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DIV vs. QFIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, DIV achieves a 13.39% return, which is significantly higher than QFIN's -16.80% return.


DIV

1D
1.81%
1M
-1.67%
YTD
13.39%
6M
13.87%
1Y
15.53%
3Y*
12.84%
5Y*
5.62%
10Y*
4.14%

QFIN

1D
-0.07%
1M
29.87%
YTD
-16.80%
6M
-18.74%
1Y
-61.86%
3Y*
6.00%
5Y*
-13.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIV vs. QFIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DIV
Global X SuperDividend U.S. ETF
13.39%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.09%
QFIN
360 DigiTech, Inc.
-16.80%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%

Correlation

The correlation between DIV and QFIN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.23

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

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.20

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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: 4848
Overall Rank
DIV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 4343
Sortino Ratio Rank
DIV Omega Ratio Rank: 3939
Omega Ratio Rank
DIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
DIV Martin Ratio Rank: 4949
Martin Ratio Rank

QFIN
QFIN Risk / Return Rank: 77
Overall Rank
QFIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 22
Sortino Ratio Rank
QFIN Omega Ratio Rank: 33
Omega Ratio Rank
QFIN Calmar Ratio Rank: 99
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1717
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. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIVQFINDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+4.23

Omega ratioGain probability vs. loss probability

1.25

0.75

+0.50

Calmar ratioReturn relative to maximum drawdown

2.98

-0.86

+3.84

Martin ratioReturn relative to average drawdown

8.09

-1.15

+9.24

DIV vs. QFIN - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.47, which is higher than the QFIN Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of DIV and QFIN, 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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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.


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Drawdown Indicators


DIVQFINDifference

Max Drawdown

Largest peak-to-trough decline

-52.74%

-76.74%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-72.31%

+67.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.33%

-73.15%

+60.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-75.92%

+54.78%

Max Drawdown (10Y)

Largest decline over 10 years

-52.74%

Current Drawdown

Current decline from peak

-1.67%

-65.13%

+63.46%

Average Drawdown

Average peak-to-trough decline

-7.01%

-45.61%

+38.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

53.92%

-52.00%

Volatility

DIV vs. QFIN - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.68%, while 360 DigiTech, Inc. (QFIN) has a volatility of 28.48%. 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.


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Volatility by Period


DIVQFINDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

28.48%

-24.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

38.69%

-31.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

55.15%

-44.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

66.23%

-52.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

71.94%

-53.94%

Dividends

DIV vs. QFIN - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.77%, less than QFIN's 10.18% yield.


PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF
6.77%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.
10.18%7.58%4.56%7.27%4.03%1.22%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIV and QFIN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (28.48%) compared to DIV (3.68%). In terms of maximum drawdown, DIV dropped -52.74% vs QFIN's -76.74%.

DIV currently has the higher Sharpe Ratio (1.47 vs -1.12), 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.

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