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GXPS vs. SDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPS vs. SDIV - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with GXPS having a 6.95% return and SDIV slightly higher at 7.01%.


GXPS

1D
-0.18%
1M
-3.77%
YTD
6.95%
6M
6.56%
1Y
3Y*
5Y*
10Y*

SDIV

1D
0.98%
1M
-4.19%
YTD
7.01%
6M
6.92%
1Y
25.89%
3Y*
16.32%
5Y*
-0.65%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPS vs. SDIV - Yearly Performance Comparison


Correlation

The correlation between GXPS and SDIV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.19

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Return for Risk

GXPS vs. SDIV — Risk / Return Rank

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

GXPS

SDIV
SDIV Risk / Return Rank: 6565
Overall Rank
SDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
SDIV Omega Ratio Rank: 6161
Omega Ratio Rank
SDIV Calmar Ratio Rank: 7272
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6969
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.

GXPS vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) 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.


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

GXPS vs. SDIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXPSSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.06

+0.36

Drawdowns

GXPS vs. SDIV - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GXPS and SDIV.


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Drawdown Indicators


GXPSSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-56.90%

+47.70%

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

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-8.14%

-16.97%

+8.83%

Average Drawdown

Average peak-to-trough decline

-3.89%

-18.59%

+14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

GXPS vs. SDIV - Volatility Comparison


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Volatility by Period


GXPSSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

12.50%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

16.86%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

18.97%

-5.03%

GXPS vs. SDIV - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Dividends

GXPS vs. SDIV - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.56%, less than SDIV's 9.14% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
0.56%0.59%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
9.14%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


GXPS and SDIV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPS is cheaper with a 0.25% expense ratio, compared with 0.58% for SDIV.

SDIV has the higher dividend yield at 9.14%, compared with 0.56% for GXPS.

GXPS is categorized as Consumer Staples Equities, while SDIV is Global Equities. GXPS tracks MSCI USA Consumer Staples Index, while SDIV tracks Solactive Global SuperDividend Index. Their fees differ too: 0.25% for GXPS and 0.58% for SDIV.

Portfolio Optimizer

Find the right allocation for GXPS and SDIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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