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

Performance

UDIV.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

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


UDIV.DE

1D
0.54%
1M
-1.51%
YTD
8.33%
6M
11.94%
1Y
22.77%
3Y*
15.48%
5Y*
10Y*

SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

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

SY7D.DE
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.

UDIV.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.


UDIV.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

1.58

Sortino ratio

Return per unit of downside risk

1.98

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

1.96

Martin ratio

Return relative to average drawdown

11.27

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


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Sharpe Ratios by Period


UDIV.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.67

-0.45

Correlation

The correlation between UDIV.DE and SY7D.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

UDIV.DE vs. SY7D.DE - Dividend Comparison

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


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

Drawdowns

UDIV.DE vs. SY7D.DE - Drawdown Comparison

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


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Drawdown Indicators


UDIV.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.76%

-9.48%

-20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

Current Drawdown

Current decline from peak

-1.51%

-5.32%

+3.81%

Average Drawdown

Average peak-to-trough decline

-11.72%

-1.23%

-10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

UDIV.DE vs. SY7D.DE - Volatility Comparison


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Volatility by Period


UDIV.DESY7D.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

14.41%

11.14%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

11.14%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

11.14%

+4.43%