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SY7D.DE vs. XB0T.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SY7D.DE vs. XB0T.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 Robotics & Artificial Intelligence UCITS ETF USD Accumulating (XB0T.DE). The values are adjusted to include any dividend payments, if applicable.

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SY7D.DE vs. XB0T.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SY7D.DE achieves a -2.55% return, which is significantly higher than XB0T.DE's -5.13% return.


SY7D.DE

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

XB0T.DE

1D
5.14%
1M
-8.21%
YTD
-5.13%
6M
-1.46%
1Y
13.21%
3Y*
8.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SY7D.DE vs. XB0T.DE - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is lower than XB0T.DE's 0.50% expense ratio.


Return for Risk

SY7D.DE vs. XB0T.DE — Risk / Return Rank

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

SY7D.DE

XB0T.DE
XB0T.DE Risk / Return Rank: 2828
Overall Rank
XB0T.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XB0T.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XB0T.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XB0T.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XB0T.DE Martin Ratio Rank: 2929
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. XB0T.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 Robotics & Artificial Intelligence UCITS ETF USD Accumulating (XB0T.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. XB0T.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SY7D.DEXB0T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.10

+0.77

Correlation

The correlation between SY7D.DE and XB0T.DE is 0.39, 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. XB0T.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, while XB0T.DE has not paid dividends to shareholders.


Drawdowns

SY7D.DE vs. XB0T.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum XB0T.DE drawdown of -45.53%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and XB0T.DE.


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Drawdown Indicators


SY7D.DEXB0T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-45.53%

+36.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

Current Drawdown

Current decline from peak

-5.32%

-11.70%

+6.38%

Average Drawdown

Average peak-to-trough decline

-1.23%

-21.60%

+20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

Volatility

SY7D.DE vs. XB0T.DE - Volatility Comparison


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Volatility by Period


SY7D.DEXB0T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

26.16%

-15.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

25.99%

-14.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

25.99%

-14.85%