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DIV vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIV and SPYD is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DIV vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend U.S. ETF (DIV) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
34.52%
113.89%
DIV
SPYD

Key characteristics

Sharpe Ratio

DIV:

0.94

SPYD:

0.72

Sortino Ratio

DIV:

1.31

SPYD:

1.05

Omega Ratio

DIV:

1.19

SPYD:

1.15

Calmar Ratio

DIV:

1.10

SPYD:

0.69

Martin Ratio

DIV:

4.49

SPYD:

2.41

Ulcer Index

DIV:

3.01%

SPYD:

4.60%

Daily Std Dev

DIV:

14.40%

SPYD:

15.51%

Max Drawdown

DIV:

-52.74%

SPYD:

-46.42%

Current Drawdown

DIV:

-4.75%

SPYD:

-9.58%

Returns By Period

In the year-to-date period, DIV achieves a 1.71% return, which is significantly higher than SPYD's -2.31% return.


DIV

YTD

1.71%

1M

-2.68%

6M

0.78%

1Y

12.08%

5Y*

12.46%

10Y*

2.27%

SPYD

YTD

-2.31%

1M

-4.01%

6M

-6.42%

1Y

9.71%

5Y*

15.16%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DIV vs. SPYD - Expense Ratio Comparison

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


Expense ratio chart for DIV: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIV: 0.45%
Expense ratio chart for SPYD: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYD: 0.07%

Risk-Adjusted Performance

DIV vs. SPYD — Risk-Adjusted Performance Rank

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

DIV
The Risk-Adjusted Performance Rank of DIV is 8181
Overall Rank
The Sharpe Ratio Rank of DIV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DIV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of DIV is 8080
Omega Ratio Rank
The Calmar Ratio Rank of DIV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DIV is 8383
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 7171
Overall Rank
The Sharpe Ratio Rank of SPYD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIV vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


The chart of Sharpe ratio for DIV, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.00
DIV: 0.94
SPYD: 0.72
The chart of Sortino ratio for DIV, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.00
DIV: 1.31
SPYD: 1.05
The chart of Omega ratio for DIV, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
DIV: 1.19
SPYD: 1.15
The chart of Calmar ratio for DIV, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.00
DIV: 1.10
SPYD: 0.69
The chart of Martin ratio for DIV, currently valued at 4.49, compared to the broader market0.0020.0040.0060.00
DIV: 4.49
SPYD: 2.41

The current DIV Sharpe Ratio is 0.94, which is higher than the SPYD Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DIV and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.94
0.72
DIV
SPYD

Dividends

DIV vs. SPYD - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.36%, more than SPYD's 4.57% yield.


TTM20242023202220212020201920182017201620152014
DIV
Global X SuperDividend U.S. ETF
6.36%5.75%7.14%6.62%5.26%8.04%7.67%7.09%5.95%6.80%8.40%5.34%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.57%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%

Drawdowns

DIV vs. SPYD - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for DIV and SPYD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.75%
-9.58%
DIV
SPYD

Volatility

DIV vs. SPYD - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 9.99%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 10.55%. This indicates that DIV experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.99%
10.55%
DIV
SPYD