SPQH.DE vs. WNDY.DE
Compare and contrast key facts about Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE).
SPQH.DE and WNDY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPQH.DE is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index. It was launched on Feb 21, 2023. WNDY.DE is a passively managed fund by Global X that tracks the performance of the Solactive Wind Energy. It was launched on Feb 8, 2022. Both SPQH.DE and WNDY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPQH.DE vs. WNDY.DE - Performance Comparison
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SPQH.DE vs. WNDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPQH.DE Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating | -1.86% | -4.41% | 21.88% | 6.82% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 21.99% | 17.05% | -14.98% | -22.59% |
Returns By Period
In the year-to-date period, SPQH.DE achieves a -1.86% return, which is significantly lower than WNDY.DE's 21.99% return.
SPQH.DE
- 1D
- -1.05%
- 1M
- -2.14%
- YTD
- -1.86%
- 6M
- 0.93%
- 1Y
- 0.99%
- 3Y*
- 6.74%
- 5Y*
- —
- 10Y*
- —
WNDY.DE
- 1D
- 0.03%
- 1M
- 4.95%
- YTD
- 21.99%
- 6M
- 28.09%
- 1Y
- 47.78%
- 3Y*
- -0.44%
- 5Y*
- —
- 10Y*
- —
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SPQH.DE vs. WNDY.DE - Expense Ratio Comparison
Both SPQH.DE and WNDY.DE have an expense ratio of 0.50%.
Return for Risk
SPQH.DE vs. WNDY.DE — Risk / Return Rank
SPQH.DE
WNDY.DE
SPQH.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 Tail Hedge UCITS ETF USD Accumulating (SPQH.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.
| SPQH.DE | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 2.15 | -2.08 |
Sortino ratioReturn per unit of downside risk | 0.20 | 2.78 | -2.58 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.39 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 4.65 | -4.52 |
Martin ratioReturn relative to average drawdown | 0.42 | 16.10 | -15.68 |
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
| SPQH.DE | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 2.15 | -2.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.16 | +0.76 |
Correlation
The correlation between SPQH.DE and WNDY.DE is 0.14, 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
SPQH.DE vs. WNDY.DE - Dividend Comparison
Neither SPQH.DE nor WNDY.DE has paid dividends to shareholders.
Drawdowns
SPQH.DE vs. WNDY.DE - Drawdown Comparison
The maximum SPQH.DE drawdown since its inception was -17.68%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for SPQH.DE and WNDY.DE.
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Drawdown Indicators
| SPQH.DE | WNDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.68% | -52.12% | +34.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -11.33% | +0.83% |
Current DrawdownCurrent decline from peak | -8.22% | -20.53% | +12.31% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -30.46% | +26.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.93% | +0.17% |
Volatility
SPQH.DE vs. WNDY.DE - Volatility Comparison
The current volatility for Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) is 2.16%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 8.00%. This indicates that SPQH.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
| SPQH.DE | WNDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 8.00% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.38% | 14.77% | -9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 22.17% | -7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 21.19% | -10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.03% | 21.19% | -10.16% |