SDIV vs. DGRO
Compare and contrast key facts about Global X SuperDividend ETF (SDIV) and iShares Core Dividend Growth ETF (DGRO).
SDIV and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both SDIV and DGRO 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: SDIV or DGRO.
Key characteristics
| SDIV | DGRO | |
|---|---|---|
| YTD Return | 3.77% | 20.51% |
| 1Y Return | 10.60% | 29.14% |
| 3Y Return (Ann) | -8.26% | 8.22% |
| 5Y Return (Ann) | -7.14% | 11.94% |
| 10Y Return (Ann) | -3.30% | 12.01% |
| Sharpe Ratio | 0.98 | 3.27 |
| Sortino Ratio | 1.40 | 4.63 |
| Omega Ratio | 1.17 | 1.61 |
| Calmar Ratio | 0.32 | 5.39 |
| Martin Ratio | 4.30 | 22.01 |
| Ulcer Index | 3.46% | 1.44% |
| Daily Std Dev | 15.12% | 9.68% |
| Max Drawdown | -56.90% | -35.10% |
| Current Drawdown | -38.71% | -0.65% |
Correlation
The correlation between SDIV and DGRO is 0.70, 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
SDIV vs. DGRO - Performance Comparison
In the year-to-date period, SDIV achieves a 3.77% return, which is significantly lower than DGRO's 20.51% return. Over the past 10 years, SDIV has underperformed DGRO with an annualized return of -3.30%, while DGRO has yielded a comparatively higher 12.01% annualized 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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SDIV vs. DGRO - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
SDIV vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and iShares Core Dividend Growth ETF (DGRO). 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
SDIV vs. DGRO - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 11.04%, more than DGRO's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 11.04% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
SDIV vs. DGRO - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SDIV and DGRO. For additional features, visit the drawdowns tool.
Volatility
SDIV vs. DGRO - Volatility Comparison
Global X SuperDividend ETF (SDIV) has a higher volatility of 3.97% compared to iShares Core Dividend Growth ETF (DGRO) at 3.23%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.