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SDEM vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDEM and DVYA is 0.68, 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.


-0.50.00.51.00.7

Performance

SDEM vs. DVYA - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.53%
3.25%
SDEM
DVYA

Key characteristics

Sharpe Ratio

SDEM:

0.45

DVYA:

0.68

Sortino Ratio

SDEM:

0.73

DVYA:

1.03

Omega Ratio

SDEM:

1.09

DVYA:

1.12

Calmar Ratio

SDEM:

0.23

DVYA:

1.00

Martin Ratio

SDEM:

1.05

DVYA:

2.18

Ulcer Index

SDEM:

6.86%

DVYA:

4.27%

Daily Std Dev

SDEM:

16.03%

DVYA:

13.75%

Max Drawdown

SDEM:

-47.37%

DVYA:

-45.62%

Current Drawdown

SDEM:

-25.34%

DVYA:

-7.20%

Returns By Period

In the year-to-date period, SDEM achieves a 1.34% return, which is significantly higher than DVYA's 0.70% return.


SDEM

YTD

1.34%

1M

1.81%

6M

-0.53%

1Y

7.15%

5Y*

-3.60%

10Y*

N/A

DVYA

YTD

0.70%

1M

1.56%

6M

3.25%

1Y

8.45%

5Y*

1.52%

10Y*

2.37%

*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. DVYA - Expense Ratio Comparison

SDEM has a 0.67% expense ratio, which is higher than DVYA's 0.49% 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 DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

SDEM vs. DVYA — 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 1616
Overall Rank
The Sharpe Ratio Rank of SDEM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SDEM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SDEM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SDEM is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SDEM is 1414
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 3030
Overall Rank
The Sharpe Ratio Rank of DVYA is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 2727
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. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and iShares Asia/Pacific Dividend ETF (DVYA). 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 0.45, compared to the broader market0.002.004.000.450.68
The chart of Sortino ratio for SDEM, currently valued at 0.73, compared to the broader market0.005.0010.000.731.03
The chart of Omega ratio for SDEM, currently valued at 1.09, compared to the broader market1.002.003.001.091.12
The chart of Calmar ratio for SDEM, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.231.00
The chart of Martin ratio for SDEM, currently valued at 1.05, compared to the broader market0.0020.0040.0060.0080.00100.001.052.18
SDEM
DVYA

The current SDEM Sharpe Ratio is 0.45, which is lower than the DVYA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SDEM and DVYA, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.45
0.68
SDEM
DVYA

Dividends

SDEM vs. DVYA - Dividend Comparison

SDEM's dividend yield for the trailing twelve months is around 7.18%, more than DVYA's 5.93% yield.


TTM20242023202220212020201920182017201620152014
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
7.18%7.28%7.50%8.86%8.17%6.36%6.50%6.53%5.03%4.50%6.17%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
5.93%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%

Drawdowns

SDEM vs. DVYA - Drawdown Comparison

The maximum SDEM drawdown since its inception was -47.37%, roughly equal to the maximum DVYA drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for SDEM and DVYA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.34%
-7.20%
SDEM
DVYA

Volatility

SDEM vs. DVYA - Volatility Comparison

Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and iShares Asia/Pacific Dividend ETF (DVYA) have volatilities of 3.69% and 3.71%, 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.69%
3.71%
SDEM
DVYA
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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.

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