PortfoliosLab logoPortfoliosLab logo
SY7D.DE vs. UDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SY7D.DE vs. UDIV.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 SuperDividend UCITS ETF USD Distributing (UDIV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Returns By Period

In the year-to-date period, SY7D.DE achieves a -2.55% return, which is significantly lower than UDIV.DE's 8.33% return.


SY7D.DE

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

UDIV.DE

1D
0.54%
1M
-1.51%
YTD
8.33%
6M
11.94%
1Y
22.77%
3Y*
15.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both SY7D.DE and UDIV.DE have an expense ratio of 0.45%.


Return for Risk

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

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

SY7D.DE

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8686
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. UDIV.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 SuperDividend UCITS ETF USD Distributing (UDIV.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. UDIV.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


SY7D.DEUDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.22

+0.45

Correlation

The correlation between SY7D.DE and UDIV.DE is 0.34, 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. UDIV.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, more than UDIV.DE's 8.96% yield.


TTM2025202420232022
SY7D.DE
Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing
9.09%6.10%0.00%0.00%0.00%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.96%9.75%14.48%18.90%8.94%

Drawdowns

SY7D.DE vs. UDIV.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum UDIV.DE drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and UDIV.DE.


Loading graphics...

Drawdown Indicators


SY7D.DEUDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-29.76%

+20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

Current Drawdown

Current decline from peak

-5.32%

-1.51%

-3.81%

Average Drawdown

Average peak-to-trough decline

-1.23%

-11.72%

+10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

SY7D.DE vs. UDIV.DE - Volatility Comparison


Loading graphics...

Volatility by Period


SY7D.DEUDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

14.41%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

15.57%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

15.57%

-4.43%