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QDIV vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDIV vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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QDIV vs. SDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
6.62%3.16%10.62%5.18%-0.50%28.99%0.03%29.00%-12.20%
SDIV
Global X SuperDividend ETF
6.70%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-15.12%

Returns By Period

The year-to-date returns for both investments are quite close, with QDIV having a 6.62% return and SDIV slightly higher at 6.70%.


QDIV

1D
0.44%
1M
-4.13%
YTD
6.62%
6M
6.17%
1Y
8.04%
3Y*
8.20%
5Y*
7.53%
10Y*

SDIV

1D
2.27%
1M
-2.96%
YTD
6.70%
6M
10.37%
1Y
32.97%
3Y*
14.76%
5Y*
0.59%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDIV vs. SDIV - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Return for Risk

QDIV vs. SDIV — Risk / Return Rank

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

QDIV
QDIV Risk / Return Rank: 2929
Overall Rank
QDIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 2929
Sortino Ratio Rank
QDIV Omega Ratio Rank: 2828
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3131
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3131
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 9191
Overall Rank
SDIV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9393
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9292
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.

QDIV vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.


QDIVSDIVDifference

Sharpe ratio

Return per unit of total volatility

0.48

2.07

-1.58

Sortino ratio

Return per unit of downside risk

0.80

2.66

-1.86

Omega ratio

Gain probability vs. loss probability

1.11

1.41

-0.30

Calmar ratio

Return relative to maximum drawdown

0.72

2.43

-1.71

Martin ratio

Return relative to average drawdown

2.62

12.21

-9.59

QDIV vs. SDIV - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 0.48, which is lower than the SDIV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of QDIV and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDIVSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

2.07

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.04

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.06

+0.37

Correlation

The correlation between QDIV and SDIV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QDIV vs. SDIV - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.99%, less than SDIV's 9.10% yield.


TTM20252024202320222021202020192018201720162015
QDIV
Global X S&P 500 Quality Dividend ETF
2.99%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.10%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

QDIV vs. SDIV - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for QDIV and SDIV.


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Drawdown Indicators


QDIVSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-56.90%

+15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-13.37%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-41.94%

+23.42%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-5.38%

-17.21%

+11.83%

Average Drawdown

Average peak-to-trough decline

-5.55%

-18.63%

+13.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.66%

+0.87%

Volatility

QDIV vs. SDIV - Volatility Comparison

The current volatility for Global X S&P 500 Quality Dividend ETF (QDIV) is 3.04%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that QDIV experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDIVSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

6.25%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

9.21%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

16.03%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

16.79%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

18.96%

+0.63%