QDIV vs. VYM

Last updated Jun 24, 2026

QDIV (Global X S&P 500 Quality Dividend ETF) and VYM (Vanguard High Dividend Yield ETF) are both Dividend funds - QDIV tracks the S&P 500 Quality High Dividend Index while VYM tracks the FTSE High Dividend Yield Index. Both are passively managed. Over the past 5 years, QDIV returned 6.89%/yr vs 11.88%/yr for VYM. Their correlation of 0.90 suggests significant overlap in exposure. QDIV charges 0.20%/yr vs 0.04%/yr for VYM.

Performance

QDIV vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDIV achieves a 7.99% return, which is significantly lower than VYM's 11.51% return.

QDIV

• 1D: 0.71%
• 1M: -0.97%
• YTD: 7.99%
• 6M: 7.73%
• 1Y: 13.66%
• 3Y*: 9.64%
• 5Y*: 6.89%
• 10Y*: —

VYM

• 1D: -0.16%
• 1M: 0.26%
• YTD: 11.51%
• 6M: 10.83%
• 1Y: 24.08%
• 3Y*: 18.41%
• 5Y*: 11.88%
• 10Y*: 11.98%

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

QDIV vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDIV Global X S&P 500 Quality Dividend ETF	7.99%	3.16%	10.62%	5.18%	-0.50%	28.99%	0.03%	29.00%	-12.20%
VYM Vanguard High Dividend Yield ETF	11.51%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-6.44%

Correlation

The correlation between QDIV and VYM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jul 17, 2018	0.90

The correlation between QDIV and VYM shifts across timeframes, from 0.79 (1 year) to 0.91 (5 years), reflecting how their relationship changes across market environments.

QDIV vs. VYM - Sectors Allocation Comparison

Sectors	QDIV	VYM
Consumer Defensive	22.0%	8.0%
Industrials	16.3%	11.8%
Healthcare	14.4%	12.2%
Energy	11.5%	9.1%
Technology	10.0%	20.3%
Basic Materials	8.6%	3.4%
Financial Services	7.0%	19.9%
Consumer Cyclical	6.7%	6.6%
Communication Services	3.5%	3.4%
Real Estate	-	0.0%
Utilities	-	5.4%

Return for Risk

QDIV vs. VYM — Risk / Return Rank

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

QDIV

QDIV Risk / Return Rank: 33
QDIV Sharpe Ratio Rank: 33
QDIV Sortino Ratio Rank: 35
QDIV Omega Ratio Rank: 31
QDIV Calmar Ratio Rank: 36
QDIV Martin Ratio Rank: 31

VYM

VYM Risk / Return Rank: 75
VYM Sharpe Ratio Rank: 76
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 75
VYM Calmar Ratio Rank: 73
VYM Martin Ratio Rank: 74

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. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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.

	QDIV	VYM	Difference
Sharpe ratio: Return per unit of total volatility	1.14	2.33	-1.19
Sortino ratio: Return per unit of downside risk	1.77	3.33	-1.57
Omega ratio: Gain probability vs. loss probability	1.20	1.42	-0.22
Calmar ratio: Return relative to maximum drawdown	1.72	3.61	-1.89
Martin ratio: Return relative to average drawdown	4.31	13.43	-9.11

QDIV vs. VYM - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.14, which is lower than the VYM Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of QDIV and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QDIV vs. VYM - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for QDIV and VYM.

Drawdown Indicators

	QDIV	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-56.98%	+15.78%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-6.69%	-1.28%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-14.46%	-2.35%
Max Drawdown (5Y) Largest decline over 5 years	-18.52%	-15.84%	-2.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.21%	—
Current Drawdown Current decline from peak	-4.15%	-1.28%	-2.87%
Average Drawdown Average peak-to-trough decline	-5.53%	-7.18%	+1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	1.80%	+1.37%

Volatility

QDIV vs. VYM - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 3.42% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that QDIV's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDIV	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	3.02%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.08%	7.64%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.00%	10.39%	+1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.26%	13.93%	+1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.38%	16.32%	+3.06%

QDIV vs. VYM - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is higher than VYM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

QDIV vs. VYM - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.00%, more than VYM's 2.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDIV Global X S&P 500 Quality Dividend ETF	3.00%	3.13%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.30%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.30%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both QDIV and VYM in my portfolio?

QDIV and VYM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDIV or VYM?

QDIV has higher volatility (3.42%) compared to VYM (3.02%). In terms of maximum drawdown, QDIV dropped -41.20% vs VYM's -56.98%.

Which ETF is better, QDIV or VYM?

On 5-year performance, VYM leads with 11.88% vs 6.89% for QDIV. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDIV or VYM?

Over the 5-year period, VYM has performed better with a 11.88% return vs 6.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDIV or VYM?

VYM is cheaper with a 0.04% expense ratio, compared with 0.20% for QDIV.

Which ETF pays a higher dividend yield, QDIV or VYM?

QDIV has the higher dividend yield at 3.00%, compared with 2.30% for VYM.

What is the main difference between QDIV and VYM?

QDIV tracks S&P 500 Quality High Dividend Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.20% for QDIV and 0.04% for VYM.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.33 vs 1.14), 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.