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SY7D.DE vs. GN0M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SY7D.DE vs. GN0M.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 Genomics & Biotechnology UCITS ETF (GN0M.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 lower than GN0M.DE's 12.99% return.


SY7D.DE

1D
0.26%
1M
1.11%
YTD
1.17%
6M
2.18%
1Y
9.23%
3Y*
5Y*
10Y*

GN0M.DE

1D
5.61%
1M
13.54%
YTD
12.99%
6M
10.44%
1Y
55.70%
3Y*
-1.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SY7D.DE vs. GN0M.DE - Yearly Performance Comparison


Correlation

The correlation between SY7D.DE and GN0M.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since May 9, 2025

0.30

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Return for Risk

SY7D.DE vs. GN0M.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

GN0M.DE
GN0M.DE Risk / Return Rank: 5858
Overall Rank
GN0M.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GN0M.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
GN0M.DE Omega Ratio Rank: 5454
Omega Ratio Rank
GN0M.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GN0M.DE Martin Ratio Rank: 5050
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. GN0M.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 Genomics & Biotechnology UCITS ETF (GN0M.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.DEGN0M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

0.96

3.32

-2.36

Martin ratioReturn relative to average drawdown

3.59

8.35

-4.76

SY7D.DE vs. GN0M.DE - Sharpe Ratio Comparison

The current SY7D.DE Sharpe Ratio is 0.80, which is lower than the GN0M.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SY7D.DE and GN0M.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.DEGN0M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.00

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

-0.34

+1.25

Drawdowns

SY7D.DE vs. GN0M.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum GN0M.DE drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and GN0M.DE.


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Drawdown Indicators


SY7D.DEGN0M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-67.19%

+57.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-16.68%

+7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-48.32%

Current Drawdown

Current decline from peak

-1.71%

-41.03%

+39.32%

Average Drawdown

Average peak-to-trough decline

-1.61%

-43.13%

+41.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

6.65%

-4.11%

Volatility

SY7D.DE vs. GN0M.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 Genomics & Biotechnology UCITS ETF (GN0M.DE) has a volatility of 8.15%. This indicates that SY7D.DE experiences smaller price fluctuations and is considered to be less risky than GN0M.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.DEGN0M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

8.15%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

19.69%

-10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

27.68%

-16.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.06%

31.49%

-20.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

31.49%

-20.43%

SY7D.DE vs. GN0M.DE - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is lower than GN0M.DE's 0.50% expense ratio.


Dividends

SY7D.DE vs. GN0M.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 10.81%, while GN0M.DE has not paid dividends to shareholders.


Frequently Asked Questions


SY7D.DE and GN0M.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SY7D.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SY7D.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for GN0M.DE.

SY7D.DE is categorized as Derivative Income, while GN0M.DE is Health & Biotech Equities. SY7D.DE tracks EURO STOXX 50 Covered Call ATM Index, while GN0M.DE tracks Solactive Genomics. Their fees differ too: 0.45% for SY7D.DE and 0.50% for GN0M.DE.

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