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SY7D.DE vs. XY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SY7D.DE vs. XY7D.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 S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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SY7D.DE vs. XY7D.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 XY7D.DE's -0.53% return.


SY7D.DE

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

XY7D.DE

1D
0.95%
1M
-1.31%
YTD
-0.53%
6M
4.38%
1Y
0.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SY7D.DE vs. XY7D.DE - Expense Ratio Comparison

Both SY7D.DE and XY7D.DE have an expense ratio of 0.45%.


Return for Risk

SY7D.DE vs. XY7D.DE — Risk / Return Rank

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

SY7D.DE

XY7D.DE
XY7D.DE Risk / Return Rank: 1313
Overall Rank
XY7D.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 1515
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. XY7D.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 S&P 500 Covered Call UCITS ETF Inc (XY7D.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. XY7D.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SY7D.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.59

+0.08

Correlation

The correlation between SY7D.DE and XY7D.DE is 0.27, 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. XY7D.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, more than XY7D.DE's 8.09% yield.


Drawdowns

SY7D.DE vs. XY7D.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum XY7D.DE drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and XY7D.DE.


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Drawdown Indicators


SY7D.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-20.79%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

Current Drawdown

Current decline from peak

-5.32%

-9.66%

+4.34%

Average Drawdown

Average peak-to-trough decline

-1.23%

-5.63%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

SY7D.DE vs. XY7D.DE - Volatility Comparison


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Volatility by Period


SY7D.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

14.99%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

12.25%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

12.25%

-1.11%