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YYYY.DE vs. SY7D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YYYY.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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, YYYY.DE achieves a -3.33% return, which is significantly lower than SY7D.DE's 0.71% return.


YYYY.DE

1D
0.00%
1M
-8.19%
YTD
-3.33%
6M
-3.46%
1Y
-0.89%
3Y*
5Y*
10Y*

SY7D.DE

1D
0.00%
1M
0.27%
YTD
0.71%
6M
0.54%
1Y
11.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYYY.DE vs. SY7D.DE - Yearly Performance Comparison


Correlation

The correlation between YYYY.DE and SY7D.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since May 26, 2025

0.19

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Return for Risk

YYYY.DE vs. SY7D.DE — Risk / Return Rank

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

YYYY.DE
YYYY.DE Risk / Return Rank: 88
Overall Rank
YYYY.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YYYY.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
YYYY.DE Omega Ratio Rank: 88
Omega Ratio Rank
YYYY.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
YYYY.DE Martin Ratio Rank: 99
Martin Ratio Rank

SY7D.DE
SY7D.DE Risk / Return Rank: 3131
Overall Rank
SY7D.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SY7D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SY7D.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SY7D.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SY7D.DE Martin Ratio Rank: 3434
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.

YYYY.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.


YYYY.DESY7D.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.04

1.22

-1.26

Martin ratioReturn relative to average drawdown

-0.09

4.74

-4.83

YYYY.DE vs. SY7D.DE - Sharpe Ratio Comparison

The current YYYY.DE Sharpe Ratio is -0.05, which is lower than the SY7D.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of YYYY.DE and SY7D.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

YYYY.DE vs. SY7D.DE - Drawdown Comparison

The maximum YYYY.DE drawdown since its inception was -20.48%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and SY7D.DE.


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Drawdown Indicators


YYYY.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.48%

-9.48%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-20.48%

-9.48%

-11.00%

Current Drawdown

Current decline from peak

-11.64%

-2.16%

-9.48%

Average Drawdown

Average peak-to-trough decline

-6.46%

-1.65%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.46%

2.44%

+7.02%

Volatility

YYYY.DE vs. SY7D.DE - Volatility Comparison

YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a higher volatility of 6.72% compared to Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) at 2.47%. This indicates that YYYY.DE's price experiences larger fluctuations and is considered to be riskier than SY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYY.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

2.47%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

9.82%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

11.32%

+8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

11.11%

+10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

11.11%

+10.90%

YYYY.DE vs. SY7D.DE - Expense Ratio Comparison

YYYY.DE has a 0.99% expense ratio, which is higher than SY7D.DE's 0.45% expense ratio.


Dividends

YYYY.DE vs. SY7D.DE - Dividend Comparison

YYYY.DE's dividend yield for the trailing twelve months is around 27.92%, more than SY7D.DE's 10.86% yield.


Frequently Asked Questions


YYYY.DE and SY7D.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SY7D.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SY7D.DE is cheaper with a 0.45% expense ratio, compared with 0.99% for YYYY.DE.

They also come from different issuers: YieldMax and Global X. Their fees differ too: 0.99% for YYYY.DE and 0.45% for SY7D.DE.

Portfolio Optimizer

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