DIV vs. QFIN

Last updated Apr 2, 2026

Compare and contrast key facts about Global X SuperDividend U.S. ETF (DIV) and 360 DigiTech, Inc. (QFIN).

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.

Performance

DIV vs. QFIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend U.S. ETF (DIV) and 360 DigiTech, Inc. (QFIN). The values are adjusted to include any dividend payments, if applicable.

DIV vs. QFIN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DIV Global X SuperDividend U.S. ETF	10.48%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-5.70%
QFIN 360 DigiTech, Inc.	-32.64%	-47.46%	162.76%	-16.28%	-6.54%	97.15%	20.68%	-36.99%	-6.02%

Returns By Period

In the year-to-date period, DIV achieves a 10.48% return, which is significantly higher than QFIN's -32.64% 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%

QFIN

• 1D: 0.54%
• 1M: -15.66%
• YTD: -32.64%
• 6M: -56.28%
• 1Y: -69.33%
• 3Y*: -6.51%
• 5Y*: -7.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DIV vs. QFIN — Risk / Return Rank

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

DIV

DIV Risk / Return Rank: 27
DIV Sharpe Ratio Rank: 28
DIV Sortino Ratio Rank: 26
DIV Omega Ratio Rank: 27
DIV Calmar Ratio Rank: 27
DIV Martin Ratio Rank: 25

QFIN

QFIN Risk / Return Rank: 3
QFIN Sharpe Ratio Rank: 1
QFIN Sortino Ratio Rank: 0
QFIN Omega Ratio Rank: 1
QFIN Calmar Ratio Rank: 4
QFIN Martin Ratio Rank: 7

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. QFIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and 360 DigiTech, Inc. (QFIN). 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	QFIN	Difference
Sharpe ratio Return per unit of total volatility	0.55	-1.41	+1.96
Sortino ratio Return per unit of downside risk	0.82	-2.72	+3.53
Omega ratio Gain probability vs. loss probability	1.11	0.67	+0.44
Calmar ratio Return relative to maximum drawdown	0.67	-0.96	+1.63
Martin ratio Return relative to average drawdown	2.00	-1.58	+3.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIV vs. QFIN - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 0.55, which is higher than the QFIN Sharpe Ratio of -1.41. The chart below compares the historical Sharpe Ratios of DIV and QFIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DIV	QFIN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	-1.41	+1.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	-0.12	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.00	+0.27

Correlation

The correlation between DIV and QFIN is 0.20, 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. QFIN - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.76%, less than QFIN's 11.25% 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%
QFIN 360 DigiTech, Inc.	11.25%	7.58%	4.56%	7.27%	4.03%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DIV vs. QFIN - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, smaller than the maximum QFIN drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DIV and QFIN.

Drawdown Indicators

	DIV	QFIN	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-76.74%	+24.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-72.43%	+60.67%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	-76.74%	+55.60%
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	—	—
Current Drawdown Current decline from peak	-3.44%	-71.77%	+68.33%
Average Drawdown Average peak-to-trough decline	-7.10%	-44.90%	+37.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	44.09%	-40.14%

Volatility

DIV vs. QFIN - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.18%, while 360 DigiTech, Inc. (QFIN) has a volatility of 13.09%. This indicates that DIV experiences smaller price fluctuations and is considered to be less risky than QFIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIV	QFIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	13.09%	-9.91%
Volatility (6M) Calculated over the trailing 6-month period	7.32%	37.96%	-30.64%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	49.30%	-35.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.66%	66.93%	-53.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	71.94%	-53.98%