YYYY.DE vs. XY7D.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) are both exchange-traded funds - YYYY.DE is a Derivative Income fund actively managed by YieldMax, while XY7D.DE is a S&P 500 fund tracking the Cboe S&P 500 BuyWrite 15% WHT. YYYY.DE is actively managed, while XY7D.DE is passively managed. Over the past year, YYYY.DE returned 12.54% vs 12.07% for XY7D.DE. A 0.57 correlation means they provide meaningful diversification when combined. YYYY.DE charges 0.99%/yr vs 0.45%/yr for XY7D.DE.
Performance
YYYY.DE vs. XY7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly higher than XY7D.DE's 4.40% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.67%
- YTD
- 4.40%
- 6M
- 4.80%
- 1Y
- 12.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. XY7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | 0.52% |
Correlation
The correlation between YYYY.DE and XY7D.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.57 |
The correlation between YYYY.DE and XY7D.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
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Return for Risk
YYYY.DE vs. XY7D.DE — Risk / Return Rank
YYYY.DE
XY7D.DE
YYYY.DE vs. XY7D.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 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.
| YYYY.DE | XY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 3.08 | -2.47 |
| Martin ratioReturn relative to average drawdown | 1.36 | 8.63 | -7.27 |
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
| YYYY.DE | XY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.37 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.34 | +0.29 |
Drawdowns
YYYY.DE vs. XY7D.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, roughly equal to the maximum XY7D.DE drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and XY7D.DE.
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Drawdown Indicators
| YYYY.DE | XY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -20.79% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -3.87% | -16.61% |
Current DrawdownCurrent decline from peak | -2.06% | -5.18% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -7.15% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 1.39% | +7.84% |
Volatility
YYYY.DE vs. XY7D.DE - Volatility Comparison
YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a higher volatility of 5.74% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that YYYY.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
| YYYY.DE | XY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 1.97% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 6.20% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 8.71% | +9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 13.51% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 13.51% | +8.48% |
YYYY.DE vs. XY7D.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than XY7D.DE's 0.45% expense ratio.
Dividends
YYYY.DE vs. XY7D.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, more than XY7D.DE's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 6.70% | 9.21% | 7.75% | 4.30% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% | 0.00% | 0.00% |
Frequently Asked Questions
YYYY.DE and XY7D.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XY7D.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XY7D.DE is cheaper with a 0.45% expense ratio, compared with 0.99% for YYYY.DE.
YYYY.DE is categorized as Derivative Income, while XY7D.DE is S&P 500. They also come from different issuers: YieldMax and Global X. Their fees differ too: 0.99% for YYYY.DE and 0.45% for XY7D.DE.
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