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

Correlation

The correlation between DIV and SPYD is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.15%
8.91%
DIV
SPYD

Key characteristics

Sharpe Ratio

DIV:

1.10

SPYD:

1.38

Sortino Ratio

DIV:

1.57

SPYD:

1.93

Omega Ratio

DIV:

1.20

SPYD:

1.25

Calmar Ratio

DIV:

0.87

SPYD:

1.77

Martin Ratio

DIV:

6.40

SPYD:

7.63

Ulcer Index

DIV:

1.98%

SPYD:

2.30%

Daily Std Dev

DIV:

11.52%

SPYD:

12.68%

Max Drawdown

DIV:

-52.74%

SPYD:

-46.42%

Current Drawdown

DIV:

-6.46%

SPYD:

-7.51%

Returns By Period

In the year-to-date period, DIV achieves a 11.51% return, which is significantly lower than SPYD's 15.26% return.


DIV

YTD

11.51%

1M

-3.93%

6M

9.58%

1Y

11.28%

5Y*

1.20%

10Y*

2.07%

SPYD

YTD

15.26%

1M

-5.68%

6M

10.33%

1Y

16.00%

5Y*

6.87%

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIV vs. SPYD - Expense Ratio Comparison

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


DIV
Global X SuperDividend U.S. ETF
Expense ratio chart for DIV: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DIV, currently valued at 1.10, compared to the broader market0.002.004.001.101.38
The chart of Sortino ratio for DIV, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.571.93
The chart of Omega ratio for DIV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.25
The chart of Calmar ratio for DIV, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.871.77
The chart of Martin ratio for DIV, currently valued at 6.40, compared to the broader market0.0020.0040.0060.0080.00100.006.407.63
DIV
SPYD

The current DIV Sharpe Ratio is 1.10, which is comparable to the SPYD Sharpe Ratio of 1.38. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.38
DIV
SPYD

Dividends

DIV vs. SPYD - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 5.86%, more than SPYD's 4.31% yield.


TTM20232022202120202019201820172016201520142013
DIV
Global X SuperDividend U.S. ETF
5.86%7.14%6.62%5.26%8.04%7.67%7.09%5.95%6.80%8.40%5.34%5.38%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.46%
-7.51%
DIV
SPYD

Volatility

DIV vs. SPYD - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.80%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 4.44%. 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%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.80%
4.44%
DIV
SPYD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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