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Global X SuperDividend ETF (SDIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37950E5490

CUSIP

37950E549

Issuer

Global X

Inception Date

Jun 8, 2011

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Solactive Global SuperDividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SDIV vs. SCHD SDIV vs. SPHD SDIV vs. VHYAX SDIV vs. FEZ SDIV vs. FREL SDIV vs. ICF SDIV vs. VYM SDIV vs. SPY SDIV vs. DGRO SDIV vs. QQQ
Popular comparisons:
SDIV vs. SCHD SDIV vs. SPHD SDIV vs. VHYAX SDIV vs. FEZ SDIV vs. FREL SDIV vs. ICF SDIV vs. VYM SDIV vs. SPY SDIV vs. DGRO SDIV vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X SuperDividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.09%
12.92%
SDIV (Global X SuperDividend ETF)
Benchmark (^GSPC)

Returns By Period

Global X SuperDividend ETF had a return of 4.94% year-to-date (YTD) and 12.04% in the last 12 months. Over the past 10 years, Global X SuperDividend ETF had an annualized return of -3.27%, while the S&P 500 had an annualized return of 11.16%, indicating that Global X SuperDividend ETF did not perform as well as the benchmark.


SDIV

YTD

4.94%

1M

-3.74%

6M

1.09%

1Y

12.04%

5Y (annualized)

-6.80%

10Y (annualized)

-3.27%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SDIV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.73%-1.52%3.29%0.28%6.87%-2.61%3.06%1.10%5.29%-5.44%4.94%
20239.32%-6.60%-4.19%-0.39%-6.66%8.59%5.79%-4.03%-1.71%-5.90%7.14%6.13%5.45%
20221.06%-7.97%2.17%-6.28%0.36%-11.44%2.41%-4.38%-14.34%3.75%10.78%-3.57%-26.41%
20210.86%4.46%3.95%2.45%1.98%-0.87%-5.78%3.72%-2.29%-0.77%-5.71%2.40%3.76%
2020-3.11%-10.69%-38.19%11.98%2.32%5.67%1.72%1.98%-3.84%-0.47%16.03%6.06%-20.89%
201912.28%-2.12%-1.80%-1.14%-4.88%2.95%-0.23%-3.86%5.17%2.35%0.30%4.49%13.04%
20181.74%-6.15%0.74%0.79%1.25%1.07%1.27%-1.26%-0.75%-5.79%1.08%-9.44%-15.07%
20172.35%1.47%0.33%1.50%-1.11%2.46%2.04%-0.55%1.76%-1.73%0.33%2.60%11.95%
2016-6.19%0.33%10.21%3.24%0.10%1.51%4.64%-0.28%0.56%-4.26%0.59%3.01%13.30%
2015-0.65%4.39%-2.28%4.22%-3.52%-3.32%-0.36%-6.59%-3.06%5.53%-1.02%-1.58%-8.62%
2014-3.11%6.64%2.29%2.62%2.33%2.60%-1.39%2.91%-8.09%2.01%-0.29%-3.29%4.49%
20135.20%-0.37%2.10%4.03%-7.24%-3.30%5.68%-2.65%5.84%4.54%-1.38%1.63%13.95%

Expense Ratio

SDIV features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for SDIV: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SDIV is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SDIV is 2222
Combined Rank
The Sharpe Ratio Rank of SDIV is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIV is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SDIV is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SDIV is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SDIV is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SDIV, currently valued at 0.82, compared to the broader market0.002.004.000.822.54
The chart of Sortino ratio for SDIV, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.001.173.40
The chart of Omega ratio for SDIV, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.47
The chart of Calmar ratio for SDIV, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.263.66
The chart of Martin ratio for SDIV, currently valued at 3.27, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.2716.26
SDIV
^GSPC

The current Global X SuperDividend ETF Sharpe ratio is 0.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X SuperDividend ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.82
2.54
SDIV (Global X SuperDividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X SuperDividend ETF provided a 10.91% dividend yield over the last twelve months, with an annual payout of $2.36 per share.


6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.36$2.65$3.41$3.29$3.07$4.64$4.73$4.35$4.34$4.34$4.46$4.85

Dividend yield

10.91%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%6.89%

Monthly Dividends

The table displays the monthly dividend distributions for Global X SuperDividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.21$0.21$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.19$1.94
2023$0.00$0.26$0.26$0.23$0.22$0.22$0.22$0.21$0.21$0.21$0.21$0.42$2.65
2022$0.00$0.30$0.30$0.30$0.30$0.30$0.30$0.30$0.29$0.26$0.26$0.51$3.41
2021$0.00$0.23$0.24$0.26$0.26$0.26$0.26$0.27$0.27$0.27$0.27$0.70$3.29
2020$0.00$0.37$0.37$0.25$0.23$0.23$0.24$0.24$0.24$0.24$0.23$0.45$3.07
2019$0.00$0.41$0.41$0.41$0.41$0.41$0.39$0.38$0.38$0.37$0.37$0.73$4.64
2018$0.00$0.37$0.37$0.37$0.38$0.40$0.41$0.41$0.41$0.41$0.41$0.81$4.73
2017$0.00$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.74$4.35
2016$0.00$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.72$4.34
2015$0.00$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.72$4.34
2014$0.00$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.36$0.85$4.46
2013$0.43$0.40$0.44$0.42$0.42$0.42$0.42$0.40$0.40$0.37$0.74$4.85

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.02%
-0.88%
SDIV (Global X SuperDividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X SuperDividend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X SuperDividend ETF was 56.90%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Global X SuperDividend ETF drawdown is 38.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.9%Jan 29, 2018541Mar 23, 2020
-27.2%Sep 2, 2014365Feb 11, 2016336Jun 13, 2017701
-25.3%Jul 5, 201165Oct 4, 2011312Jan 2, 2013377
-14.38%May 9, 201332Jun 24, 201380Oct 16, 2013112
-6.44%Oct 28, 201333Dec 12, 201343Feb 14, 201476

Volatility

Volatility Chart

The current Global X SuperDividend ETF volatility is 3.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.39%
3.96%
SDIV (Global X SuperDividend ETF)
Benchmark (^GSPC)