PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SDIV vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDIV vs. BDVL

Last updated Jun 4, 2026

SDIV (Global X SuperDividend ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - SDIV tracks the Solactive Global SuperDividend Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.63 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.40%/yr for BDVL.

Performance

SDIV vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SDIV achieves a 5.97% return, which is significantly higher than BDVL's 4.71% return.

SDIV

1D
-2.00%
1M
-3.86%
YTD
5.97%
6M
6.19%
1Y
25.09%
3Y*
15.75%
5Y*
-0.84%
10Y*
-0.07%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
SDIV
Global X SuperDividend ETF		5.97%3.10%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between SDIV and BDVL is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.63

SDIV vs. BDVL - Sectors Allocation Comparison

Sectors
SDIV
BDVL

Real Estate

36.2%
1.0%

Energy

18.4%
2.8%

Industrials

14.3%
15.4%

Financial Services

8.9%
13.9%

Communication Services

6.1%
10.7%

Consumer Cyclical

5.5%
8.5%

Consumer Defensive

3.7%
6.3%

Basic Materials

2.8%
2.6%

Technology

1.6%
23.0%

Healthcare

1.4%
11.1%

Utilities

1.1%
4.8%

Real Estate

SDIV
36.2%
BDVL
1.0%

Energy

SDIV
18.4%
BDVL
2.8%

Industrials

SDIV
14.3%
BDVL
15.4%

Financial Services

SDIV
8.9%
BDVL
13.9%

Communication Services

SDIV
6.1%
BDVL
10.7%

Consumer Cyclical

SDIV
5.5%
BDVL
8.5%

Consumer Defensive

SDIV
3.7%
BDVL
6.3%

Basic Materials

SDIV
2.8%
BDVL
2.6%

Technology

SDIV
1.6%
BDVL
23.0%

Healthcare

SDIV
1.4%
BDVL
11.1%

Utilities

SDIV
1.1%
BDVL
4.8%

Compare stocks, funds, or ETFs

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

Global X SuperDividend ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with SDIV:
SDIV vs. SCHDSDIV vs. SPHDSDIV vs. VYMSDIV vs. SPYSDIV vs. SDEMSDIV vs. DGROSDIV vs. QQQ
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

SDIV vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDIV
SDIV Risk / Return Rank: 6161
Overall Rank
SDIV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 5656
Sortino Ratio Rank
SDIV Omega Ratio Rank: 5656
Omega Ratio Rank
SDIV Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6666
Martin Ratio Rank
BDVL
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.

SDIV vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

SDIVBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.02

—

—

Sortino ratioReturn per unit of downside risk
2.73

—

—

Omega ratioGain probability vs. loss probability

1.35

—

—

Calmar ratioReturn relative to maximum drawdown

3.43

—

—

Martin ratioReturn relative to average drawdown

12.41

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDIV vs. BDVL - Sharpe Ratio Comparison

Loading charts...

Sharpe Ratios by Period

SDIVBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.01

-0.95

Drawdowns

SDIV vs. BDVL - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for SDIV and BDVL.

Loading charts...

Drawdown Indicators

SDIVBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-7.71%

-49.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

—

—

Current Drawdown

Current decline from peak

-17.77%

-0.95%

-16.82%

Average Drawdown

Average peak-to-trough decline

-18.59%

-1.19%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

—

—

Volatility

SDIV vs. BDVL - Volatility Comparison

Loading charts...

Volatility by Period

SDIVBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

9.49%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

9.49%

+7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

9.49%

+9.48%

SDIV vs. BDVL - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

SDIV vs. BDVL - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 10.02%, more than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF		10.02%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

SDIV and BDVL have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.58% for SDIV.

SDIV has the higher dividend yield at 10.02%, compared with 2.66% for BDVL.

SDIV tracks Solactive Global SuperDividend Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.58% for SDIV and 0.40% for BDVL.

Portfolio Optimizer

Find the right allocation for SDIV and BDVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer