DYLG vs. SDIV

Last updated Aug 2, 2026

DYLG (Global X Dow 30 Covered Call & Growth ETF) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - DYLG is a Derivative Income fund tracking the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, DYLG returned 13.16%/yr vs 13.35%/yr for SDIV. Their 0.58 correlation means they have sometimes moved together and sometimes differently. DYLG charges 0.35%/yr vs 0.58%/yr for SDIV.

Performance

DYLG vs. SDIV - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DYLG having a 8.59% return and SDIV slightly lower at 8.19%.

DYLG

• 1D: 0.64%
• 1M: 0.75%
• 6M: 7.29%
• YTD: 8.59%
• 1Y: 20.19%
• 3Y*: 13.16%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.25%

SDIV

• 1D: -0.44%
• 1M: 2.09%
• 6M: 1.12%
• YTD: 8.19%
• 1Y: 19.07%
• 3Y*: 13.35%
• 5Y*: 1.38%
• 10Y*: -0.19%
• ALL TIME*: 1.24%

*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)
DYLG Global X Dow 30 Covered Call & Growth ETF	$29.24K	$30.29K	$73.30K
SDIV Global X SuperDividend ETF	$7.29M	$9.92M	$11.09M

DYLG vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYLG Global X Dow 30 Covered Call & Growth ETF	8.59%	12.50%	14.46%	4.05%
SDIV Global X SuperDividend ETF	8.19%	29.12%	1.77%	1.32%

Correlation

The correlation between DYLG and SDIV is 0.60, 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.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (All Time) Calculated using the full available price history since Jul 26, 2023	0.58

The correlation between DYLG and SDIV has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

DYLG vs. SDIV - Sectors Allocation Comparison

Sectors	DYLG	SDIV
Financial Services	26.7%	15.5%
Industrials	18.9%	10.4%
Technology	16.1%	2.8%
Healthcare	13.2%	0.9%
Consumer Cyclical	10.3%	5.3%
Communication Services	5.2%	3.3%
Basic Materials	3.9%	3.7%
Consumer Defensive	3.9%	3.6%
Energy	1.9%	13.3%
Real Estate	-	33.0%
Utilities	-	1.0%

Return for Risk

DYLG vs. SDIV — Risk / Return Rank

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

DYLG

DYLG Risk / Return Rank: 79
DYLG Sharpe Ratio Rank: 84
DYLG Sortino Ratio Rank: 84
DYLG Omega Ratio Rank: 85
DYLG Calmar Ratio Rank: 66
DYLG Martin Ratio Rank: 75

SDIV

SDIV Risk / Return Rank: 63
SDIV Sharpe Ratio Rank: 64
SDIV Sortino Ratio Rank: 62
SDIV Omega Ratio Rank: 61
SDIV Calmar Ratio Rank: 72
SDIV Martin Ratio Rank: 58

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.

DYLG vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) 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.

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.

	DYLG	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.49	+0.49
Sortino ratio: Return per unit of downside risk	2.80	2.06	+0.73
Omega ratio: Gain probability vs. loss probability	1.37	1.26	+0.11
Calmar ratio: Return relative to maximum drawdown	2.30	2.48	-0.18
Martin ratio: Return relative to average drawdown	9.40	6.84	+2.56

DYLG vs. SDIV - Sharpe Ratio Comparison

The current DYLG Sharpe Ratio is 1.97, which is higher than the SDIV Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of DYLG and SDIV, 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

DYLG vs. SDIV - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for DYLG and SDIV.

Drawdown Indicators

	DYLG	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-13.98%	-56.90%	+42.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-7.35%	-0.96%
Max Drawdown (3Y) Largest decline over 3 years	-13.98%	-18.64%	+4.66%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-0.15%	-16.05%	+15.90%
Average Drawdown Average peak-to-trough decline	-1.78%	-18.57%	+16.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.66%	-0.63%

Volatility

DYLG vs. SDIV - Volatility Comparison

Global X Dow 30 Covered Call & Growth ETF (DYLG) has a higher volatility of 3.02% compared to Global X SuperDividend ETF (SDIV) at 2.76%. This indicates that DYLG's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYLG	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	2.76%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	7.91%	9.82%	-1.91%
Volatility (1Y) Calculated over the trailing 1-year period	9.70%	12.30%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	16.80%	-5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.35%	18.87%	-7.52%

DYLG vs. SDIV - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than SDIV's 0.58% expense ratio.

Dividends

DYLG vs. SDIV - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 9.22%, more than SDIV's 9.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DYLG Global X Dow 30 Covered Call & Growth ETF	9.22%	9.63%	16.55%	1.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	9.07%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%

Frequently Asked Questions

Can I hold both DYLG and SDIV in my portfolio?

DYLG and SDIV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYLG or SDIV?

DYLG has higher volatility (3.02%) compared to SDIV (2.76%). In terms of maximum drawdown, DYLG dropped -13.98% vs SDIV's -56.90%.

Which ETF is better, DYLG or SDIV?

On 3-year performance, SDIV leads with 13.35% vs 13.16% for DYLG. On fees, DYLG is cheaper at 0.35% per year. On volatility, SDIV has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYLG or SDIV?

Over the 3-year period, SDIV has performed better with a 13.35% return vs 13.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYLG or SDIV?

DYLG is cheaper with a 0.35% expense ratio, compared with 0.58% for SDIV.

Which ETF pays a higher dividend yield, DYLG or SDIV?

DYLG has the higher dividend yield at 9.22%, compared with 9.07% for SDIV.

What is the main difference between DYLG and SDIV?

DYLG is categorized as Derivative Income, while SDIV is Global Equities. DYLG tracks Cboe DJIA Half BuyWrite Index - Benchmark TR Gross, while SDIV tracks Solactive Global SuperDividend Index. Their fees differ too: 0.35% for DYLG and 0.58% for SDIV.

Which has better risk-adjusted returns?

DYLG currently has the higher Sharpe Ratio (1.97 vs 1.49), 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.