DIV vs. VYM

Last updated Jun 23, 2026

DIV (Global X SuperDividend U.S. ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, DIV returned 3.96%/yr vs 12.00%/yr for VYM. A 0.78 correlation means they provide meaningful diversification when combined. DIV charges 0.45%/yr vs 0.04%/yr for VYM.

Performance

DIV vs. VYM - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DIV having a 11.37% return and VYM slightly higher at 11.70%. Over the past 10 years, DIV has underperformed VYM with an annualized return of 3.96%, while VYM has yielded a comparatively higher 12.00% annualized return.

DIV

• 1D: 0.37%
• 1M: -3.42%
• YTD: 11.37%
• 6M: 11.46%
• 1Y: 13.92%
• 3Y*: 12.17%
• 5Y*: 5.27%
• 10Y*: 3.96%

VYM

• 1D: 0.11%
• 1M: 0.42%
• YTD: 11.70%
• 6M: 11.13%
• 1Y: 25.24%
• 3Y*: 18.48%
• 5Y*: 12.10%
• 10Y*: 12.00%

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

DIV vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIV Global X SuperDividend U.S. ETF	11.37%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%
VYM Vanguard High Dividend Yield ETF	11.70%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between DIV and VYM is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.78

The correlation between DIV and VYM shifts across timeframes, from 0.65 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

DIV vs. VYM - Sectors Allocation Comparison

Sectors	DIV	VYM
Energy	23.2%	9.1%
Real Estate	20.1%	0.0%
Industrials	11.9%	11.8%
Utilities	11.7%	5.4%
Consumer Defensive	10.8%	8.0%
Communication Services	6.5%	3.4%
Basic Materials	4.3%	3.4%
Financial Services	3.8%	19.9%
Consumer Cyclical	3.7%	6.6%
Healthcare	3.4%	12.2%
Technology	-	20.3%

Return for Risk

DIV vs. VYM — Risk / Return Rank

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

DIV

DIV Risk / Return Rank: 42
DIV Sharpe Ratio Rank: 38
DIV Sortino Ratio Rank: 38
DIV Omega Ratio Rank: 35
DIV Calmar Ratio Rank: 56
DIV Martin Ratio Rank: 45

VYM

VYM Risk / Return Rank: 78
VYM Sharpe Ratio Rank: 80
VYM Sortino Ratio Rank: 82
VYM Omega Ratio Rank: 78
VYM Calmar Ratio Rank: 77
VYM Martin Ratio Rank: 76

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. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and Vanguard High Dividend Yield ETF (VYM). 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	VYM	Difference
Sharpe ratio: Return per unit of total volatility	1.33	2.44	-1.11
Sortino ratio: Return per unit of downside risk	1.91	3.48	-1.56
Omega ratio: Gain probability vs. loss probability	1.23	1.44	-0.22
Calmar ratio: Return relative to maximum drawdown	2.67	3.79	-1.11
Martin ratio: Return relative to average drawdown	7.27	14.09	-6.83

DIV vs. VYM - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 1.33, which is lower than the VYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of DIV and VYM, 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. VYM - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DIV and VYM.

Drawdown Indicators

	DIV	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-56.98%	+4.24%
Max Drawdown (1Y) Largest decline over 1 year	-5.23%	-6.69%	+1.46%
Max Drawdown (3Y) Largest decline over 3 years	-12.33%	-14.46%	+2.13%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	-15.84%	-5.30%
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	-35.21%	-17.53%
Current Drawdown Current decline from peak	-3.42%	-1.12%	-2.30%
Average Drawdown Average peak-to-trough decline	-7.01%	-7.18%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.80%	+0.12%

Volatility

DIV vs. VYM - Volatility Comparison

Global X SuperDividend U.S. ETF (DIV) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.13% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIV	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.13%	3.02%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	7.35%	7.64%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	10.41%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	13.93%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	16.35%	+1.65%

DIV vs. VYM - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is higher than VYM's 0.04% expense ratio.

Dividends

DIV vs. VYM - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.89%, more than VYM's 2.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.89%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
VYM Vanguard High Dividend Yield ETF	2.29%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both DIV and VYM in my portfolio?

DIV and VYM have a correlation of 0.65, 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 VYM?

DIV has higher volatility (3.13%) compared to VYM (3.02%). In terms of maximum drawdown, DIV dropped -52.74% vs VYM's -56.98%.

Which ETF is better, DIV or VYM?

On 10-year performance, VYM leads with 12.00% vs 3.96% for DIV. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIV or VYM?

Over the 10-year period, VYM has performed better with a 12.00% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIV or VYM?

VYM is cheaper with a 0.04% expense ratio, compared with 0.45% for DIV.

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

DIV has the higher dividend yield at 6.89%, compared with 2.29% for VYM.

What is the main difference between DIV and VYM?

DIV is categorized as Mid Cap Value Equities, while VYM is Dividend. DIV tracks Indxx SuperDividend® U.S. Low Volatility Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.45% for DIV and 0.04% for VYM.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.44 vs 1.33), 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.