DIV vs. SPYD
Compare and contrast key facts about Global X SuperDividend U.S. ETF (DIV) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
DIV and SPYD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both DIV and SPYD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIV or SPYD.
Key characteristics
| DIV | SPYD | |
|---|---|---|
| YTD Return | 13.97% | 20.52% |
| 1Y Return | 22.36% | 34.92% |
| 3Y Return (Ann) | 3.17% | 7.98% |
| 5Y Return (Ann) | 2.21% | 8.16% |
| Sharpe Ratio | 2.18 | 2.96 |
| Sortino Ratio | 3.16 | 4.19 |
| Omega Ratio | 1.39 | 1.54 |
| Calmar Ratio | 1.54 | 2.46 |
| Martin Ratio | 15.15 | 20.60 |
| Ulcer Index | 1.70% | 1.96% |
| Daily Std Dev | 11.82% | 13.64% |
| Max Drawdown | -52.74% | -46.42% |
| Current Drawdown | -0.90% | -1.02% |
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.
Performance
DIV vs. SPYD - Performance Comparison
In the year-to-date period, DIV achieves a 13.97% return, which is significantly lower than SPYD's 20.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
DIV vs. SPYD - Dividend Comparison
DIV's dividend yield for the trailing twelve months is around 6.20%, more than SPYD's 4.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 6.20% | 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 | 4.05% | 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.
Volatility
DIV vs. SPYD - Volatility Comparison
The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.22%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.59%. 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.