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DDXX vs. SDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDXX vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 20 ETF (DDXX) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDXX achieves a 11.88% return, which is significantly higher than SDIV's 7.01% return.


DDXX

1D
0.42%
1M
3.40%
YTD
11.88%
6M
13.38%
1Y
3Y*
5Y*
10Y*

SDIV

1D
0.98%
1M
-4.19%
YTD
7.01%
6M
6.92%
1Y
25.89%
3Y*
16.32%
5Y*
-0.65%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDXX vs. SDIV - Yearly Performance Comparison


2026 (YTD)2025
DDXX
Defined Duration 20 ETF
11.88%2.51%
SDIV
Global X SuperDividend ETF
7.01%0.54%

Correlation

The correlation between DDXX and SDIV is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.72

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Return for Risk

DDXX vs. SDIV — Risk / Return Rank

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

DDXX

SDIV
SDIV Risk / Return Rank: 6565
Overall Rank
SDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
SDIV Omega Ratio Rank: 6161
Omega Ratio Rank
SDIV Calmar Ratio Rank: 7272
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6969
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.

DDXX vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDXX vs. SDIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDXXSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.06

+2.00

Drawdowns

DDXX vs. SDIV - Drawdown Comparison

The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for DDXX and SDIV.


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Drawdown Indicators


DDXXSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-9.30%

-56.90%

+47.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

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

-0.37%

-16.97%

+16.60%

Average Drawdown

Average peak-to-trough decline

-1.62%

-18.59%

+16.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

DDXX vs. SDIV - Volatility Comparison


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Volatility by Period


DDXXSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.85%

12.50%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

16.86%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.85%

18.97%

-5.12%

DDXX vs. SDIV - Expense Ratio Comparison

DDXX has a 0.25% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Dividends

DDXX vs. SDIV - Dividend Comparison

DDXX's dividend yield for the trailing twelve months is around 1.13%, less than SDIV's 9.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DDXX
Defined Duration 20 ETF
1.13%1.20%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
9.14%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


DDXX and SDIV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDXX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDXX is cheaper with a 0.25% expense ratio, compared with 0.58% for SDIV.

SDIV has the higher dividend yield at 9.14%, compared with 1.13% for DDXX.

They also come from different issuers: Discipline Funds and Global X. Their fees differ too: 0.25% for DDXX and 0.58% for SDIV.

Portfolio Optimizer

Find the right allocation for DDXX and SDIV

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