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AOD vs. DIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AOD vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AOD:

0.26

DIV:

0.80

Sortino Ratio

AOD:

0.57

DIV:

1.07

Omega Ratio

AOD:

1.08

DIV:

1.15

Calmar Ratio

AOD:

0.07

DIV:

0.88

Martin Ratio

AOD:

1.06

DIV:

2.87

Ulcer Index

AOD:

5.69%

DIV:

3.80%

Daily Std Dev

AOD:

18.83%

DIV:

14.51%

Max Drawdown

AOD:

-88.10%

DIV:

-52.74%

Current Drawdown

AOD:

-79.57%

DIV:

-4.11%

Returns By Period

In the year-to-date period, AOD achieves a 6.18% return, which is significantly higher than DIV's 2.40% return. Over the past 10 years, AOD has underperformed DIV with an annualized return of 0.28%, while DIV has yielded a comparatively higher 2.80% annualized return.


AOD

YTD
6.18%
1M
4.45%
6M
4.94%
1Y
4.81%
3Y*
3.09%
5Y*
2.66%
10Y*
0.28%

DIV

YTD
2.40%
1M
1.65%
6M
2.80%
1Y
11.53%
3Y*
3.93%
5Y*
10.74%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Abrdn Total Dynamic Dividend Fund

Global X SuperDividend U.S. ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AOD vs. DIV — Risk-Adjusted Performance Rank

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

AOD
The Risk-Adjusted Performance Rank of AOD is 5151
Overall Rank
The Sharpe Ratio Rank of AOD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AOD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AOD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of AOD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AOD is 5959
Martin Ratio Rank

DIV
The Risk-Adjusted Performance Rank of DIV is 5858
Overall Rank
The Sharpe Ratio Rank of DIV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DIV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DIV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DIV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DIV is 5959
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.

AOD vs. DIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and Global X SuperDividend U.S. ETF (DIV). 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 AOD Sharpe Ratio is 0.26, which is lower than the DIV Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AOD and DIV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between AOD and DIV is 0.65, 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.


Dividends

AOD vs. DIV - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 12.63%, more than DIV's 6.86% yield.


TTM20242023202220212020201920182017201620152014
AOD
Abrdn Total Dynamic Dividend Fund
12.63%10.77%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%
DIV
Global X SuperDividend U.S. ETF
6.86%5.75%7.14%6.62%5.26%8.04%7.67%7.09%5.95%6.80%8.40%5.34%

Drawdowns

AOD vs. DIV - Drawdown Comparison

The maximum AOD drawdown since its inception was -88.10%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for AOD and DIV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AOD vs. DIV - Volatility Comparison

Abrdn Total Dynamic Dividend Fund (AOD) and Global X SuperDividend U.S. ETF (DIV) have volatilities of 2.81% and 2.68%, 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.


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