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4MMR.DE vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

4MMR.DE vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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4MMR.DE vs. SDIV - Yearly Performance Comparison


2026 (YTD)20252024
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
14.51%58.75%13.11%
SDIV
Global X SuperDividend ETF
7.96%13.79%3.01%
Different Trading Currencies

4MMR.DE is traded in EUR, while SDIV is traded in USD. To make them comparable, the SDIV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4MMR.DE achieves a 14.51% return, which is significantly higher than SDIV's 7.96% return.


4MMR.DE

1D
4.32%
1M
-2.93%
YTD
14.51%
6M
7.98%
1Y
47.59%
3Y*
5Y*
10Y*

SDIV

1D
-0.46%
1M
-2.70%
YTD
7.96%
6M
11.17%
1Y
22.92%
3Y*
12.18%
5Y*
0.88%
10Y*
0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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4MMR.DE vs. SDIV - Expense Ratio Comparison


Return for Risk

4MMR.DE vs. SDIV — Risk / Return Rank

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

4MMR.DE
4MMR.DE Risk / Return Rank: 8787
Overall Rank
4MMR.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 8181
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 8888
Overall Rank
SDIV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 8989
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9090
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8282
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9090
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.

4MMR.DE vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and Global X SuperDividend ETF (SDIV). 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.


4MMR.DESDIVDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.37

+0.56

Sortino ratio

Return per unit of downside risk

2.70

1.83

+0.86

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

3.68

1.63

+2.05

Martin ratio

Return relative to average drawdown

9.83

7.34

+2.49

4MMR.DE vs. SDIV - Sharpe Ratio Comparison

The current 4MMR.DE Sharpe Ratio is 1.93, which is higher than the SDIV Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of 4MMR.DE and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


4MMR.DESDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.37

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

2.38

0.15

+2.23

Correlation

The correlation between 4MMR.DE and SDIV is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

4MMR.DE vs. SDIV - Dividend Comparison

4MMR.DE has not paid dividends to shareholders, while SDIV's dividend yield for the trailing twelve months is around 9.13%.


TTM20252024202320222021202020192018201720162015
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.13%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

4MMR.DE vs. SDIV - Drawdown Comparison

The maximum 4MMR.DE drawdown since its inception was -13.28%, smaller than the maximum SDIV drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and SDIV.


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Drawdown Indicators


4MMR.DESDIVDifference

Max Drawdown

Largest peak-to-trough decline

-13.28%

-56.90%

+43.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-13.04%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-5.28%

-17.50%

+12.22%

Average Drawdown

Average peak-to-trough decline

-3.18%

-18.63%

+15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

2.67%

+2.31%

Volatility

4MMR.DE vs. SDIV - Volatility Comparison

Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) has a higher volatility of 7.80% compared to Global X SuperDividend ETF (SDIV) at 5.15%. This indicates that 4MMR.DE's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4MMR.DESDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

5.15%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.91%

8.77%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.63%

16.83%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.84%

15.32%

+9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

18.38%

+6.46%