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DIV vs. AOD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIV vs. AOD - Performance Comparison

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

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DIV vs. AOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIV
Global X SuperDividend U.S. ETF
10.48%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.60%9.90%
AOD
Abrdn Total Dynamic Dividend Fund
0.07%32.14%16.03%12.65%-17.15%23.80%8.12%34.83%-17.63%35.37%

Returns By Period

In the year-to-date period, DIV achieves a 10.48% return, which is significantly higher than AOD's 0.07% return. Over the past 10 years, DIV has underperformed AOD with an annualized return of 4.06%, while AOD has yielded a comparatively higher 12.04% annualized return.


DIV

1D
0.16%
1M
-3.44%
YTD
10.48%
6M
10.26%
1Y
7.71%
3Y*
9.90%
5Y*
6.00%
10Y*
4.06%

AOD

1D
2.71%
1M
-9.47%
YTD
0.07%
6M
5.96%
1Y
28.05%
3Y*
17.77%
5Y*
9.96%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DIV vs. AOD — Risk / Return Rank

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

DIV
DIV Risk / Return Rank: 2727
Overall Rank
DIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 2626
Sortino Ratio Rank
DIV Omega Ratio Rank: 2727
Omega Ratio Rank
DIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
DIV Martin Ratio Rank: 2525
Martin Ratio Rank

AOD
AOD Risk / Return Rank: 7979
Overall Rank
AOD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 7676
Sortino Ratio Rank
AOD Omega Ratio Rank: 8282
Omega Ratio Rank
AOD Calmar Ratio Rank: 7272
Calmar Ratio Rank
AOD Martin Ratio Rank: 8484
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.

DIV vs. AOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and Abrdn Total Dynamic Dividend Fund (AOD). 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.


DIVAODDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.42

-0.86

Sortino ratio

Return per unit of downside risk

0.82

1.93

-1.12

Omega ratio

Gain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratio

Return relative to maximum drawdown

0.67

1.68

-1.01

Martin ratio

Return relative to average drawdown

2.00

7.39

-5.38

DIV vs. AOD - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 0.55, which is lower than the AOD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DIV and AOD, 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


DIVAODDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.42

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.60

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.65

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.14

+0.14

Correlation

The correlation between DIV and AOD is 0.58, 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

DIV vs. AOD - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.76%, less than AOD's 12.47% yield.


TTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF
6.76%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
AOD
Abrdn Total Dynamic Dividend Fund
12.47%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%

Drawdowns

DIV vs. AOD - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, smaller than the maximum AOD drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for DIV and AOD.


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Drawdown Indicators


DIVAODDifference

Max Drawdown

Largest peak-to-trough decline

-52.74%

-72.26%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-16.71%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-28.92%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-52.74%

-43.68%

-9.06%

Current Drawdown

Current decline from peak

-3.44%

-10.57%

+7.13%

Average Drawdown

Average peak-to-trough decline

-7.10%

-27.50%

+20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.80%

+0.15%

Volatility

DIV vs. AOD - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.18%, while Abrdn Total Dynamic Dividend Fund (AOD) has a volatility of 9.57%. This indicates that DIV experiences smaller price fluctuations and is considered to be less risky than AOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVAODDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

9.57%

-6.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

13.20%

-5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

19.90%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

16.55%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.51%

-0.55%