PortfoliosLab logoPortfoliosLab logo
WDTE vs. XY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDTE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance S&P 500 Enhanced Options & 0DTE Income ETF (WDTE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WDTE vs. XY7D.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WDTE
Defiance S&P 500 Enhanced Options & 0DTE Income ETF
-2.77%13.60%9.85%5.84%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
-1.82%6.87%18.67%1.98%
Different Trading Currencies

WDTE is traded in USD, while XY7D.DE is traded in EUR. To make them comparable, the XY7D.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDTE achieves a -2.77% return, which is significantly lower than XY7D.DE's -1.82% return.


WDTE

1D
0.90%
1M
-3.73%
YTD
-2.77%
6M
-1.32%
1Y
12.35%
3Y*
5Y*
10Y*

XY7D.DE

1D
1.32%
1M
-2.11%
YTD
-1.82%
6M
3.18%
1Y
8.39%
3Y*
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.


WDTE vs. XY7D.DE - Expense Ratio Comparison

WDTE has a 1.01% expense ratio, which is higher than XY7D.DE's 0.45% expense ratio.


Return for Risk

WDTE vs. XY7D.DE — Risk / Return Rank

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

WDTE
WDTE Risk / Return Rank: 4646
Overall Rank
WDTE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WDTE Sortino Ratio Rank: 3838
Sortino Ratio Rank
WDTE Omega Ratio Rank: 4949
Omega Ratio Rank
WDTE Calmar Ratio Rank: 4545
Calmar Ratio Rank
WDTE Martin Ratio Rank: 4848
Martin Ratio Rank

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.

WDTE vs. XY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance S&P 500 Enhanced Options & 0DTE Income ETF (WDTE) 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.


WDTEXY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.55

+0.36

Sortino ratio

Return per unit of downside risk

1.15

0.89

+0.26

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.23

0.94

+0.28

Martin ratio

Return relative to average drawdown

4.92

5.04

-0.12

WDTE vs. XY7D.DE - Sharpe Ratio Comparison

The current WDTE Sharpe Ratio is 0.91, which is higher than the XY7D.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WDTE and XY7D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WDTEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.55

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.74

+0.19

Correlation

The correlation between WDTE and XY7D.DE is 0.38, 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

WDTE vs. XY7D.DE - Dividend Comparison

WDTE's dividend yield for the trailing twelve months is around 36.97%, more than XY7D.DE's 8.09% yield.


TTM202520242023
WDTE
Defiance S&P 500 Enhanced Options & 0DTE Income ETF
36.97%35.78%51.80%16.41%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
8.09%9.21%7.75%4.30%

Drawdowns

WDTE vs. XY7D.DE - Drawdown Comparison

The maximum WDTE drawdown since its inception was -15.85%, smaller than the maximum XY7D.DE drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for WDTE and XY7D.DE.


Loading graphics...

Drawdown Indicators


WDTEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-20.79%

+4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-11.49%

+0.74%

Current Drawdown

Current decline from peak

-4.49%

-9.66%

+5.17%

Average Drawdown

Average peak-to-trough decline

-1.90%

-5.63%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.85%

+0.83%

Volatility

WDTE vs. XY7D.DE - Volatility Comparison

Defiance S&P 500 Enhanced Options & 0DTE Income ETF (WDTE) has a higher volatility of 4.81% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 3.44%. This indicates that WDTE's price experiences larger fluctuations and is considered to be riskier than XY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WDTEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

3.44%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

6.47%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

15.06%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

11.52%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

11.52%

-0.22%