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

Performance

XDEW.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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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Returns By Period

In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly higher than XY7D.DE's 4.40% return.


XDEW.DE

1D
0.30%
1M
3.90%
YTD
10.39%
6M
10.29%
1Y
18.10%
3Y*
12.12%
5Y*
9.22%
10Y*
11.25%

XY7D.DE

1D
-1.05%
1M
1.67%
YTD
4.40%
6M
4.80%
1Y
12.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEW.DE vs. XY7D.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
10.39%-0.46%18.66%5.14%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
4.40%-5.34%25.87%-8.30%

Correlation

The correlation between XDEW.DE and XY7D.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2023

0.56

The correlation between XDEW.DE and XY7D.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

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

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

XDEW.DE
XDEW.DE Risk / Return Rank: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 4646
Overall Rank
XY7D.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.


XDEW.DEXY7D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

3.51

3.08

+0.43

Martin ratioReturn relative to average drawdown

10.36

8.63

+1.73

XDEW.DE vs. XY7D.DE - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.66, which is comparable to the XY7D.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of XDEW.DE and XY7D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEW.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.37

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.34

+0.34

Drawdowns

XDEW.DE vs. XY7D.DE - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than XY7D.DE's maximum drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and XY7D.DE.


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Drawdown Indicators


XDEW.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-20.79%

-18.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-3.87%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

0.00%

-5.18%

+5.18%

Average Drawdown

Average peak-to-trough decline

-5.39%

-7.15%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.39%

+0.33%

Volatility

XDEW.DE vs. XY7D.DE - Volatility Comparison

Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) have volatilities of 2.06% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEW.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.97%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.20%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

8.71%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

13.51%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

13.51%

+3.35%

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

XDEW.DE has a 0.20% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.


Dividends

XDEW.DE vs. XY7D.DE - Dividend Comparison

XDEW.DE has not paid dividends to shareholders, while XY7D.DE's dividend yield for the trailing twelve months is around 6.70%.


PositionTTM202520242023
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
6.70%9.21%7.75%4.30%

Frequently Asked Questions


XDEW.DE and XY7D.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for XY7D.DE.

XDEW.DE tracks S&P 500 Equal Weight Index, while XY7D.DE tracks Cboe S&P 500 BuyWrite 15% WHT. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.20% for XDEW.DE and 0.45% for XY7D.DE.

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