FREL vs. SDIV
Compare and contrast key facts about Fidelity MSCI Real Estate Index ETF (FREL) and Global X SuperDividend ETF (SDIV).
FREL and SDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FREL is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Real Estate Index. It was launched on Feb 2, 2015. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. Both FREL and SDIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FREL or SDIV.
Key characteristics
| FREL | SDIV | |
|---|---|---|
| YTD Return | -7.09% | 0.90% |
| 1Y Return | 3.87% | 12.85% |
| 3Y Return (Ann) | -2.63% | -10.15% |
| 5Y Return (Ann) | 2.17% | -7.48% |
| Sharpe Ratio | 0.25 | 0.75 |
| Daily Std Dev | 18.71% | 16.22% |
| Max Drawdown | -42.61% | -56.90% |
| Current Drawdown | -23.39% | -40.41% |
Correlation
The correlation between FREL and SDIV is 0.62, 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.
Performance
FREL vs. SDIV - Performance Comparison
In the year-to-date period, FREL achieves a -7.09% return, which is significantly lower than SDIV's 0.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FREL vs. SDIV - Expense Ratio Comparison
FREL has a 0.08% expense ratio, which is lower than SDIV's 0.58% expense ratio.
Risk-Adjusted Performance
FREL vs. SDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Real Estate Index ETF (FREL) 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.
Dividends
FREL vs. SDIV - Dividend Comparison
FREL's dividend yield for the trailing twelve months is around 3.73%, less than SDIV's 11.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FREL Fidelity MSCI Real Estate Index ETF | 3.73% | 3.73% | 3.57% | 2.34% | 3.77% | 3.32% | 5.54% | 3.27% | 4.01% | 3.79% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 11.36% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
Drawdowns
FREL vs. SDIV - Drawdown Comparison
The maximum FREL drawdown since its inception was -42.61%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for FREL and SDIV. For additional features, visit the drawdowns tool.
Volatility
FREL vs. SDIV - Volatility Comparison
Fidelity MSCI Real Estate Index ETF (FREL) has a higher volatility of 6.06% compared to Global X SuperDividend ETF (SDIV) at 5.26%. This indicates that FREL'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.