PG vs. DIV
PG (The Procter & Gamble Company) 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, PG returned 8.64%/yr vs 4.02%/yr for DIV. At a 0.40 correlation, their price movements are largely independent.
Performance
PG vs. DIV - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 2.74% return, which is significantly lower than DIV's 12.28% return. Over the past 10 years, PG has outperformed DIV with an annualized return of 8.64%, while DIV has yielded a comparatively lower 4.02% annualized return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
DIV
- 1D
- -0.32%
- 1M
- -1.53%
- YTD
- 12.28%
- 6M
- 11.92%
- 1Y
- 15.44%
- 3Y*
- 11.41%
- 5Y*
- 4.98%
- 10Y*
- 4.02%
PG vs. DIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
DIV Global X SuperDividend U.S. ETF | 12.28% | 3.10% | 11.27% | -1.73% | -3.92% | 30.60% | -22.85% | 14.50% | -6.60% | 9.90% |
Correlation
The correlation between PG and DIV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013 | 0.40 |
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Return for Risk
PG vs. DIV — Risk / Return Rank
PG
DIV
PG vs. DIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | DIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.26 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.97 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.04 | 8.27 | -9.30 |
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
| PG | DIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.50 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.37 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.22 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.28 | +0.18 |
Drawdowns
PG vs. DIV - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for PG and DIV.
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Drawdown Indicators
| PG | DIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -52.74% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -5.23% | -10.29% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -12.33% | -8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -21.14% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -52.74% | +28.97% |
Current DrawdownCurrent decline from peak | -15.91% | -2.63% | -13.28% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -7.02% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 1.87% | +7.06% |
Volatility
PG vs. DIV - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 7.01% compared to Global X SuperDividend U.S. ETF (DIV) at 3.19%. This indicates that PG'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
| PG | DIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 3.19% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 7.05% | +8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 10.33% | +8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 13.68% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 17.99% | +1.06% |
Dividends
PG vs. DIV - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, less than DIV's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 6.74% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and DIV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to DIV (3.19%). In terms of maximum drawdown, PG dropped -54.25% vs DIV's -52.74%.
DIV currently has the higher Sharpe Ratio (1.50 vs -0.48), 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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