RLY vs. SDIV
RLY (State Street Multi-Asset Real Return ETF) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - RLY is a Global Allocation fund tracking the Bloomberg U.S. Government Inflation-Linked Bond Index, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past 10 years, RLY returned 8.27%/yr vs -0.19%/yr for SDIV. Their 0.75 correlation means they have sometimes moved together and sometimes differently. RLY charges 0.50%/yr vs 0.58%/yr for SDIV.
Performance
RLY vs. SDIV - Performance Comparison
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Returns By Period
In the year-to-date period, RLY achieves a 15.77% return, which is significantly higher than SDIV's 8.19% return. Over the past 10 years, RLY has outperformed SDIV with an annualized return of 8.27%, while SDIV has yielded a comparatively lower -0.19% annualized return.
RLY
- 1D
- -0.46%
- 1M
- 4.07%
- 6M
- 7.44%
- YTD
- 15.77%
- 1Y
- 27.64%
- 3Y*
- 12.72%
- 5Y*
- 10.48%
- 10Y*
- 8.27%
- ALL TIME*
- 4.79%
SDIV
- 1D
- -0.44%
- 1M
- 2.09%
- 6M
- 1.12%
- YTD
- 8.19%
- 1Y
- 19.07%
- 3Y*
- 13.35%
- 5Y*
- 1.38%
- 10Y*
- -0.19%
- ALL TIME*
- 1.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.60M | $7.84M | $7.75M | |
| $7.29M | $9.92M | $11.09M |
RLY vs. SDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLY State Street Multi-Asset Real Return ETF | 15.77% | 20.26% | 2.53% | 2.56% | 7.86% | 22.85% | -0.59% | 15.63% | -11.72% | 10.40% |
SDIV Global X SuperDividend ETF | 8.19% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | -20.89% | 13.04% | -15.07% | 11.95% |
Correlation
The correlation between RLY and SDIV is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2012 | 0.75 |
The correlation between RLY and SDIV shifts across timeframes, from 0.56 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RLY vs. SDIV — Risk / Return Rank
RLY
SDIV
RLY vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Multi-Asset Real Return ETF (RLY) 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.
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.
| RLY | SDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.26 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.48 | +1.17 |
| Martin ratioReturn relative to average drawdown | 12.77 | 6.84 | +5.93 |
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Drawdowns
RLY vs. SDIV - Drawdown Comparison
The maximum RLY drawdown since its inception was -37.75%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for RLY and SDIV.
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Drawdown Indicators
| RLY | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.75% | -56.90% | +19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | -7.35% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -18.64% | +8.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | -38.69% | +19.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.17% | -56.90% | +22.73% |
Current DrawdownCurrent decline from peak | -2.74% | -16.05% | +13.31% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -18.57% | +9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.66% | -0.50% |
Volatility
RLY vs. SDIV - Volatility Comparison
State Street Multi-Asset Real Return ETF (RLY) and Global X SuperDividend ETF (SDIV) have volatilities of 2.68% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLY | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.76% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 9.82% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | 12.30% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 16.80% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.80% | 18.87% | -5.07% |
RLY vs. SDIV - Expense Ratio Comparison
RLY has a 0.50% expense ratio, which is lower than SDIV's 0.58% expense ratio.
Dividends
RLY vs. SDIV - Dividend Comparison
RLY's dividend yield for the trailing twelve months is around 3.06%, less than SDIV's 9.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLY State Street Multi-Asset Real Return ETF | 3.06% | 3.24% | 3.31% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% |
SDIV Global X SuperDividend ETF | 9.07% | 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
RLY and SDIV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDIV has higher volatility (2.76%) compared to RLY (2.68%). In terms of maximum drawdown, RLY dropped -37.75% vs SDIV's -56.90%.
On 10-year performance, RLY leads with 8.27% vs -0.19% for SDIV. On fees, RLY is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RLY has performed better with a 8.27% return vs -0.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RLY is cheaper with a 0.50% expense ratio, compared with 0.58% for SDIV.
SDIV has the higher dividend yield at 9.07%, compared with 3.06% for RLY.
RLY is categorized as Global Allocation, while SDIV is Global Equities. RLY tracks Bloomberg U.S. Government Inflation-Linked Bond Index, while SDIV tracks Solactive Global SuperDividend Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.50% for RLY and 0.58% for SDIV.
RLY currently has the higher Sharpe Ratio (2.61 vs 1.49), 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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