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

Performance

SY7D.DE vs. CAUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, SY7D.DE achieves a -2.55% return, which is significantly lower than CAUT.DE's -0.16% return.


SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*

CAUT.DE

1D
-1.25%
1M
0.78%
YTD
-0.16%
6M
-6.22%
1Y
26.92%
3Y*
-1.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SY7D.DE has a 0.45% expense ratio, which is lower than CAUT.DE's 0.68% expense ratio.


Return for Risk

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

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

SY7D.DE

CAUT.DE
CAUT.DE Risk / Return Rank: 4545
Overall Rank
CAUT.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CAUT.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
CAUT.DE Omega Ratio Rank: 4141
Omega Ratio Rank
CAUT.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
CAUT.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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


SY7D.DECAUT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.28

+0.95

Correlation

The correlation between SY7D.DE and CAUT.DE is 0.08, 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

SY7D.DE vs. CAUT.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, while CAUT.DE has not paid dividends to shareholders.


Drawdowns

SY7D.DE vs. CAUT.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum CAUT.DE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and CAUT.DE.


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Drawdown Indicators


SY7D.DECAUT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-69.24%

+59.76%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

Current Drawdown

Current decline from peak

-5.32%

-44.33%

+39.01%

Average Drawdown

Average peak-to-trough decline

-1.23%

-45.76%

+44.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

Volatility

SY7D.DE vs. CAUT.DE - Volatility Comparison


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Volatility by Period


SY7D.DECAUT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

Volatility (6M)

Calculated over the trailing 6-month period

21.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

29.86%

-18.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

33.34%

-22.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

33.34%

-22.20%