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WNDY.DE vs. SPQH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WNDY.DE vs. SPQH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

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WNDY.DE vs. SPQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
21.21%17.05%-14.98%-22.59%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
-2.09%-4.41%21.88%6.82%

Returns By Period

In the year-to-date period, WNDY.DE achieves a 21.21% return, which is significantly higher than SPQH.DE's -2.09% return.


WNDY.DE

1D
-0.64%
1M
8.57%
YTD
21.21%
6M
26.74%
1Y
46.24%
3Y*
-0.52%
5Y*
10Y*

SPQH.DE

1D
-0.23%
1M
-2.58%
YTD
-2.09%
6M
0.62%
1Y
1.05%
3Y*
6.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WNDY.DE vs. SPQH.DE - Expense Ratio Comparison

Both WNDY.DE and SPQH.DE have an expense ratio of 0.50%.


Return for Risk

WNDY.DE vs. SPQH.DE — Risk / Return Rank

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

WNDY.DE
WNDY.DE Risk / Return Rank: 9292
Overall Rank
WNDY.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 8888
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 9595
Martin Ratio Rank

SPQH.DE
SPQH.DE Risk / Return Rank: 1515
Overall Rank
SPQH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 2020
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.

WNDY.DE vs. SPQH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.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.


WNDY.DESPQH.DEDifference

Sharpe ratio

Return per unit of total volatility

2.08

0.07

+2.00

Sortino ratio

Return per unit of downside risk

2.70

0.20

+2.50

Omega ratio

Gain probability vs. loss probability

1.37

1.03

+0.34

Calmar ratio

Return relative to maximum drawdown

6.51

0.46

+6.05

Martin ratio

Return relative to average drawdown

18.88

1.56

+17.32

WNDY.DE vs. SPQH.DE - Sharpe Ratio Comparison

The current WNDY.DE Sharpe Ratio is 2.08, which is higher than the SPQH.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of WNDY.DE and SPQH.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.


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Sharpe Ratios by Period


WNDY.DESPQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.07

+2.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.59

-0.76

Correlation

The correlation between WNDY.DE and SPQH.DE is 0.14, 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

WNDY.DE vs. SPQH.DE - Dividend Comparison

Neither WNDY.DE nor SPQH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WNDY.DE vs. SPQH.DE - Drawdown Comparison

The maximum WNDY.DE drawdown since its inception was -52.12%, which is greater than SPQH.DE's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and SPQH.DE.


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Drawdown Indicators


WNDY.DESPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.12%

-17.68%

-34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-10.50%

+0.35%

Current Drawdown

Current decline from peak

-21.04%

-8.43%

-12.61%

Average Drawdown

Average peak-to-trough decline

-30.45%

-3.98%

-26.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.10%

-0.55%

Volatility

WNDY.DE vs. SPQH.DE - Volatility Comparison

Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a higher volatility of 7.70% compared to Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) at 2.11%. This indicates that WNDY.DE's price experiences larger fluctuations and is considered to be riskier than SPQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNDY.DESPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

2.11%

+5.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

5.38%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

14.88%

+7.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

11.03%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

11.03%

+10.15%