SY7D.DE vs. IDVO
SY7D.DE (Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both Derivative Income funds. SY7D.DE is passively managed, while IDVO is actively managed. Over the past year, SY7D.DE returned 9.23% vs 30.79% for IDVO. At a 0.37 correlation, their price movements are largely independent. SY7D.DE charges 0.45%/yr vs 0.65%/yr for IDVO.
Performance
SY7D.DE vs. IDVO - Performance Comparison
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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 1.17% return, which is significantly lower than IDVO's 13.41% return.
SY7D.DE
- 1D
- 0.26%
- 1M
- 1.11%
- YTD
- 1.17%
- 6M
- 2.18%
- 1Y
- 9.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDVO
- 1D
- -2.50%
- 1M
- -1.85%
- YTD
- 13.41%
- 6M
- 13.40%
- 1Y
- 30.79%
- 3Y*
- 19.40%
- 5Y*
- —
- 10Y*
- —
SY7D.DE vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 1.17% | 9.52% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 13.41% | 18.61% |
Correlation
The correlation between SY7D.DE and IDVO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 9, 2025 | 0.37 |
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Return for Risk
SY7D.DE vs. IDVO — Risk / Return Rank
SY7D.DE
IDVO
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 CWP 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.
| SY7D.DE | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 3.64 | -2.67 |
| Martin ratioReturn relative to average drawdown | 3.59 | 15.30 | -11.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SY7D.DE | IDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.12 | -1.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.14 | -0.24 |
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.
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Drawdown Indicators
| SY7D.DE | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.48% | -18.80% | +9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -8.51% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.80% | — |
Current DrawdownCurrent decline from peak | -1.71% | -2.83% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -2.46% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.02% | +0.52% |
Volatility
SY7D.DE vs. IDVO - Volatility Comparison
The current volatility for Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) is 2.81%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 4.79%. This indicates that SY7D.DE experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SY7D.DE | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 4.79% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 11.83% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 14.62% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 14.95% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 14.95% | -3.89% |
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.
Dividends
SY7D.DE vs. IDVO - Dividend Comparison
SY7D.DE's dividend yield for the trailing twelve months is around 10.81%, more than IDVO's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.62% | 5.42% | 6.14% | 5.72% | 1.96% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 10.81% | 6.10% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SY7D.DE and IDVO have a correlation of 0.39, 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 0.65% for IDVO.
They also come from different issuers: Global X and Amplify. Their fees differ too: 0.45% for SY7D.DE and 0.65% for IDVO.
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