DIV vs. VFVA

Last updated Aug 2, 2026

DIV (Global X SuperDividend U.S. ETF) and VFVA (Vanguard U.S. Value Factor ETF) are both Mid Cap Value Equities funds. DIV is passively managed, while VFVA is actively managed. Over the past 5 years, DIV returned 6.59%/yr vs 12.45%/yr for VFVA. Their correlation of 0.80 means they have usually moved in the same direction. DIV charges 0.45%/yr vs 0.13%/yr for VFVA.

Performance

DIV vs. VFVA - Performance Comparison

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

Returns By Period

In the year-to-date period, DIV achieves a 17.66% return, which is significantly lower than VFVA's 19.47% return.

DIV

• 1D: -0.48%
• 1M: 2.37%
• 6M: 9.80%
• YTD: 17.66%
• 1Y: 21.05%
• 3Y*: 11.65%
• 5Y*: 6.59%
• 10Y*: 4.23%
• ALL TIME*: 4.94%

VFVA

• 1D: -0.14%
• 1M: 4.08%
• 6M: 14.51%
• YTD: 19.47%
• 1Y: 37.96%
• 3Y*: 16.39%
• 5Y*: 12.45%
• 10Y*: —
• ALL TIME*: 10.75%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIV Global X SuperDividend U.S. ETF	$4.26M	$4.15M	$4.38M
VFVA Vanguard U.S. Value Factor ETF	$2.76M	$2.45M	$1.67M

DIV vs. VFVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DIV Global X SuperDividend U.S. ETF	17.66%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-2.54%
VFVA Vanguard U.S. Value Factor ETF	19.47%	14.77%	7.67%	17.37%	-3.96%	36.94%	2.28%	25.42%	-18.90%

Correlation

The correlation between DIV and VFVA is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.80
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.80

The correlation between DIV and VFVA shifts across timeframes, from 0.66 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

DIV vs. VFVA - Sectors Allocation Comparison

Sectors	DIV	VFVA
Real Estate	21.3%	0.4%
Energy	20.5%	7.3%
Industrials	12.1%	7.6%
Utilities	11.6%	-
Consumer Defensive	10.8%	7.1%
Basic Materials	6.2%	3.3%
Communication Services	6.1%	6.2%
Financial Services	4.0%	25.7%
Consumer Cyclical	4.0%	13.1%
Healthcare	3.3%	14.9%
Technology	-	14.5%

Return for Risk

DIV vs. VFVA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DIV

DIV Risk / Return Rank: 84
DIV Sharpe Ratio Rank: 83
DIV Sortino Ratio Rank: 85
DIV Omega Ratio Rank: 78
DIV Calmar Ratio Rank: 91
DIV Martin Ratio Rank: 84

VFVA

VFVA Risk / Return Rank: 92
VFVA Sharpe Ratio Rank: 92
VFVA Sortino Ratio Rank: 93
VFVA Omega Ratio Rank: 90
VFVA Calmar Ratio Rank: 92
VFVA Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIV vs. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and Vanguard U.S. Value Factor ETF (VFVA). 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	VFVA	Difference
Sharpe ratio: Return per unit of total volatility	1.92	2.40	-0.49
Sortino ratio: Return per unit of downside risk	2.79	3.49	-0.70
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.10
Calmar ratio: Return relative to maximum drawdown	3.93	4.19	-0.25
Martin ratio: Return relative to average drawdown	11.48	14.15	-2.67

DIV vs. VFVA - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.92, which is comparable to the VFVA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DIV and VFVA, 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. VFVA - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than VFVA's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for DIV and VFVA.

Drawdown Indicators

	DIV	VFVA	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-48.58%	-4.16%
Max Drawdown (1Y) Largest decline over 1 year	-5.13%	-8.55%	+3.42%
Max Drawdown (3Y) Largest decline over 3 years	-12.33%	-24.07%	+11.74%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	-24.07%	+2.93%
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	—	—
Current Drawdown Current decline from peak	-2.04%	-1.29%	-0.75%
Average Drawdown Average peak-to-trough decline	-6.96%	-7.24%	+0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	2.52%	-0.76%

Volatility

DIV vs. VFVA - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.25%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 4.31%. This indicates that DIV experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIV	VFVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	4.31%	-1.06%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	10.12%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	14.96%	-4.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.69%	20.05%	-6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	24.20%	-6.20%

DIV vs. VFVA - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is higher than VFVA's 0.13% expense ratio.

Dividends

DIV vs. VFVA - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.54%, more than VFVA's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.54%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
VFVA Vanguard U.S. Value Factor ETF	1.77%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIV and VFVA in my portfolio?

DIV and VFVA have a correlation of 0.66, 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 VFVA?

VFVA has higher volatility (4.31%) compared to DIV (3.25%). In terms of maximum drawdown, DIV dropped -52.74% vs VFVA's -48.58%.

Which ETF is better, DIV or VFVA?

On 5-year performance, VFVA leads with 12.45% vs 6.59% for DIV. On fees, VFVA is cheaper at 0.13% per year. On volatility, DIV has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIV or VFVA?

Over the 5-year period, VFVA has performed better with a 12.45% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIV or VFVA?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.45% for DIV.

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

DIV has the higher dividend yield at 6.54%, compared with 1.77% for VFVA.

What is the main difference between DIV and VFVA?

They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.45% for DIV and 0.13% for VFVA.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (2.40 vs 1.92), 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.