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SY7D.DE vs. ED3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SY7D.DE vs. ED3F.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 Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SY7D.DE achieves a 1.17% return, which is significantly higher than ED3F.DE's 0.02% return.


SY7D.DE

1D
0.26%
1M
1.56%
YTD
1.17%
6M
2.22%
1Y
9.16%
3Y*
5Y*
10Y*

ED3F.DE

1D
-0.42%
1M
-8.21%
YTD
0.02%
6M
4.46%
1Y
-1.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SY7D.DE vs. ED3F.DE - Yearly Performance Comparison


Correlation

The correlation between SY7D.DE and ED3F.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.21

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Return for Risk

SY7D.DE vs. ED3F.DE — Risk / Return Rank

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

SY7D.DE
SY7D.DE Risk / Return Rank: 2424
Overall Rank
SY7D.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SY7D.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SY7D.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SY7D.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SY7D.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ED3F.DE
ED3F.DE Risk / Return Rank: 99
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
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. ED3F.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 Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.


SY7D.DEED3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.17

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

0.96

-0.08

+1.04

Martin ratioReturn relative to average drawdown

3.59

-0.18

+3.77

SY7D.DE vs. ED3F.DE - Sharpe Ratio Comparison

The current SY7D.DE Sharpe Ratio is 0.80, which is higher than the ED3F.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SY7D.DE and ED3F.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SY7D.DEED3F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.06

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.15

+0.75

Drawdowns

SY7D.DE vs. ED3F.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum ED3F.DE drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and ED3F.DE.


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Drawdown Indicators


SY7D.DEED3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-23.91%

+14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-23.91%

+14.43%

Current Drawdown

Current decline from peak

-1.71%

-20.80%

+19.09%

Average Drawdown

Average peak-to-trough decline

-1.61%

-8.37%

+6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

10.25%

-7.71%

Volatility

SY7D.DE vs. ED3F.DE - Volatility Comparison

The current volatility for Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) is 2.81%, while Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a volatility of 10.58%. This indicates that SY7D.DE experiences smaller price fluctuations and is considered to be less risky than ED3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SY7D.DEED3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

10.58%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

22.80%

-13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

30.60%

-19.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.06%

30.42%

-19.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

30.42%

-19.36%

SY7D.DE vs. ED3F.DE - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is higher than ED3F.DE's 0.40% expense ratio.


Dividends

SY7D.DE vs. ED3F.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 10.81%, while ED3F.DE has not paid dividends to shareholders.


Frequently Asked Questions


SY7D.DE and ED3F.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ED3F.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ED3F.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for SY7D.DE.

SY7D.DE is categorized as Derivative Income, while ED3F.DE is Aerospace & Defense. SY7D.DE tracks EURO STOXX 50 Covered Call ATM Index, while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. Their fees differ too: 0.45% for SY7D.DE and 0.40% for ED3F.DE.

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