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QDIV vs. SPHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDIV and SPHD is 0.65, 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.


Performance

QDIV vs. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
61.99%
52.82%
QDIV
SPHD

Key characteristics

Sharpe Ratio

QDIV:

0.22

SPHD:

0.90

Sortino Ratio

QDIV:

0.41

SPHD:

1.28

Omega Ratio

QDIV:

1.06

SPHD:

1.18

Calmar Ratio

QDIV:

0.20

SPHD:

0.97

Martin Ratio

QDIV:

0.73

SPHD:

3.37

Ulcer Index

QDIV:

4.71%

SPHD:

3.82%

Daily Std Dev

QDIV:

15.89%

SPHD:

14.37%

Max Drawdown

QDIV:

-41.20%

SPHD:

-41.39%

Current Drawdown

QDIV:

-10.51%

SPHD:

-6.99%

Returns By Period

In the year-to-date period, QDIV achieves a -4.49% return, which is significantly lower than SPHD's -0.65% return.


QDIV

YTD

-4.49%

1M

4.02%

6M

-6.06%

1Y

2.53%

5Y*

13.91%

10Y*

N/A

SPHD

YTD

-0.65%

1M

3.17%

6M

-2.65%

1Y

12.03%

5Y*

13.52%

10Y*

7.99%

*Annualized

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QDIV vs. SPHD - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Risk-Adjusted Performance

QDIV vs. SPHD — Risk-Adjusted Performance Rank

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

QDIV
The Risk-Adjusted Performance Rank of QDIV is 2828
Overall Rank
The Sharpe Ratio Rank of QDIV is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of QDIV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of QDIV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of QDIV is 3131
Calmar Ratio Rank
The Martin Ratio Rank of QDIV is 3030
Martin Ratio Rank

SPHD
The Risk-Adjusted Performance Rank of SPHD is 7373
Overall Rank
The Sharpe Ratio Rank of SPHD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPHD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPHD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPHD is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDIV vs. SPHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


The current QDIV Sharpe Ratio is 0.22, which is lower than the SPHD Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of QDIV and SPHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.22
0.90
QDIV
SPHD

Dividends

QDIV vs. SPHD - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.79%, less than SPHD's 3.43% yield.


TTM20242023202220212020201920182017201620152014
QDIV
Global X S&P 500 Quality Dividend ETF
2.79%2.88%3.26%3.02%2.44%3.06%2.84%1.56%0.00%0.00%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
3.43%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%3.24%

Drawdowns

QDIV vs. SPHD - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, roughly equal to the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for QDIV and SPHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.51%
-6.99%
QDIV
SPHD

Volatility

QDIV vs. SPHD - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 11.05% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 9.33%. This indicates that QDIV's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.05%
9.33%
QDIV
SPHD