PortfoliosLab logoPortfoliosLab logo
DJIA vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJIA vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call ETF (DJIA) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DJIA vs. SDIV - Yearly Performance Comparison


2026 (YTD)2025202420232022
DJIA
Global X Dow 30 Covered Call ETF
-2.20%9.11%14.52%9.15%-2.80%
SDIV
Global X SuperDividend ETF
6.70%29.12%1.77%5.46%-22.67%

Returns By Period

In the year-to-date period, DJIA achieves a -2.20% return, which is significantly lower than SDIV's 6.70% return.


DJIA

1D
1.69%
1M
-4.83%
YTD
-2.20%
6M
3.14%
1Y
6.47%
3Y*
9.03%
5Y*
10Y*

SDIV

1D
2.27%
1M
-2.96%
YTD
6.70%
6M
10.37%
1Y
32.97%
3Y*
14.76%
5Y*
0.59%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DJIA vs. SDIV - Expense Ratio Comparison

DJIA has a 0.60% expense ratio, which is higher than SDIV's 0.58% expense ratio.


Return for Risk

DJIA vs. SDIV — Risk / Return Rank

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

DJIA
DJIA Risk / Return Rank: 3333
Overall Rank
DJIA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 2929
Sortino Ratio Rank
DJIA Omega Ratio Rank: 3838
Omega Ratio Rank
DJIA Calmar Ratio Rank: 3333
Calmar Ratio Rank
DJIA Martin Ratio Rank: 3636
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 9191
Overall Rank
SDIV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9393
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9292
Martin Ratio Rank
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.

DJIA vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and Global X SuperDividend ETF (SDIV). 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.


DJIASDIVDifference

Sharpe ratio

Return per unit of total volatility

0.50

2.07

-1.57

Sortino ratio

Return per unit of downside risk

0.80

2.66

-1.86

Omega ratio

Gain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

0.76

2.43

-1.67

Martin ratio

Return relative to average drawdown

3.12

12.21

-9.09

DJIA vs. SDIV - Sharpe Ratio Comparison

The current DJIA Sharpe Ratio is 0.50, which is lower than the SDIV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DJIA and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DJIASDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

2.07

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.06

+0.52

Correlation

The correlation between DJIA and SDIV is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DJIA vs. SDIV - Dividend Comparison

DJIA's dividend yield for the trailing twelve months is around 11.46%, more than SDIV's 9.10% yield.


TTM20252024202320222021202020192018201720162015
DJIA
Global X Dow 30 Covered Call ETF
11.46%10.60%11.44%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.10%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

DJIA vs. SDIV - Drawdown Comparison

The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for DJIA and SDIV.


Loading graphics...

Drawdown Indicators


DJIASDIVDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-56.90%

+39.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-13.37%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-5.59%

-17.21%

+11.62%

Average Drawdown

Average peak-to-trough decline

-3.63%

-18.63%

+15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.66%

-0.43%

Volatility

DJIA vs. SDIV - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 4.20%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DJIASDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

6.25%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

9.21%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

16.03%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

16.79%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

18.96%

-7.64%