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BITS vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BITS vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain & Bitcoin Strategy ETF (BITS) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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BITS vs. SDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITS
Global X Blockchain & Bitcoin Strategy ETF
-17.29%14.90%61.84%212.23%-75.46%-29.31%
SDIV
Global X SuperDividend ETF
6.32%29.12%1.77%5.46%-26.43%-2.70%

Returns By Period

In the year-to-date period, BITS achieves a -17.29% return, which is significantly lower than SDIV's 6.32% return.


BITS

1D
0.67%
1M
-7.35%
YTD
-17.29%
6M
-36.24%
1Y
20.57%
3Y*
40.85%
5Y*
10Y*

SDIV

1D
-0.36%
1M
-3.71%
YTD
6.32%
6M
9.61%
1Y
31.74%
3Y*
14.62%
5Y*
0.52%
10Y*
0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BITS vs. SDIV - Expense Ratio Comparison

BITS has a 0.65% expense ratio, which is higher than SDIV's 0.58% expense ratio.


Return for Risk

BITS vs. SDIV — Risk / Return Rank

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

BITS
BITS Risk / Return Rank: 2424
Overall Rank
BITS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BITS Sortino Ratio Rank: 2929
Sortino Ratio Rank
BITS Omega Ratio Rank: 2424
Omega Ratio Rank
BITS Calmar Ratio Rank: 2323
Calmar Ratio Rank
BITS Martin Ratio Rank: 2020
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.

BITS vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain & Bitcoin Strategy ETF (BITS) 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.


BITSSDIVDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.99

-1.61

Sortino ratio

Return per unit of downside risk

0.89

2.58

-1.69

Omega ratio

Gain probability vs. loss probability

1.10

1.40

-0.29

Calmar ratio

Return relative to maximum drawdown

0.53

2.43

-1.90

Martin ratio

Return relative to average drawdown

1.16

12.17

-11.02

BITS vs. SDIV - Sharpe Ratio Comparison

The current BITS Sharpe Ratio is 0.38, which is lower than the SDIV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BITS 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


BITSSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.99

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.06

-0.13

Correlation

The correlation between BITS and SDIV is 0.42, 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

BITS vs. SDIV - Dividend Comparison

BITS's dividend yield for the trailing twelve months is around 27.56%, more than SDIV's 9.13% yield.


TTM20252024202320222021202020192018201720162015
BITS
Global X Blockchain & Bitcoin Strategy ETF
27.56%22.80%29.49%13.69%0.48%1.90%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

BITS vs. SDIV - Drawdown Comparison

The maximum BITS drawdown since its inception was -83.11%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BITS and SDIV.


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Drawdown Indicators


BITSSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-83.11%

-56.90%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-48.38%

-13.04%

-35.34%

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

-45.55%

-17.50%

-28.05%

Average Drawdown

Average peak-to-trough decline

-43.20%

-18.63%

-24.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.10%

2.67%

+19.43%

Volatility

BITS vs. SDIV - Volatility Comparison

Global X Blockchain & Bitcoin Strategy ETF (BITS) has a higher volatility of 17.37% compared to Global X SuperDividend ETF (SDIV) at 6.10%. This indicates that BITS'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


BITSSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.37%

6.10%

+11.27%

Volatility (6M)

Calculated over the trailing 6-month period

43.69%

9.20%

+34.49%

Volatility (1Y)

Calculated over the trailing 1-year period

54.51%

16.03%

+38.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.49%

16.79%

+44.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.49%

18.96%

+42.53%