EDGX vs. SDIV

Last updated Jun 24, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - EDGX is a Derivative Income fund tracking the Solactive GBS United States 500 Index, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. Both are passively managed. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

EDGX vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGX

• 1D: -1.26%
• 1M: -0.98%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIV

• 1D: 0.04%
• 1M: -2.85%
• YTD: 4.72%
• 6M: 5.07%
• 1Y: 20.36%
• 3Y*: 14.94%
• 5Y*: -0.74%
• 10Y*: 0.07%

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

EDGX vs. SDIV - Yearly Performance Comparison

	2026 (YTD)
EDGX Global X U.S. 500 Income Edge ETF	7.78%
SDIV Global X SuperDividend ETF	-3.33%

Correlation

The correlation between EDGX and SDIV is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	0.61

Return for Risk

EDGX vs. SDIV — Risk / Return Rank

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

EDGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SDIV

SDIV Risk / Return Rank: 50
SDIV Sharpe Ratio Rank: 48
SDIV Sortino Ratio Rank: 46
SDIV Omega Ratio Rank: 45
SDIV Calmar Ratio Rank: 59
SDIV Martin Ratio Rank: 52

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.

EDGX vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) 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.

	EDGX	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	—	1.61	—
Sortino ratio: Return per unit of downside risk	—	2.23	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.78	—
Martin ratio: Return relative to average drawdown	—	8.64	—

Drawdowns

EDGX vs. SDIV - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for EDGX and SDIV.

Drawdown Indicators

	EDGX	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-7.56%	-56.90%	+49.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-2.65%	-18.75%	+16.10%
Average Drawdown Average peak-to-trough decline	-1.55%	-18.58%	+17.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.36%	—

Volatility

Volatility by Period

	EDGX	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	12.69%	+1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.04%	16.86%	-2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.04%	18.93%	-4.89%

Dividends

EDGX vs. SDIV - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.02%, less than SDIV's 9.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDGX Global X U.S. 500 Income Edge ETF	3.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	9.34%	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 EDGX and SDIV in my portfolio?

EDGX and SDIV have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SDIV has the higher dividend yield at 9.34%, compared with 3.02% for EDGX.

What is the main difference between EDGX and SDIV?

EDGX is categorized as Derivative Income, while SDIV is Global Equities. EDGX tracks Solactive GBS United States 500 Index, while SDIV tracks Solactive Global SuperDividend Index.