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DIV vs. IBTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIV vs. IBTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend U.S. ETF (DIV) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIV achieves a 11.63% return, which is significantly higher than IBTG's 1.44% return.


DIV

1D
-1.38%
1M
-1.56%
YTD
11.63%
6M
10.20%
1Y
14.38%
3Y*
11.72%
5Y*
5.02%
10Y*
3.95%

IBTG

1D
0.00%
1M
0.28%
YTD
1.44%
6M
1.80%
1Y
4.14%
3Y*
4.11%
5Y*
0.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIV vs. IBTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DIV
Global X SuperDividend U.S. ETF
11.63%3.10%11.27%-1.73%-3.92%30.60%-11.09%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
1.44%4.40%3.97%4.34%-8.18%-3.04%3.99%

Correlation

The correlation between DIV and IBTG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.00

The correlation between DIV and IBTG shifts across timeframes, from -0.06 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DIV vs. IBTG — Risk / Return Rank

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

DIV
DIV Risk / Return Rank: 4242
Overall Rank
DIV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 3838
Sortino Ratio Rank
DIV Omega Ratio Rank: 3535
Omega Ratio Rank
DIV Calmar Ratio Rank: 5555
Calmar Ratio Rank
DIV Martin Ratio Rank: 4646
Martin Ratio Rank

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTG Martin Ratio Rank: 9999
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. IBTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.


DIVIBTGDifference
Sharpe ratioReturn per unit of total volatility

-6.62

Sortino ratioReturn per unit of downside risk

-18.34

Omega ratioGain probability vs. loss probability

1.24

4.40

-3.16

Calmar ratioReturn relative to maximum drawdown

2.76

63.59

-60.83

Martin ratioReturn relative to average drawdown

7.79

256.63

-248.84

DIV vs. IBTG - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.40, which is lower than the IBTG Sharpe Ratio of 8.02. The chart below compares the historical Sharpe Ratios of DIV and IBTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DIVIBTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

8.02

-6.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.26

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.29

-0.01

Drawdowns

DIV vs. IBTG - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for DIV and IBTG.


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Drawdown Indicators


DIVIBTGDifference

Max Drawdown

Largest peak-to-trough decline

-52.74%

-13.62%

-39.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-0.07%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.33%

-1.33%

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-12.31%

-8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-52.74%

Current Drawdown

Current decline from peak

-3.20%

0.00%

-3.20%

Average Drawdown

Average peak-to-trough decline

-7.03%

-4.90%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.02%

+1.83%

Volatility

DIV vs. IBTG - Volatility Comparison

Global X SuperDividend U.S. ETF (DIV) has a higher volatility of 3.18% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that DIV's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVIBTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

0.12%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

0.32%

+6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

0.52%

+9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

3.27%

+10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

3.45%

+14.53%

DIV vs. IBTG - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is higher than IBTG's 0.07% expense ratio.


Dividends

DIV vs. IBTG - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 7.36%, more than IBTG's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF
7.36%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.96%4.03%4.08%3.61%2.06%0.66%0.53%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIV and IBTG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIV has higher volatility (3.18%) compared to IBTG (0.12%). In terms of maximum drawdown, DIV dropped -52.74% vs IBTG's -13.62%.

On 5-year performance, DIV leads with 5.02% vs 0.84% for IBTG. On fees, IBTG is cheaper at 0.07% per year. On volatility, IBTG has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIV has performed better with a 5.02% return vs 0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTG is cheaper with a 0.07% expense ratio, compared with 0.45% for DIV.

DIV has the higher dividend yield at 7.36%, compared with 3.96% for IBTG.

DIV is categorized as Dividend, while IBTG is Government Bonds. DIV tracks Indxx SuperDividend® U.S. Low Volatility Index, while IBTG tracks ICE 2026 Maturity US Treasury Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for DIV and 0.07% for IBTG.

IBTG currently has the higher Sharpe Ratio (8.02 vs 1.40), 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.

Portfolio Optimizer

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