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QVAL vs. DIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QVAL vs. DIV

Last updated Jun 24, 2026

QVAL (Alpha Architect U.S. Quantitative Value ETF) and DIV (Global X SuperDividend U.S. ETF) are both Mid Cap Value Equities funds. QVAL is actively managed, while DIV is passively managed. Over the past 10 years, QVAL returned 11.91%/yr vs 4.14%/yr for DIV. A 0.69 correlation means they provide meaningful diversification when combined. QVAL charges 0.28%/yr vs 0.45%/yr for DIV.

Performance

QVAL vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Value ETF (QVAL) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with QVAL having a 14.09% return and DIV slightly lower at 13.39%. Over the past 10 years, QVAL has outperformed DIV with an annualized return of 11.91%, while DIV has yielded a comparatively lower 4.14% annualized return.

QVAL

1D
0.01%
1M
0.88%
YTD
14.09%
6M
12.60%
1Y
28.74%
3Y*
20.50%
5Y*
12.15%
10Y*
11.91%

DIV

1D
1.81%
1M
-1.67%
YTD
13.39%
6M
13.87%
1Y
15.53%
3Y*
12.84%
5Y*
5.62%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVAL vs. DIV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QVAL
Alpha Architect U.S. Quantitative Value ETF		14.09%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-17.28%25.59%
DIV
Global X SuperDividend U.S. ETF		13.39%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.60%9.90%

Correlation

The correlation between QVAL and DIV is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.69

The correlation between QVAL and DIV shifts across timeframes, from 0.59 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

QVAL vs. DIV - Sectors Allocation Comparison

Sectors
QVAL
DIV

Consumer Cyclical

23.8%
3.7%

Energy

16.1%
23.2%

Industrials

14.1%
11.9%

Healthcare

13.9%
3.4%

Consumer Defensive

9.8%
10.8%

Technology

8.3%

-

Communication Services

6.0%
6.5%

Basic Materials

6.0%
4.3%

Utilities

2.0%
11.7%

Real Estate

2.0%
20.1%

Financial Services

-

3.8%

Consumer Cyclical

QVAL
23.8%
DIV
3.7%

Energy

QVAL
16.1%
DIV
23.2%

Industrials

QVAL
14.1%
DIV
11.9%

Healthcare

QVAL
13.9%
DIV
3.4%

Consumer Defensive

QVAL
9.8%
DIV
10.8%

Technology

QVAL
8.3%
DIV

-

Communication Services

QVAL
6.0%
DIV
6.5%

Basic Materials

QVAL
6.0%
DIV
4.3%

Utilities

QVAL
2.0%
DIV
11.7%

Real Estate

QVAL
2.0%
DIV
20.1%

Financial Services

QVAL

-

DIV
3.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Alpha Architect U.S. Quantitative Value ETF

Global X SuperDividend U.S. ETF

Often compared with QVAL:
QVAL vs. AVUVQVAL vs. VLUEQVAL vs. QQQQVAL vs. SNPEQVAL vs. VTVQVAL vs. VFLOQVAL vs. VBR
Often compared with DIV:
DIV vs. DIVODIV vs. SCHDDIV vs. SPYDDIV vs. VOODIV vs. JEPIDIV vs. VYMDIV vs. SPHD

Return for Risk

QVAL vs. DIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QVAL
QVAL Risk / Return Rank: 7070
Overall Rank
QVAL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7171
Sortino Ratio Rank
QVAL Omega Ratio Rank: 5656
Omega Ratio Rank
QVAL Calmar Ratio Rank: 8787
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
Martin Ratio Rank
DIV
DIV Risk / Return Rank: 4848
Overall Rank
DIV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 4343
Sortino Ratio Rank
DIV Omega Ratio Rank: 3939
Omega Ratio Rank
DIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
DIV Martin Ratio Rank: 4949
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.

QVAL vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) 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.

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.

QVALDIVDifference
Sharpe ratioReturn per unit of total volatility
1.96
1.47

+0.50

Sortino ratioReturn per unit of downside risk
3.03
2.11

+0.92

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

4.78

2.98

+1.80

Martin ratioReturn relative to average drawdown

13.37

8.09

+5.28

QVAL vs. DIV - Sharpe Ratio Comparison

The current QVAL Sharpe Ratio is 1.96, which is higher than the DIV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of QVAL and DIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QVAL vs. DIV - Drawdown Comparison

The maximum QVAL drawdown since its inception was -51.49%, roughly equal to the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for QVAL and DIV.

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Drawdown Indicators

QVALDIVDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-52.74%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

-5.23%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-12.33%

-9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-21.14%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

-52.74%

+1.25%

Current Drawdown

Current decline from peak

-2.47%

-1.67%

-0.80%

Average Drawdown

Average peak-to-trough decline

-7.76%

-7.01%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.92%

+0.23%

Volatility

QVAL vs. DIV - Volatility Comparison

Alpha Architect U.S. Quantitative Value ETF (QVAL) has a higher volatility of 3.95% compared to Global X SuperDividend U.S. ETF (DIV) at 3.68%. This indicates that QVAL'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

QVALDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.68%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

7.54%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

10.64%

+4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

13.69%

+7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

18.00%

+4.78%

QVAL vs. DIV - Expense Ratio Comparison

QVAL has a 0.28% expense ratio, which is lower than DIV's 0.45% expense ratio.

Dividends

QVAL vs. DIV - Dividend Comparison

QVAL's dividend yield for the trailing twelve months is around 1.16%, less than DIV's 6.77% yield.

PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF		6.77%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
QVAL
Alpha Architect U.S. Quantitative Value ETF		1.16%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%0.00%

Frequently Asked Questions

QVAL and DIV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QVAL has higher volatility (3.95%) compared to DIV (3.68%). In terms of maximum drawdown, QVAL dropped -51.49% vs DIV's -52.74%.

On 10-year performance, QVAL leads with 11.91% vs 4.14% for DIV. On fees, QVAL is cheaper at 0.28% per year. On volatility, DIV has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QVAL has performed better with a 11.91% return vs 4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QVAL is cheaper with a 0.28% expense ratio, compared with 0.45% for DIV.

DIV has the higher dividend yield at 6.77%, compared with 1.16% for QVAL.

They also come from different issuers: Alpha Architect and Global X. Their fees differ too: 0.28% for QVAL and 0.45% for DIV.

QVAL currently has the higher Sharpe Ratio (1.96 vs 1.47), 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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