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

Performance

XY7D.DE vs. XDEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XY7D.DE having a 9.89% return and XDEE.DE slightly lower at 9.69%.


XY7D.DE

1D
0.00%
1M
3.05%
6M
8.12%
YTD
9.89%
1Y
16.69%
3Y*
9.43%
5Y*
10Y*

XDEE.DE

1D
0.00%
1M
0.25%
6M
7.26%
YTD
9.69%
1Y
15.44%
3Y*
11.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XY7D.DE
Global X S&P 500 Covered Call UCITS ETF Inc
9.89%-5.34%23.62%-8.57%
XDEE.DE
Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)
9.69%9.31%10.02%5.40%

Correlation

The correlation between XY7D.DE and XDEE.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

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

0.29

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Return for Risk

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

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

XY7D.DE
XY7D.DE Risk / Return Rank: 7878
Overall Rank
XY7D.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 8181
Martin Ratio Rank

XDEE.DE
XDEE.DE Risk / Return Rank: 5151
Overall Rank
XDEE.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XDEE.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XDEE.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XDEE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDEE.DE Martin Ratio Rank: 5353
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.

XY7D.DE vs. XDEE.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 Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.


XY7D.DEXDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

4.33

2.13

+2.20

Martin ratioReturn relative to average drawdown

12.50

7.50

+5.00

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

The current XY7D.DE Sharpe Ratio is 1.87, which is higher than the XDEE.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XY7D.DE and XDEE.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

XY7D.DE vs. XDEE.DE - Drawdown Comparison

The maximum XY7D.DE drawdown since its inception was -20.79%, smaller than the maximum XDEE.DE drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for XY7D.DE and XDEE.DE.


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Drawdown Indicators


XY7D.DEXDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.79%

-22.64%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-7.23%

+3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.79%

-18.93%

-1.86%

Current Drawdown

Current decline from peak

-0.38%

-0.82%

+0.44%

Average Drawdown

Average peak-to-trough decline

-7.02%

-7.27%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.05%

-0.71%

Volatility

XY7D.DE vs. XDEE.DE - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) is 2.34%, while Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) has a volatility of 2.96%. This indicates that XY7D.DE experiences smaller price fluctuations and is considered to be less risky than XDEE.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.DEXDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.96%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

7.90%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

10.96%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

16.20%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.43%

16.20%

-2.77%

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

XY7D.DE has a 0.45% expense ratio, which is higher than XDEE.DE's 0.30% expense ratio.


Dividends

XY7D.DE vs. XDEE.DE - Dividend Comparison

XY7D.DE's dividend yield for the trailing twelve months is around 8.21%, while XDEE.DE has not paid dividends to shareholders.


PositionTTM202520242023
XDEE.DE
Xtrackers 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
8.21%9.21%6.13%3.99%

Frequently Asked Questions


XY7D.DE and XDEE.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEE.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for XY7D.DE.

XY7D.DE tracks Cboe S&P 500 BuyWrite 15% WHT, while XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged). They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.45% for XY7D.DE and 0.30% for XDEE.DE.

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