AQLT vs. SDIV

Last updated Jun 24, 2026

AQLT (iShares MSCI Global Quality Factor ETF) and SDIV (Global X SuperDividend ETF) are both Global Equities funds - AQLT tracks the MSCI ACWI Quality Index (Net) while SDIV tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past year, AQLT returned 25.81% vs 20.36% for SDIV. A 0.59 correlation means they provide meaningful diversification when combined. AQLT charges 0.20%/yr vs 0.58%/yr for SDIV.

Performance

AQLT vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Quality Factor ETF (AQLT) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AQLT achieves a 9.98% return, which is significantly higher than SDIV's 4.72% return.

AQLT

• 1D: -1.93%
• 1M: -1.43%
• YTD: 9.98%
• 6M: 9.31%
• 1Y: 25.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIV

• 1D: 0.04%
• 1M: -2.85%
• YTD: 4.72%
• 6M: 5.07%
• 1Y: 20.36%
• 3Y*: 14.94%
• 5Y*: -0.74%
• 10Y*: 0.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AQLT vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AQLT iShares MSCI Global Quality Factor ETF	9.98%	17.65%	-3.38%
SDIV Global X SuperDividend ETF	4.72%	29.12%	-3.18%

Correlation

The correlation between AQLT and SDIV is 0.54, 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	0.54
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024	0.59

The correlation between AQLT and SDIV has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

Return for Risk

AQLT vs. SDIV — Risk / Return Rank

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

AQLT

AQLT Risk / Return Rank: 59
AQLT Sharpe Ratio Rank: 60
AQLT Sortino Ratio Rank: 60
AQLT Omega Ratio Rank: 59
AQLT Calmar Ratio Rank: 53
AQLT Martin Ratio Rank: 64

SDIV

SDIV Risk / Return Rank: 50
SDIV Sharpe Ratio Rank: 48
SDIV Sortino Ratio Rank: 46
SDIV Omega Ratio Rank: 45
SDIV Calmar Ratio Rank: 59
SDIV Martin Ratio Rank: 52

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.

AQLT vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AQLT	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.61	+0.23
Sortino ratio: Return per unit of downside risk	2.60	2.23	+0.37
Omega ratio: Gain probability vs. loss probability	1.33	1.28	+0.05
Calmar ratio: Return relative to maximum drawdown	2.43	2.78	-0.36
Martin ratio: Return relative to average drawdown	10.79	8.64	+2.14

AQLT vs. SDIV - Sharpe Ratio Comparison

The current AQLT Sharpe Ratio is 1.84, which is comparable to the SDIV Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of AQLT and SDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AQLT vs. SDIV - Drawdown Comparison

The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for AQLT and SDIV.

Drawdown Indicators

	AQLT	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-16.84%	-56.90%	+40.06%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-7.35%	-3.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-2.57%	-18.75%	+16.18%
Average Drawdown Average peak-to-trough decline	-2.31%	-18.58%	+16.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	2.36%	+0.04%

Volatility

AQLT vs. SDIV - Volatility Comparison

iShares MSCI Global Quality Factor ETF (AQLT) has a higher volatility of 5.33% compared to Global X SuperDividend ETF (SDIV) at 3.88%. This indicates that AQLT'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.

Volatility by Period

	AQLT	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	3.88%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	9.90%	+1.88%
Volatility (1Y) Calculated over the trailing 1-year period	14.09%	12.69%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	16.86%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.18%	18.93%	-1.75%

AQLT vs. SDIV - Expense Ratio Comparison

AQLT has a 0.20% expense ratio, which is lower than SDIV's 0.58% expense ratio.

Dividends

AQLT vs. SDIV - Dividend Comparison

AQLT's dividend yield for the trailing twelve months is around 1.01%, less than SDIV's 9.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AQLT iShares MSCI Global Quality Factor ETF	1.01%	1.05%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	9.34%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%

Frequently Asked Questions

Can I hold both AQLT and SDIV in my portfolio?

AQLT and SDIV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AQLT or SDIV?

AQLT has higher volatility (5.33%) compared to SDIV (3.88%). In terms of maximum drawdown, AQLT dropped -16.84% vs SDIV's -56.90%.

Which ETF is better, AQLT or SDIV?

On 1-year performance, AQLT leads with 25.81% vs 20.36% for SDIV. On fees, AQLT is cheaper at 0.20% per year. On volatility, SDIV has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AQLT or SDIV?

Over the 1-year period, AQLT has performed better with a 25.81% return vs 20.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AQLT or SDIV?

AQLT is cheaper with a 0.20% expense ratio, compared with 0.58% for SDIV.

Which ETF pays a higher dividend yield, AQLT or SDIV?

SDIV has the higher dividend yield at 9.34%, compared with 1.01% for AQLT.

What is the main difference between AQLT and SDIV?

AQLT tracks MSCI ACWI Quality Index (Net), while SDIV tracks Solactive Global SuperDividend Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for AQLT and 0.58% for SDIV.

Which has better risk-adjusted returns?

AQLT currently has the higher Sharpe Ratio (1.84 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.