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IJJ vs. DIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJJ vs. DIV

Last updated Jun 26, 2026

IJJ (iShares S&P Mid-Cap 400 Value ETF) and DIV (Global X SuperDividend U.S. ETF) are both Mid Cap Value Equities funds - IJJ tracks the S&P MidCap 400 Value Index while DIV tracks the Indxx SuperDividend® U.S. Low Volatility Index. Both are passively managed. Over the past 10 years, IJJ returned 11.30%/yr vs 4.29%/yr for DIV. A 0.78 correlation means they provide meaningful diversification when combined. IJJ charges 0.18%/yr vs 0.45%/yr for DIV.

Performance

IJJ vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Mid-Cap 400 Value ETF (IJJ) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJJ achieves a 12.50% return, which is significantly lower than DIV's 13.45% return. Over the past 10 years, IJJ has outperformed DIV with an annualized return of 11.30%, while DIV has yielded a comparatively lower 4.29% annualized return.

IJJ

1D
0.90%
1M
3.60%
YTD
12.50%
6M
10.69%
1Y
22.58%
3Y*
14.51%
5Y*
8.54%
10Y*
11.30%

DIV

1D
0.21%
1M
-1.17%
YTD
13.45%
6M
13.28%
1Y
17.11%
3Y*
12.40%
5Y*
5.53%
10Y*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJJ vs. DIV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJJ
iShares S&P Mid-Cap 400 Value ETF		12.50%7.27%11.63%15.24%-7.11%30.45%3.56%25.66%-12.06%12.04%
DIV
Global X SuperDividend U.S. ETF		13.45%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.60%9.90%

Correlation

The correlation between IJJ and DIV is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2013

0.78

The correlation between IJJ and DIV shifts across timeframes, from 0.64 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

IJJ vs. DIV - Sectors Allocation Comparison

Sectors
IJJ
DIV

Financial Services

21.4%
3.8%

Industrials

18.7%
11.9%

Consumer Cyclical

13.9%
3.7%

Technology

10.2%

-

Real Estate

9.6%
20.1%

Energy

6.8%
23.2%

Basic Materials

6.3%
4.3%

Consumer Defensive

4.9%
10.8%

Utilities

4.0%
11.7%

Healthcare

3.8%
3.4%

Communication Services

0.5%
6.5%

Financial Services

IJJ
21.4%
DIV
3.8%

Industrials

IJJ
18.7%
DIV
11.9%

Consumer Cyclical

IJJ
13.9%
DIV
3.7%

Technology

IJJ
10.2%
DIV

-

Real Estate

IJJ
9.6%
DIV
20.1%

Energy

IJJ
6.8%
DIV
23.2%

Basic Materials

IJJ
6.3%
DIV
4.3%

Consumer Defensive

IJJ
4.9%
DIV
10.8%

Utilities

IJJ
4.0%
DIV
11.7%

Healthcare

IJJ
3.8%
DIV
3.4%

Communication Services

IJJ
0.5%
DIV
6.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P Mid-Cap 400 Value ETF

Global X SuperDividend U.S. ETF

Often compared with IJJ:
IJJ vs. IJHIJJ vs. VOEIJJ vs. SPYIJJ vs. PSRIJJ vs. IVVIJJ vs. VOOIJJ vs. VBR
Often compared with DIV:
DIV vs. DIVODIV vs. SCHDDIV vs. SPYDDIV vs. VOODIV vs. JEPIDIV vs. VYMDIV vs. SPHD

Return for Risk

IJJ vs. DIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJJ
IJJ Risk / Return Rank: 4949
Overall Rank
IJJ Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJJ Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJJ Omega Ratio Rank: 4646
Omega Ratio Rank
IJJ Calmar Ratio Rank: 5050
Calmar Ratio Rank
IJJ Martin Ratio Rank: 5050
Martin Ratio Rank
DIV
DIV Risk / Return Rank: 5959
Overall Rank
DIV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 5757
Sortino Ratio Rank
DIV Omega Ratio Rank: 5050
Omega Ratio Rank
DIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIV Martin Ratio Rank: 5858
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.

IJJ vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) and Global X SuperDividend U.S. ETF (DIV). 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.

IJJDIVDifference
Sharpe ratioReturn per unit of total volatility
1.47
1.63

-0.16

Sortino ratioReturn per unit of downside risk
2.22
2.35

-0.13

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

2.14

3.29

-1.15

Martin ratioReturn relative to average drawdown

7.40

8.91

-1.51

IJJ vs. DIV - Sharpe Ratio Comparison

The current IJJ Sharpe Ratio is 1.47, which is comparable to the DIV Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IJJ and DIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IJJ vs. DIV - Drawdown Comparison

The maximum IJJ drawdown since its inception was -58.00%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for IJJ and DIV.

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Drawdown Indicators

IJJDIVDifference

Max Drawdown

Largest peak-to-trough decline

-58.00%

-52.74%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-5.23%

-5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.68%

-12.33%

-10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-21.14%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-46.11%

-52.74%

+6.63%

Current Drawdown

Current decline from peak

0.00%

-1.62%

+1.62%

Average Drawdown

Average peak-to-trough decline

-7.92%

-7.00%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

1.92%

+1.14%

Volatility

IJJ vs. DIV - Volatility Comparison

iShares S&P Mid-Cap 400 Value ETF (IJJ) has a higher volatility of 3.94% compared to Global X SuperDividend U.S. ETF (DIV) at 3.67%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJJDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

3.67%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

7.47%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

10.64%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

13.69%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

17.99%

+4.02%

IJJ vs. DIV - Expense Ratio Comparison

IJJ has a 0.18% expense ratio, which is lower than DIV's 0.45% expense ratio.

Dividends

IJJ vs. DIV - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 1.59%, less than DIV's 6.76% yield.

PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF		6.76%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
IJJ
iShares S&P Mid-Cap 400 Value ETF		1.59%1.79%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%

Frequently Asked Questions

IJJ and DIV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJJ has higher volatility (3.94%) compared to DIV (3.67%). In terms of maximum drawdown, IJJ dropped -58.00% vs DIV's -52.74%.

On 10-year performance, IJJ leads with 11.30% vs 4.29% for DIV. On fees, IJJ is cheaper at 0.18% per year. On volatility, DIV has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJJ has performed better with a 11.30% return vs 4.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJJ is cheaper with a 0.18% expense ratio, compared with 0.45% for DIV.

DIV has the higher dividend yield at 6.76%, compared with 1.59% for IJJ.

IJJ tracks S&P MidCap 400 Value Index, while DIV tracks Indxx SuperDividend® U.S. Low Volatility Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.18% for IJJ and 0.45% for DIV.

DIV currently has the higher Sharpe Ratio (1.63 vs 1.47), 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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