PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SDEM vs. ALTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDEM and ALTY is 0.45, 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.


-0.50.00.51.00.5

Performance

SDEM vs. ALTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and Global X Alternative Income ETF (ALTY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.55%
5.06%
SDEM
ALTY

Key characteristics

Sharpe Ratio

SDEM:

0.23

ALTY:

1.55

Sortino Ratio

SDEM:

0.43

ALTY:

2.16

Omega Ratio

SDEM:

1.05

ALTY:

1.28

Calmar Ratio

SDEM:

0.12

ALTY:

2.76

Martin Ratio

SDEM:

0.54

ALTY:

9.82

Ulcer Index

SDEM:

6.80%

ALTY:

1.26%

Daily Std Dev

SDEM:

16.11%

ALTY:

8.00%

Max Drawdown

SDEM:

-47.37%

ALTY:

-51.47%

Current Drawdown

SDEM:

-25.93%

ALTY:

-1.29%

Returns By Period

In the year-to-date period, SDEM achieves a 0.54% return, which is significantly lower than ALTY's 1.38% return.


SDEM

YTD

0.54%

1M

-1.64%

6M

-2.53%

1Y

5.18%

5Y*

-3.76%

10Y*

N/A

ALTY

YTD

1.38%

1M

0.65%

6M

4.70%

1Y

12.40%

5Y*

2.89%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SDEM vs. ALTY - Expense Ratio Comparison

SDEM has a 0.67% expense ratio, which is higher than ALTY's 0.50% expense ratio.


SDEM
Global X MSCI SuperDividend Emerging Markets ETF
Expense ratio chart for SDEM: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for ALTY: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

SDEM vs. ALTY — Risk-Adjusted Performance Rank

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

SDEM
The Risk-Adjusted Performance Rank of SDEM is 1515
Overall Rank
The Sharpe Ratio Rank of SDEM is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SDEM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SDEM is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SDEM is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SDEM is 1414
Martin Ratio Rank

ALTY
The Risk-Adjusted Performance Rank of ALTY is 7474
Overall Rank
The Sharpe Ratio Rank of ALTY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ALTY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ALTY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ALTY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ALTY is 7777
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.

SDEM vs. ALTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and Global X Alternative Income ETF (ALTY). 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.


Sharpe ratio
The chart of Sharpe ratio for SDEM, currently valued at 0.23, compared to the broader market0.002.004.000.231.55
The chart of Sortino ratio for SDEM, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.0010.0012.000.432.16
The chart of Omega ratio for SDEM, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.28
The chart of Calmar ratio for SDEM, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.122.76
The chart of Martin ratio for SDEM, currently valued at 0.54, compared to the broader market0.0020.0040.0060.0080.00100.000.549.82
SDEM
ALTY

The current SDEM Sharpe Ratio is 0.23, which is lower than the ALTY Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SDEM and ALTY, 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 Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.23
1.55
SDEM
ALTY

Dividends

SDEM vs. ALTY - Dividend Comparison

SDEM's dividend yield for the trailing twelve months is around 7.24%, less than ALTY's 7.76% yield.


TTM2024202320222021202020192018201720162015
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
7.24%7.28%7.50%8.86%8.17%6.36%6.50%6.53%5.03%4.50%6.17%
ALTY
Global X Alternative Income ETF
7.76%7.87%7.29%7.66%6.90%9.21%8.75%8.48%7.54%8.22%4.22%

Drawdowns

SDEM vs. ALTY - Drawdown Comparison

The maximum SDEM drawdown since its inception was -47.37%, smaller than the maximum ALTY drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for SDEM and ALTY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.93%
-1.29%
SDEM
ALTY

Volatility

SDEM vs. ALTY - Volatility Comparison

Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a higher volatility of 3.61% compared to Global X Alternative Income ETF (ALTY) at 2.71%. This indicates that SDEM's price experiences larger fluctuations and is considered to be riskier than ALTY 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%AugustSeptemberOctoberNovemberDecember2025
3.61%
2.71%
SDEM
ALTY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab