MCD vs. DIV

Last updated Jun 13, 2026

MCD (McDonald's Corporation) is a stock, while DIV (Global X SuperDividend U.S. ETF) is Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Over the past 10 years, MCD returned 11.46%/yr vs 4.30%/yr for DIV. At a 0.40 correlation, their price movements are largely independent.

Performance

MCD vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McDonald's Corporation (MCD) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MCD achieves a -5.66% return, which is significantly lower than DIV's 14.48% return. Over the past 10 years, MCD has outperformed DIV with an annualized return of 11.46%, while DIV has yielded a comparatively lower 4.30% annualized return.

MCD

• 1D: 0.01%
• 1M: 4.28%
• YTD: -5.66%
• 6M: -8.96%
• 1Y: -3.37%
• 3Y*: 1.94%
• 5Y*: 6.16%
• 10Y*: 11.46%

DIV

• 1D: 0.68%
• 1M: 0.97%
• YTD: 14.48%
• 6M: 13.33%
• 1Y: 16.51%
• 3Y*: 11.89%
• 5Y*: 5.31%
• 10Y*: 4.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MCD vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCD McDonald's Corporation	-5.66%	7.89%	0.14%	15.06%	0.51%	27.79%	11.30%	13.97%	5.78%	45.05%
DIV Global X SuperDividend U.S. ETF	14.48%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between MCD and DIV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.40

Return for Risk

MCD vs. DIV — Risk / Return Rank

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

MCD

MCD Risk / Return Rank: 32
MCD Sharpe Ratio Rank: 33
MCD Sortino Ratio Rank: 27
MCD Omega Ratio Rank: 28
MCD Calmar Ratio Rank: 37
MCD Martin Ratio Rank: 34

DIV

DIV Risk / Return Rank: 54
DIV Sharpe Ratio Rank: 51
DIV Sortino Ratio Rank: 51
DIV Omega Ratio Rank: 46
DIV Calmar Ratio Rank: 69
DIV Martin Ratio Rank: 55

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.

MCD vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McDonald's Corporation (MCD) 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.

	MCD	DIV	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	1.53	-1.76
Sortino ratio: Return per unit of downside risk	-0.21	2.20	-2.41
Omega ratio: Gain probability vs. loss probability	0.98	1.26	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.20	3.02	-3.22
Martin ratio: Return relative to average drawdown	-0.50	8.43	-8.94

MCD vs. DIV - Sharpe Ratio Comparison

The current MCD Sharpe Ratio is -0.23, which is lower than the DIV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MCD 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.

Drawdowns

MCD vs. DIV - Drawdown Comparison

The maximum MCD drawdown since its inception was -73.20%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for MCD and DIV.

Drawdown Indicators

	MCD	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-73.20%	-52.74%	-20.46%
Max Drawdown (1Y) Largest decline over 1 year	-19.05%	-5.23%	-13.82%
Max Drawdown (3Y) Largest decline over 3 years	-19.05%	-12.33%	-6.72%
Max Drawdown (5Y) Largest decline over 5 years	-19.05%	-21.14%	+2.09%
Max Drawdown (10Y) Largest decline over 10 years	-36.90%	-52.74%	+15.84%
Current Drawdown Current decline from peak	-15.46%	-0.73%	-14.73%
Average Drawdown Average peak-to-trough decline	-14.89%	-7.01%	-7.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.53%	1.88%	+5.65%

Volatility

MCD vs. DIV - Volatility Comparison

McDonald's Corporation (MCD) has a higher volatility of 4.96% compared to Global X SuperDividend U.S. ETF (DIV) at 3.07%. This indicates that MCD'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.

Volatility by Period

	MCD	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	3.07%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	12.20%	7.08%	+5.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	10.32%	+6.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	13.69%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.40%	17.98%	+2.42%

Dividends

MCD vs. DIV - Dividend Comparison

MCD's dividend yield for the trailing twelve months is around 2.58%, less than DIV's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.61%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
MCD McDonald's Corporation	2.58%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%

Frequently Asked Questions

Can I hold both MCD and DIV in my portfolio?

MCD and DIV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MCD or DIV?

MCD has higher volatility (4.96%) compared to DIV (3.07%). In terms of maximum drawdown, MCD dropped -73.20% vs DIV's -52.74%.

Which has better risk-adjusted returns?

DIV currently has the higher Sharpe Ratio (1.53 vs -0.23), 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.