GSWO vs. SDIV
GSWO (Goldman Sachs ActiveBeta World Equity ETF) and SDIV (Global X SuperDividend ETF) are both Global Equities funds - GSWO tracks the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net while SDIV tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, GSWO returned 18.70%/yr vs 15.75%/yr for SDIV. A 0.67 correlation means they provide meaningful diversification when combined. GSWO charges 0.25%/yr vs 0.58%/yr for SDIV.
Performance
GSWO vs. SDIV - Performance Comparison
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Returns By Period
In the year-to-date period, GSWO achieves a 11.00% return, which is significantly higher than SDIV's 5.97% return.
GSWO
- 1D
- -0.71%
- 1M
- 4.81%
- YTD
- 11.00%
- 6M
- 11.56%
- 1Y
- 20.17%
- 3Y*
- 18.70%
- 5Y*
- —
- 10Y*
- —
SDIV
- 1D
- -2.00%
- 1M
- -3.86%
- YTD
- 5.97%
- 6M
- 6.19%
- 1Y
- 25.09%
- 3Y*
- 15.75%
- 5Y*
- -0.84%
- 10Y*
- -0.07%
GSWO vs. SDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 11.00% | 18.97% | 15.29% | 16.28% | -6.15% |
SDIV Global X SuperDividend ETF | 5.97% | 29.12% | 1.77% | 5.46% | -19.63% |
Correlation
The correlation between GSWO 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 (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.67 |
The correlation between GSWO and SDIV has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
GSWO vs. SDIV — Risk / Return Rank
GSWO
SDIV
GSWO vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) 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.
| GSWO | SDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 2.02 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.73 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.43 | -1.16 |
Martin ratioReturn relative to average drawdown | 10.87 | 12.41 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSWO | SDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.02 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.06 | +0.93 |
Drawdowns
GSWO vs. SDIV - Drawdown Comparison
The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GSWO and SDIV.
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Drawdown Indicators
| GSWO | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -56.90% | +39.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -7.35% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.97% | -18.64% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.90% | — |
Current DrawdownCurrent decline from peak | -0.71% | -17.77% | +17.06% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -18.59% | +15.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.03% | -0.17% |
Volatility
GSWO vs. SDIV - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta World Equity ETF (GSWO) is 3.22%, while Global X SuperDividend ETF (SDIV) has a volatility of 4.21%. This indicates that GSWO 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.
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Volatility by Period
| GSWO | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.21% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 9.64% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 12.47% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 16.86% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 18.97% | -6.01% |
GSWO vs. SDIV - Expense Ratio Comparison
GSWO has a 0.25% expense ratio, which is lower than SDIV's 0.58% expense ratio.
Dividends
GSWO vs. SDIV - Dividend Comparison
GSWO's dividend yield for the trailing twelve months is around 1.61%, less than SDIV's 10.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.61% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 10.02% | 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
GSWO 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.
SDIV has higher volatility (4.21%) compared to GSWO (3.22%). In terms of maximum drawdown, GSWO dropped -17.77% vs SDIV's -56.90%.
On 3-year performance, GSWO leads with 18.70% vs 15.75% for SDIV. On fees, GSWO is cheaper at 0.25% per year. On volatility, GSWO has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GSWO has performed better with a 18.70% return vs 15.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSWO is cheaper with a 0.25% expense ratio, compared with 0.58% for SDIV.
SDIV has the higher dividend yield at 10.02%, compared with 1.61% for GSWO.
GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net, while SDIV tracks Solactive Global SuperDividend Index. They also come from different issuers: Goldman Sachs and Global X. Their fees differ too: 0.25% for GSWO and 0.58% for SDIV.
SDIV currently has the higher Sharpe Ratio (2.02 vs 1.88), 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.
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