DIV vs. DBSCX
Compare and contrast key facts about Global X SuperDividend U.S. ETF (DIV) and Doubleline Selective Credit Fund (DBSCX).
DIV is a passively managed fund by Global X that tracks the performance of the Indxx SuperDividend® U.S. Low Volatility Index. It was launched on Mar 11, 2013. DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014.
Performance
DIV vs. DBSCX - Performance Comparison
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DIV vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBSCX Doubleline Selective Credit Fund | 0.30% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
Returns By Period
In the year-to-date period, DIV achieves a 10.48% return, which is significantly higher than DBSCX's 0.30% return. Over the past 10 years, DIV has underperformed DBSCX with an annualized return of 4.06%, while DBSCX has yielded a comparatively higher 4.58% 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%
DBSCX
- 1D
- -0.53%
- 1M
- -1.19%
- YTD
- 0.30%
- 6M
- 1.84%
- 1Y
- 5.91%
- 3Y*
- 7.51%
- 5Y*
- 3.74%
- 10Y*
- 4.58%
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DIV vs. DBSCX - Expense Ratio Comparison
DIV has a 0.45% expense ratio, which is higher than DBSCX's 0.05% expense ratio.
Return for Risk
DIV vs. DBSCX — Risk / Return Rank
DIV
DBSCX
DIV vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and Doubleline Selective Credit Fund (DBSCX). 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.
| DIV | DBSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 2.65 | -2.10 |
Sortino ratioReturn per unit of downside risk | 0.82 | 3.83 | -3.02 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.60 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 3.78 | -3.11 |
Martin ratioReturn relative to average drawdown | 2.00 | 14.70 | -12.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIV | DBSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.65 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.39 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 1.59 | -1.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.57 | -1.29 |
Correlation
The correlation between DIV and DBSCX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DIV vs. DBSCX - Dividend Comparison
DIV's dividend yield for the trailing twelve months is around 6.76%, more than DBSCX's 5.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBSCX Doubleline Selective Credit Fund | 5.92% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
Drawdowns
DIV vs. DBSCX - Drawdown Comparison
The maximum DIV drawdown since its inception was -52.74%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for DIV and DBSCX.
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Drawdown Indicators
| DIV | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.74% | -14.12% | -38.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -1.60% | -10.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -9.52% | -11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -52.74% | -14.12% | -38.62% |
Current DrawdownCurrent decline from peak | -3.44% | -1.45% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -1.25% | -5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 0.41% | +3.54% |
Volatility
DIV vs. DBSCX - Volatility Comparison
Global X SuperDividend U.S. ETF (DIV) has a higher volatility of 3.18% compared to Doubleline Selective Credit Fund (DBSCX) at 1.00%. This indicates that DIV's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIV | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 1.00% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 1.53% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 2.29% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 2.70% | +10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 2.90% | +15.06% |