
Drawdowns
SPQB.DE vs. WNDY.DE - Drawdown Comparison
The maximum SPQB.DE drawdown since its inception was -16.15%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for SPQB.DE and WNDY.DE.
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Drawdown Indicators
| SPQB.DE | WNDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -52.12% | +35.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -8.45% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | -38.56% | +22.41% |
Current DrawdownCurrent decline from peak | -0.13% | -23.24% | +23.11% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -30.02% | +27.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 2.67% | -1.47% |
Volatility
SPQB.DE vs. WNDY.DE - Volatility Comparison
The current volatility for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) is 1.19%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 5.39%. This indicates that SPQB.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPQB.DE | WNDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 5.39% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 14.34% | -10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 20.15% | -12.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.54% | 21.04% | -11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.54% | 21.04% | -11.50% |
SPQB.DE vs. WNDY.DE - Expense Ratio Comparison
Both SPQB.DE and WNDY.DE have an expense ratio of 0.50%.
Dividends
SPQB.DE vs. WNDY.DE - Dividend Comparison
Neither SPQB.DE nor WNDY.DE has paid dividends to shareholders.
Frequently Asked Questions
SPQB.DE and WNDY.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPQB.DE and WNDY.DE have the same expense ratio: 0.50% per year.
SPQB.DE is categorized as S&P 500, while WNDY.DE is Energy Equities. SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while WNDY.DE tracks Solactive Wind Energy.
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