PJBF vs. SDIV

Last updated Jun 4, 2026

PJBF (PGIM Jennison Better Future ETF) and SDIV (Global X SuperDividend ETF) are both Global Equities funds. PJBF is actively managed, while SDIV is passively managed. Over the past year, PJBF returned 16.62% vs 25.09% for SDIV. At a 0.42 correlation, their price movements are largely independent. PJBF charges 0.59%/yr vs 0.58%/yr for SDIV.

Performance

PJBF vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Better Future ETF (PJBF) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PJBF achieves a 8.99% return, which is significantly higher than SDIV's 5.97% return.

PJBF

• 1D: -1.20%
• 1M: 4.04%
• YTD: 8.99%
• 6M: 7.01%
• 1Y: 16.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIV

• 1D: -2.00%
• 1M: -3.86%
• YTD: 5.97%
• 6M: 6.19%
• 1Y: 25.09%
• 3Y*: 15.75%
• 5Y*: -0.84%
• 10Y*: -0.07%

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

PJBF vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PJBF PGIM Jennison Better Future ETF	8.99%	5.13%	19.91%	-0.80%
SDIV Global X SuperDividend ETF	5.97%	29.12%	1.77%	1.17%

Correlation

The correlation between PJBF and SDIV is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.42

PJBF vs. SDIV - Sectors Allocation Comparison

Sectors	PJBF	SDIV
Technology	40.3%	1.6%
Industrials	18.0%	14.3%
Consumer Cyclical	13.6%	5.5%
Healthcare	11.2%	1.4%
Communication Services	9.6%	6.1%
Financial Services	2.8%	8.9%
Consumer Defensive	2.3%	3.7%
Utilities	2.3%	1.1%
Basic Materials	-	2.8%
Energy	-	18.4%
Real Estate	-	36.2%

Return for Risk

PJBF vs. SDIV — Risk / Return Rank

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

PJBF

PJBF Risk / Return Rank: 24
PJBF Sharpe Ratio Rank: 25
PJBF Sortino Ratio Rank: 25
PJBF Omega Ratio Rank: 24
PJBF Calmar Ratio Rank: 21
PJBF Martin Ratio Rank: 23

SDIV

SDIV Risk / Return Rank: 61
SDIV Sharpe Ratio Rank: 58
SDIV Sortino Ratio Rank: 56
SDIV Omega Ratio Rank: 56
SDIV Calmar Ratio Rank: 68
SDIV Martin Ratio Rank: 66

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.

PJBF vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) 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.

	PJBF	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	0.85	2.02	-1.17
Sortino ratio: Return per unit of downside risk	1.30	2.73	-1.43
Omega ratio: Gain probability vs. loss probability	1.16	1.35	-0.19
Calmar ratio: Return relative to maximum drawdown	0.91	3.43	-2.52
Martin ratio: Return relative to average drawdown	2.90	12.41	-9.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PJBF vs. SDIV - Sharpe Ratio Comparison

The current PJBF Sharpe Ratio is 0.85, which is lower than the SDIV Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PJBF and SDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PJBF	SDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	2.02	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.06	+0.57

Drawdowns

PJBF vs. SDIV - Drawdown Comparison

The maximum PJBF drawdown since its inception was -25.67%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for PJBF and SDIV.

Drawdown Indicators

	PJBF	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-25.67%	-56.90%	+31.23%
Max Drawdown (1Y) Largest decline over 1 year	-18.41%	-7.35%	-11.06%
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	-1.20%	-17.77%	+16.57%
Average Drawdown Average peak-to-trough decline	-5.31%	-18.59%	+13.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	2.03%	+3.71%

Volatility

PJBF vs. SDIV - Volatility Comparison

PGIM Jennison Better Future ETF (PJBF) has a higher volatility of 6.31% compared to Global X SuperDividend ETF (SDIV) at 4.21%. This indicates that PJBF's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PJBF	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	4.21%	+2.10%
Volatility (6M) Calculated over the trailing 6-month period	15.81%	9.64%	+6.17%
Volatility (1Y) Calculated over the trailing 1-year period	19.58%	12.47%	+7.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.52%	16.86%	+4.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.52%	18.97%	+2.55%

PJBF vs. SDIV - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is higher than SDIV's 0.58% expense ratio.

Dividends

PJBF vs. SDIV - Dividend Comparison

PJBF's dividend yield for the trailing twelve months is around 0.22%, less than SDIV's 10.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PJBF PGIM Jennison Better Future ETF	0.22%	0.24%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	10.02%	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

Can I hold both PJBF and SDIV in my portfolio?

PJBF and SDIV have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PJBF or SDIV?

PJBF has higher volatility (6.31%) compared to SDIV (4.21%). In terms of maximum drawdown, PJBF dropped -25.67% vs SDIV's -56.90%.

Which ETF is better, PJBF or SDIV?

On 1-year performance, SDIV leads with 25.09% vs 16.62% for PJBF. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PJBF or SDIV?

Over the 1-year period, SDIV has performed better with a 25.09% return vs 16.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PJBF or SDIV?

SDIV is cheaper with a 0.58% expense ratio, compared with 0.59% for PJBF.

Which ETF pays a higher dividend yield, PJBF or SDIV?

SDIV has the higher dividend yield at 10.02%, compared with 0.22% for PJBF.

What is the main difference between PJBF and SDIV?

They also come from different issuers: PGIM and Global X. Their fees differ too: 0.59% for PJBF and 0.58% for SDIV.

Which has better risk-adjusted returns?

SDIV currently has the higher Sharpe Ratio (2.02 vs 0.85), 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.