SDEM vs. SDIV
Compare and contrast key facts about Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and Global X SuperDividend ETF (SDIV).
SDEM and SDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. Both SDEM and SDIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDEM or SDIV.
Key characteristics
| SDEM | SDIV | |
|---|---|---|
| YTD Return | 2.71% | 3.58% |
| 1Y Return | 8.63% | 9.88% |
| 3Y Return (Ann) | -3.14% | -8.05% |
| 5Y Return (Ann) | -2.13% | -7.16% |
| Sharpe Ratio | 0.59 | 0.71 |
| Sortino Ratio | 0.91 | 1.02 |
| Omega Ratio | 1.11 | 1.13 |
| Calmar Ratio | 0.28 | 0.23 |
| Martin Ratio | 1.72 | 2.97 |
| Ulcer Index | 5.41% | 3.50% |
| Daily Std Dev | 15.75% | 14.63% |
| Max Drawdown | -47.37% | -56.90% |
| Current Drawdown | -27.26% | -38.82% |
Correlation
The correlation between SDEM and SDIV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDEM vs. SDIV - Performance Comparison
In the year-to-date period, SDEM achieves a 2.71% return, which is significantly lower than SDIV's 3.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDEM vs. SDIV - Expense Ratio Comparison
SDEM has a 0.67% expense ratio, which is higher than SDIV's 0.58% expense ratio.
Risk-Adjusted Performance
SDEM vs. SDIV - 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 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.
Dividends
SDEM vs. SDIV - Dividend Comparison
SDEM's dividend yield for the trailing twelve months is around 7.41%, less than SDIV's 11.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 7.41% | 7.50% | 8.86% | 8.17% | 6.36% | 6.50% | 6.53% | 5.03% | 4.50% | 6.17% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 11.06% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
Drawdowns
SDEM vs. SDIV - Drawdown Comparison
The maximum SDEM drawdown since its inception was -47.37%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for SDEM and SDIV. For additional features, visit the drawdowns tool.
Volatility
SDEM vs. SDIV - Volatility Comparison
Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a higher volatility of 5.02% compared to Global X SuperDividend ETF (SDIV) at 3.70%. This indicates that SDEM's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.