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

Performance

YYYY.DE vs. XY7D.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 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

YYYY.DE
YYYY.DE Risk / Return Rank: 1919
Overall Rank
YYYY.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YYYY.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
YYYY.DE Omega Ratio Rank: 2020
Omega Ratio Rank
YYYY.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
YYYY.DE Martin Ratio Rank: 1616
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 4646
Overall Rank
XY7D.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 5151
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. 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.DEXY7D.DEDifference
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

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

The current YYYY.DE Sharpe Ratio is 0.68, which is lower than the XY7D.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of YYYY.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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Sharpe Ratios by Period


YYYY.DEXY7D.DEDifference

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.DEXY7D.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.06%

-5.18%

+3.12%

Average Drawdown

Average peak-to-trough decline

-6.54%

-7.15%

+0.61%

Ulcer Index

Depth 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.DEXY7D.DEDifference

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.


PositionTTM202520242023
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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