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

Performance

EMC vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMC vs. SDIV - Yearly Performance Comparison


2026 (YTD)202520242023
EMC
Global X Emerging Markets Great Consumer ETF
0.47%18.91%3.75%1.90%
SDIV
Global X SuperDividend ETF
6.70%29.12%1.77%10.93%

Returns By Period

In the year-to-date period, EMC achieves a 0.47% return, which is significantly lower than SDIV's 6.70% return.


EMC

1D
3.61%
1M
-9.47%
YTD
0.47%
6M
-0.44%
1Y
18.96%
3Y*
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.


EMC vs. SDIV - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is higher than SDIV's 0.58% expense ratio.


Return for Risk

EMC vs. SDIV — Risk / Return Rank

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

EMC
EMC Risk / Return Rank: 5050
Overall Rank
EMC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMC Sortino Ratio Rank: 5151
Sortino Ratio Rank
EMC Omega Ratio Rank: 4848
Omega Ratio Rank
EMC Calmar Ratio Rank: 5252
Calmar Ratio Rank
EMC Martin Ratio Rank: 5151
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.

EMC vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) 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.


EMCSDIVDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.07

-1.17

Sortino ratio

Return per unit of downside risk

1.38

2.66

-1.29

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratio

Return relative to maximum drawdown

1.34

2.43

-1.09

Martin ratio

Return relative to average drawdown

5.02

12.21

-7.18

EMC vs. SDIV - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 0.90, which is lower than the SDIV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EMC 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


EMCSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.07

-1.17

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

0.48

0.06

+0.42

Correlation

The correlation between EMC and SDIV is 0.67, 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

EMC vs. SDIV - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.78%, less than SDIV's 9.10% yield.


TTM20252024202320222021202020192018201720162015
EMC
Global X Emerging Markets Great Consumer ETF
0.78%0.78%1.13%0.89%0.00%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

EMC vs. SDIV - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for EMC and SDIV.


Loading graphics...

Drawdown Indicators


EMCSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-56.90%

+38.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.37%

-0.52%

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

-10.78%

-17.21%

+6.43%

Average Drawdown

Average peak-to-trough decline

-4.20%

-18.63%

+14.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.66%

+1.05%

Volatility

EMC vs. SDIV - Volatility Comparison

Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 10.57% compared to Global X SuperDividend ETF (SDIV) at 6.25%. This indicates that EMC'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.


Loading graphics...

Volatility by Period


EMCSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

6.25%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

9.21%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.18%

16.03%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

16.79%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

18.96%

-1.24%