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MTGP vs. DIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTGP vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Mortgage Plus Bond Fund (MTGP) 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, MTGP achieves a 0.71% return, which is significantly lower than DIV's 13.39% return.


MTGP

1D
0.15%
1M
0.85%
YTD
0.71%
6M
0.71%
1Y
5.24%
3Y*
4.42%
5Y*
0.39%
10Y*

DIV

1D
1.81%
1M
-1.67%
YTD
13.39%
6M
13.87%
1Y
15.53%
3Y*
12.84%
5Y*
5.62%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTGP vs. DIV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MTGP
WisdomTree Mortgage Plus Bond Fund
0.71%7.57%2.48%3.96%-11.29%-0.64%4.91%0.08%
DIV
Global X SuperDividend U.S. ETF
13.39%3.10%11.27%-1.73%-3.92%30.60%-22.85%3.34%

Correlation

The correlation between MTGP and DIV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.22

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2019

0.06

The correlation between MTGP and DIV shifts across timeframes, from 0.06 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MTGP vs. DIV — Risk / Return Rank

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

MTGP
MTGP Risk / Return Rank: 3636
Overall Rank
MTGP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MTGP Sortino Ratio Rank: 3232
Sortino Ratio Rank
MTGP Omega Ratio Rank: 3333
Omega Ratio Rank
MTGP Calmar Ratio Rank: 4545
Calmar Ratio Rank
MTGP Martin Ratio Rank: 3737
Martin Ratio Rank

DIV
DIV Risk / Return Rank: 4848
Overall Rank
DIV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 4343
Sortino Ratio Rank
DIV Omega Ratio Rank: 3939
Omega Ratio Rank
DIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
DIV Martin Ratio Rank: 4949
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.

MTGP vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Mortgage Plus Bond Fund (MTGP) 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.


MTGPDIVDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

2.08

2.98

-0.90

Martin ratioReturn relative to average drawdown

5.31

8.09

-2.78

MTGP vs. DIV - Sharpe Ratio Comparison

The current MTGP Sharpe Ratio is 1.11, which is comparable to the DIV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MTGP 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

MTGP vs. DIV - Drawdown Comparison

The maximum MTGP drawdown since its inception was -16.63%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for MTGP and DIV.


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Drawdown Indicators


MTGPDIVDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-52.74%

+36.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-5.23%

+2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

-12.33%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

-21.14%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-52.74%

Current Drawdown

Current decline from peak

-1.04%

-1.67%

+0.63%

Average Drawdown

Average peak-to-trough decline

-5.08%

-7.01%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.92%

-0.93%

Volatility

MTGP vs. DIV - Volatility Comparison

The current volatility for WisdomTree Mortgage Plus Bond Fund (MTGP) is 0.97%, while Global X SuperDividend U.S. ETF (DIV) has a volatility of 3.68%. This indicates that MTGP experiences smaller price fluctuations and is considered to be less risky 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


MTGPDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

3.68%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

7.54%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

10.64%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

13.69%

-7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.24%

18.00%

-12.76%

MTGP vs. DIV - Expense Ratio Comparison

Both MTGP and DIV have an expense ratio of 0.45%.


Dividends

MTGP vs. DIV - Dividend Comparison

MTGP's dividend yield for the trailing twelve months is around 4.30%, less than DIV's 6.77% yield.


PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF
6.77%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
MTGP
WisdomTree Mortgage Plus Bond Fund
4.30%4.19%4.05%3.02%2.47%1.64%2.61%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MTGP and DIV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIV has higher volatility (3.68%) compared to MTGP (0.97%). In terms of maximum drawdown, MTGP dropped -16.63% vs DIV's -52.74%.

On 5-year performance, DIV leads with 5.62% vs 0.39% for MTGP. Both ETFs have the same 0.45% expense ratio. On volatility, MTGP has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIV has performed better with a 5.62% return vs 0.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTGP and DIV have the same expense ratio: 0.45% per year.

DIV has the higher dividend yield at 6.77%, compared with 4.30% for MTGP.

MTGP is categorized as Mortgage Backed Securities, while DIV is Mid Cap Value Equities. They also come from different issuers: WisdomTree and Global X.

DIV currently has the higher Sharpe Ratio (1.47 vs 1.11), 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.

Portfolio Optimizer

Find the right allocation for MTGP and DIV

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