DAPR vs. SDIV

Last updated Jun 24, 2026

DAPR (FT Vest U.S. Equity Deep Buffer ETF - April) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - DAPR is a Defined Outcome fund tracking the S&P 500, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past 5 years, DAPR returned 5.89%/yr vs -0.74%/yr for SDIV. A 0.57 correlation means they provide meaningful diversification when combined. DAPR charges 0.85%/yr vs 0.58%/yr for SDIV.

Performance

DAPR vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Deep Buffer ETF - April (DAPR) 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, DAPR achieves a 3.22% return, which is significantly lower than SDIV's 4.72% return.

DAPR

• 1D: -0.47%
• 1M: -0.26%
• YTD: 3.22%
• 6M: 3.29%
• 1Y: 8.85%
• 3Y*: 10.16%
• 5Y*: 5.89%
• 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)

DAPR vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DAPR FT Vest U.S. Equity Deep Buffer ETF - April	3.22%	5.74%	14.99%	9.84%	-6.84%	5.20%
SDIV Global X SuperDividend ETF	4.72%	29.12%	1.77%	5.46%	-26.43%	-7.06%

Correlation

The correlation between DAPR and SDIV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Apr 19, 2021	0.57

The correlation between DAPR and SDIV has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

DAPR vs. SDIV - Sectors Allocation Comparison

Sectors	DAPR	SDIV
Technology	39.0%	1.6%
Financial Services	11.1%	9.1%
Communication Services	10.6%	6.3%
Consumer Cyclical	9.9%	5.6%
Healthcare	8.3%	1.3%
Industrials	7.8%	14.7%
Consumer Defensive	4.5%	3.7%
Energy	3.1%	17.2%
Utilities	2.1%	1.0%
Real Estate	1.8%	36.7%
Basic Materials	1.7%	2.9%

Return for Risk

DAPR vs. SDIV — Risk / Return Rank

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

DAPR

DAPR Risk / Return Rank: 93
DAPR Sharpe Ratio Rank: 90
DAPR Sortino Ratio Rank: 93
DAPR Omega Ratio Rank: 93
DAPR Calmar Ratio Rank: 92
DAPR Martin Ratio Rank: 97

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.

DAPR vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Deep Buffer ETF - April (DAPR) 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.

	DAPR	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	2.78	1.61	+1.17
Sortino ratio: Return per unit of downside risk	4.19	2.23	+1.96
Omega ratio: Gain probability vs. loss probability	1.61	1.28	+0.33
Calmar ratio: Return relative to maximum drawdown	5.61	2.78	+2.82
Martin ratio: Return relative to average drawdown	36.08	8.64	+27.43

DAPR vs. SDIV - Sharpe Ratio Comparison

The current DAPR Sharpe Ratio is 2.78, which is higher than the SDIV Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of DAPR 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

DAPR vs. SDIV - Drawdown Comparison

The maximum DAPR drawdown since its inception was -10.51%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for DAPR and SDIV.

Drawdown Indicators

	DAPR	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-10.51%	-56.90%	+46.39%
Max Drawdown (1Y) Largest decline over 1 year	-1.59%	-7.35%	+5.76%
Max Drawdown (3Y) Largest decline over 3 years	-10.51%	-18.64%	+8.13%
Max Drawdown (5Y) Largest decline over 5 years	-10.51%	-40.32%	+29.81%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-0.91%	-18.75%	+17.84%
Average Drawdown Average peak-to-trough decline	-2.28%	-18.58%	+16.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	2.36%	-2.11%

Volatility

DAPR vs. SDIV - Volatility Comparison

The current volatility for FT Vest U.S. Equity Deep Buffer ETF - April (DAPR) is 1.85%, while Global X SuperDividend ETF (SDIV) has a volatility of 3.88%. This indicates that DAPR experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAPR	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	3.88%	-2.03%
Volatility (6M) Calculated over the trailing 6-month period	2.58%	9.90%	-7.32%
Volatility (1Y) Calculated over the trailing 1-year period	3.20%	12.69%	-9.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.23%	16.86%	-8.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.15%	18.93%	-10.78%

DAPR vs. SDIV - Expense Ratio Comparison

DAPR has a 0.85% expense ratio, which is higher than SDIV's 0.58% expense ratio.

Dividends

DAPR vs. SDIV - Dividend Comparison

DAPR has not paid dividends to shareholders, while SDIV's dividend yield for the trailing twelve months is around 9.34%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAPR FT Vest U.S. Equity Deep Buffer ETF - April	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	9.34%	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 DAPR and SDIV in my portfolio?

DAPR and SDIV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAPR or SDIV?

SDIV has higher volatility (3.88%) compared to DAPR (1.85%). In terms of maximum drawdown, DAPR dropped -10.51% vs SDIV's -56.90%.

Which ETF is better, DAPR or SDIV?

On 5-year performance, DAPR leads with 5.89% vs -0.74% for SDIV. On fees, SDIV is cheaper at 0.58% per year. On volatility, DAPR has been the lower-risk option at 1.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAPR or SDIV?

Over the 5-year period, DAPR has performed better with a 5.89% return vs -0.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAPR or SDIV?

SDIV is cheaper with a 0.58% expense ratio, compared with 0.85% for DAPR.

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

SDIV has the higher dividend yield at 9.34%, compared with 0.00% for DAPR.

What is the main difference between DAPR and SDIV?

DAPR is categorized as Defined Outcome, while SDIV is Global Equities. DAPR tracks S&P 500, while SDIV tracks Solactive Global SuperDividend Index. They also come from different issuers: FT Vest and Global X. Their fees differ too: 0.85% for DAPR and 0.58% for SDIV.

Which has better risk-adjusted returns?

DAPR currently has the higher Sharpe Ratio (2.78 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.