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SY7D.DE vs. DR7E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SY7D.DE vs. DR7E.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 Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). The values are adjusted to include any dividend payments, if applicable.

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SY7D.DE vs. DR7E.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SY7D.DE achieves a -3.26% return, which is significantly lower than DR7E.DE's 5.10% return.


SY7D.DE

1D
-0.72%
1M
-1.95%
YTD
-3.26%
6M
1.45%
1Y
3Y*
5Y*
10Y*

DR7E.DE

1D
-0.25%
1M
0.42%
YTD
5.10%
6M
8.61%
1Y
38.65%
3Y*
9.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SY7D.DE vs. DR7E.DE - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is lower than DR7E.DE's 0.50% expense ratio.


Return for Risk

SY7D.DE vs. DR7E.DE — Risk / Return Rank

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

SY7D.DE

DR7E.DE
DR7E.DE Risk / Return Rank: 8282
Overall Rank
DR7E.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 7171
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9191
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. DR7E.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 Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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. DR7E.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SY7D.DEDR7E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.02

+0.57

Correlation

The correlation between SY7D.DE and DR7E.DE is 0.37, 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. DR7E.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.16%, while DR7E.DE has not paid dividends to shareholders.


Drawdowns

SY7D.DE vs. DR7E.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and DR7E.DE.


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Drawdown Indicators


SY7D.DEDR7E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-40.66%

+31.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

Current Drawdown

Current decline from peak

-6.01%

-6.19%

+0.18%

Average Drawdown

Average peak-to-trough decline

-1.25%

-18.98%

+17.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

SY7D.DE vs. DR7E.DE - Volatility Comparison


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Volatility by Period


SY7D.DEDR7E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

25.83%

-14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

24.76%

-13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

24.76%

-13.62%