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

Performance

XDPD.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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, XDPD.DE achieves a 7.76% return, which is significantly lower than XY7D.DE's 8.93% return.


XDPD.DE

1D
0.19%
1M
-1.01%
6M
8.74%
YTD
7.76%
1Y
17.59%
3Y*
17.59%
5Y*
10.14%
10Y*

XY7D.DE

1D
0.00%
1M
2.38%
6M
9.03%
YTD
8.93%
1Y
17.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XDPD.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)
7.76%15.06%22.79%7.90%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
8.93%-5.34%23.62%-8.57%

Correlation

The correlation between XDPD.DE and XY7D.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.41

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Return for Risk

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

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

XDPD.DE
XDPD.DE Risk / Return Rank: 5252
Overall Rank
XDPD.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDPD.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDPD.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDPD.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDPD.DE Martin Ratio Rank: 5656
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 7979
Overall Rank
XY7D.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.49

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.02

4.51

-2.49

Martin ratioReturn relative to average drawdown

8.10

13.03

-4.93

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

The current XDPD.DE Sharpe Ratio is 1.46, which is comparable to the XY7D.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XDPD.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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Drawdowns

XDPD.DE vs. XY7D.DE - Drawdown Comparison

The maximum XDPD.DE drawdown since its inception was -34.14%, 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 XDPD.DE and XY7D.DE.


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Drawdown Indicators


XDPD.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-20.79%

-13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-3.87%

-4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Current Drawdown

Current decline from peak

-1.57%

-1.07%

-0.50%

Average Drawdown

Average peak-to-trough decline

-5.85%

-7.09%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.34%

+0.83%

Volatility

XDPD.DE vs. XY7D.DE - Volatility Comparison

Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) has a higher volatility of 4.04% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 3.15%. This indicates that XDPD.DE'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.


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Volatility by Period


XDPD.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.15%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

6.63%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

8.99%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

13.48%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

13.48%

+4.21%

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

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


Dividends

XDPD.DE vs. XY7D.DE - Dividend Comparison

XDPD.DE's dividend yield for the trailing twelve months is around 0.71%, less than XY7D.DE's 7.41% yield.


PositionTTM202520242023202220212020
XDPD.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)
0.71%0.80%0.89%1.04%1.91%0.85%1.43%
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
7.41%9.21%6.13%3.99%0.00%0.00%0.00%

Frequently Asked Questions


XDPD.DE and XY7D.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XDPD.DE tracks S&P 500 Index (EUR Hedged), 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 XDPD.DE and 0.45% for XY7D.DE.

Portfolio Optimizer

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