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ALTY vs. SDEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALTY and SDEM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ALTY vs. SDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Alternative Income ETF (ALTY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
63.81%
4.38%
ALTY
SDEM

Key characteristics

Sharpe Ratio

ALTY:

0.83

SDEM:

0.36

Sortino Ratio

ALTY:

1.20

SDEM:

0.63

Omega Ratio

ALTY:

1.17

SDEM:

1.08

Calmar Ratio

ALTY:

0.88

SDEM:

0.23

Martin Ratio

ALTY:

4.13

SDEM:

0.91

Ulcer Index

ALTY:

2.14%

SDEM:

7.35%

Daily Std Dev

ALTY:

10.75%

SDEM:

18.21%

Max Drawdown

ALTY:

-51.47%

SDEM:

-47.38%

Current Drawdown

ALTY:

-3.83%

SDEM:

-18.96%

Returns By Period

In the year-to-date period, ALTY achieves a 0.61% return, which is significantly lower than SDEM's 10.67% return.


ALTY

YTD

0.61%

1M

6.95%

6M

-0.56%

1Y

8.81%

5Y*

10.63%

10Y*

N/A

SDEM

YTD

10.67%

1M

11.76%

6M

6.63%

1Y

6.43%

5Y*

5.46%

10Y*

-0.94%

*Annualized

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ALTY vs. SDEM - Expense Ratio Comparison

ALTY has a 0.50% expense ratio, which is lower than SDEM's 0.67% expense ratio.


Risk-Adjusted Performance

ALTY vs. SDEM — Risk-Adjusted Performance Rank

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

ALTY
The Risk-Adjusted Performance Rank of ALTY is 7777
Overall Rank
The Sharpe Ratio Rank of ALTY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ALTY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ALTY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ALTY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ALTY is 8282
Martin Ratio Rank

SDEM
The Risk-Adjusted Performance Rank of SDEM is 4343
Overall Rank
The Sharpe Ratio Rank of SDEM is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SDEM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SDEM is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SDEM is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SDEM is 4040
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.

ALTY vs. SDEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Alternative Income ETF (ALTY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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.


The current ALTY Sharpe Ratio is 0.83, which is higher than the SDEM Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ALTY and SDEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.83
0.36
ALTY
SDEM

Dividends

ALTY vs. SDEM - Dividend Comparison

ALTY's dividend yield for the trailing twelve months is around 8.27%, more than SDEM's 6.39% yield.


TTM2024202320222021202020192018201720162015
ALTY
Global X Alternative Income ETF
8.27%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
6.39%7.28%7.50%8.23%8.14%6.30%6.47%6.55%5.01%5.06%6.14%

Drawdowns

ALTY vs. SDEM - Drawdown Comparison

The maximum ALTY drawdown since its inception was -51.47%, which is greater than SDEM's maximum drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for ALTY and SDEM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.83%
-18.96%
ALTY
SDEM

Volatility

ALTY vs. SDEM - Volatility Comparison

Global X Alternative Income ETF (ALTY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM) have volatilities of 5.93% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
5.93%
5.87%
ALTY
SDEM