DIV vs. SYLD

Last updated Jul 17, 2026

DIV (Global X SuperDividend U.S. ETF) and SYLD (Cambria Shareholder Yield ETF) are both Mid Cap Value Equities funds. DIV is passively managed, while SYLD is actively managed. Over the past 10 years, DIV returned 4.20%/yr vs 13.51%/yr for SYLD. A 0.73 correlation means they provide meaningful diversification when combined. DIV charges 0.45%/yr vs 0.59%/yr for SYLD.

Performance

DIV vs. SYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, DIV achieves a 18.32% return, which is significantly lower than SYLD's 21.10% return. Over the past 10 years, DIV has underperformed SYLD with an annualized return of 4.20%, while SYLD has yielded a comparatively higher 13.51% annualized return.

DIV

• 1D: 2.01%
• 1M: 5.06%
• 6M: 12.72%
• YTD: 18.32%
• 1Y: 20.22%
• 3Y*: 12.91%
• 5Y*: 6.88%
• 10Y*: 4.20%

SYLD

• 1D: 1.89%
• 1M: 5.16%
• 6M: 13.57%
• YTD: 21.10%
• 1Y: 29.15%
• 3Y*: 12.45%
• 5Y*: 9.30%
• 10Y*: 13.51%

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

DIV vs. SYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIV Global X SuperDividend U.S. ETF	18.32%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%
SYLD Cambria Shareholder Yield ETF	21.10%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	26.98%	-13.51%	20.03%

Correlation

The correlation between DIV and SYLD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 14, 2013	0.73

The correlation between DIV and SYLD shifts across timeframes, from 0.67 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

DIV vs. SYLD - Sectors Allocation Comparison

Sectors	DIV	SYLD
Real Estate	21.2%	-
Energy	18.3%	17.1%
Industrials	16.3%	8.3%
Utilities	11.5%	-
Consumer Defensive	11.1%	6.7%
Communication Services	6.1%	6.0%
Basic Materials	4.3%	8.0%
Consumer Cyclical	4.1%	23.5%
Financial Services	4.1%	22.7%
Healthcare	3.3%	5.7%
Technology	-	2.1%

Return for Risk

DIV vs. SYLD — Risk / Return Rank

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

DIV

DIV Risk / Return Rank: 76
DIV Sharpe Ratio Rank: 75
DIV Sortino Ratio Rank: 77
DIV Omega Ratio Rank: 68
DIV Calmar Ratio Rank: 87
DIV Martin Ratio Rank: 72

SYLD

SYLD Risk / Return Rank: 79
SYLD Sharpe Ratio Rank: 75
SYLD Sortino Ratio Rank: 81
SYLD Omega Ratio Rank: 70
SYLD Calmar Ratio Rank: 89
SYLD Martin Ratio Rank: 77

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. SYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and Cambria Shareholder Yield ETF (SYLD). 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.

	DIV	SYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.91	-0.01
Sortino ratio: Return per unit of downside risk	2.75	2.89	-0.14
Omega ratio: Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio: Return relative to maximum drawdown	3.88	4.23	-0.34
Martin ratio: Return relative to average drawdown	10.55	11.44	-0.89

DIV vs. SYLD - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.90, which is comparable to the SYLD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of DIV and SYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIV vs. SYLD - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for DIV and SYLD.

Drawdown Indicators

	DIV	SYLD	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-45.36%	-7.38%
Max Drawdown (1Y) Largest decline over 1 year	-5.23%	-6.93%	+1.70%
Max Drawdown (3Y) Largest decline over 3 years	-12.33%	-26.62%	+14.29%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	-26.62%	+5.48%
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	-45.36%	-7.38%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.98%	-5.62%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.56%	-0.64%

Volatility

DIV vs. SYLD - Volatility Comparison

Global X SuperDividend U.S. ETF (DIV) has a higher volatility of 3.90% compared to Cambria Shareholder Yield ETF (SYLD) at 3.70%. This indicates that DIV's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIV	SYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	3.70%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	7.81%	9.54%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	10.68%	15.31%	-4.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.71%	20.35%	-6.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.99%	22.90%	-4.91%

DIV vs. SYLD - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is lower than SYLD's 0.59% expense ratio.

Dividends

DIV vs. SYLD - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.50%, more than SYLD's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.50%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
SYLD Cambria Shareholder Yield ETF	1.83%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Frequently Asked Questions

Can I hold both DIV and SYLD in my portfolio?

DIV and SYLD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIV or SYLD?

DIV has higher volatility (3.90%) compared to SYLD (3.70%). In terms of maximum drawdown, DIV dropped -52.74% vs SYLD's -45.36%.

Which ETF is better, DIV or SYLD?

On 10-year performance, SYLD leads with 13.51% vs 4.20% for DIV. On fees, DIV is cheaper at 0.45% per year. On volatility, SYLD has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIV or SYLD?

Over the 10-year period, SYLD has performed better with a 13.51% return vs 4.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIV or SYLD?

DIV is cheaper with a 0.45% expense ratio, compared with 0.59% for SYLD.

Which ETF pays a higher dividend yield, DIV or SYLD?

DIV has the higher dividend yield at 6.50%, compared with 1.83% for SYLD.

What is the main difference between DIV and SYLD?

They also come from different issuers: Global X and Cambria. Their fees differ too: 0.45% for DIV and 0.59% for SYLD.

Which has better risk-adjusted returns?

SYLD currently has the higher Sharpe Ratio (1.91 vs 1.90), 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.