XY7D.DE vs. EFRW.DE
XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) and EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) are both S&P 500 funds - XY7D.DE tracks the Cboe S&P 500 BuyWrite 15% WHT while EFRW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, XY7D.DE returned 11.99% vs 16.94% for EFRW.DE. At a 0.27 correlation, their price movements are largely independent. XY7D.DE charges 0.45%/yr vs 0.17%/yr for EFRW.DE.
Performance
XY7D.DE vs. EFRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XY7D.DE achieves a 4.40% return, which is significantly lower than EFRW.DE's 8.09% return.
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.57%
- YTD
- 4.40%
- 6M
- 4.97%
- 1Y
- 11.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFRW.DE
- 1D
- 0.36%
- 1M
- 3.51%
- YTD
- 8.09%
- 6M
- 9.41%
- 1Y
- 16.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY7D.DE vs. EFRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | 5.48% |
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
Correlation
The correlation between XY7D.DE and EFRW.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.27 |
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Return for Risk
XY7D.DE vs. EFRW.DE — Risk / Return Rank
XY7D.DE
EFRW.DE
XY7D.DE vs. EFRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) and iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.
| XY7D.DE | EFRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.37 | +0.72 |
| Martin ratioReturn relative to average drawdown | 8.63 | 8.32 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XY7D.DE | EFRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.55 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.55 | -1.21 |
Drawdowns
XY7D.DE vs. EFRW.DE - Drawdown Comparison
The maximum XY7D.DE drawdown since its inception was -20.79%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for XY7D.DE and EFRW.DE.
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Drawdown Indicators
| XY7D.DE | EFRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.79% | -7.12% | -13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -7.12% | +3.25% |
Current DrawdownCurrent decline from peak | -5.18% | 0.00% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -1.35% | -5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.03% | -0.64% |
Volatility
XY7D.DE vs. EFRW.DE - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) is 1.97%, while iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) has a volatility of 2.64%. This indicates that XY7D.DE experiences smaller price fluctuations and is considered to be less risky than EFRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XY7D.DE | EFRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.64% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 7.67% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 10.91% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.51% | 11.32% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 11.32% | +2.19% |
XY7D.DE vs. EFRW.DE - Expense Ratio Comparison
XY7D.DE has a 0.45% expense ratio, which is higher than EFRW.DE's 0.17% expense ratio.
Dividends
XY7D.DE vs. EFRW.DE - Dividend Comparison
XY7D.DE's dividend yield for the trailing twelve months is around 6.70%, while EFRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 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
XY7D.DE and EFRW.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRW.DE is cheaper with a 0.17% expense ratio, compared with 0.45% for XY7D.DE.
XY7D.DE tracks Cboe S&P 500 BuyWrite 15% WHT, while EFRW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for XY7D.DE and 0.17% for EFRW.DE.
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