SY7D.DE vs. IDVO

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) and Amplify International Enhanced Dividend Income ETF (IDVO).

SY7D.DE and IDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SY7D.DE is a passively managed fund by Global X that tracks the performance of the EURO STOXX 50 Covered Call ATM Index. It was launched on May 6, 2025. IDVO is an actively managed fund by Amplify. It was launched on Sep 8, 2022.

Performance

SY7D.DE vs. IDVO - 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 Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

SY7D.DE vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing	-2.55%	9.52%
IDVO Amplify International Enhanced Dividend Income ETF	10.06%	18.61%

Different Trading Currencies

SY7D.DE is traded in EUR, while IDVO is traded in USD. To make them comparable, the IDVO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SY7D.DE achieves a -2.55% return, which is significantly lower than IDVO's 10.06% return.

SY7D.DE

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

IDVO

• 1D: 1.06%
• 1M: -2.05%
• YTD: 10.06%
• 6M: 14.28%
• 1Y: 28.43%
• 3Y*: 19.27%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SY7D.DE vs. IDVO - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is lower than IDVO's 0.65% expense ratio.

IDVO

Amplify International Enhanced Dividend Income ETF

SY7D.DE

Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing

Return for Risk

SY7D.DE vs. IDVO — Risk / Return Rank

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

IDVO

IDVO Risk / Return Rank: 91
IDVO Sharpe Ratio Rank: 90
IDVO Sortino Ratio Rank: 91
IDVO Omega Ratio Rank: 92
IDVO Calmar Ratio Rank: 89
IDVO Martin Ratio Rank: 91

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. IDVO - 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 Amplify International Enhanced Dividend Income ETF (IDVO). 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.

Sharpe Ratios by Period

	SY7D.DE	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	1.14	-0.47

Correlation

The correlation between SY7D.DE and IDVO is 0.36, 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. IDVO - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, more than IDVO's 5.47% yield.

	TTM	2025	2024	2023	2022
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing	9.09%	6.10%	0.00%	0.00%	0.00%
IDVO Amplify International Enhanced Dividend Income ETF	5.47%	5.42%	6.14%	5.72%	1.96%

Drawdowns

SY7D.DE vs. IDVO - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum IDVO drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and IDVO.

Drawdown Indicators

	SY7D.DE	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-9.48%	-15.46%	+5.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.81%	—
Current Drawdown Current decline from peak	-5.32%	-5.42%	+0.10%
Average Drawdown Average peak-to-trough decline	-1.23%	-2.31%	+1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.96%	—

Volatility

Volatility by Period

	SY7D.DE	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.14%	18.70%	-7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.14%	14.93%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.14%	14.93%	-3.79%