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SDIV vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIV vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDIV achieves a 6.75% return, which is significantly lower than DGRW's 9.06% return. Over the past 10 years, SDIV has underperformed DGRW with an annualized return of 0.10%, while DGRW has yielded a comparatively higher 14.25% annualized return.


SDIV

1D
-0.88%
1M
-1.28%
YTD
6.75%
6M
6.88%
1Y
22.64%
3Y*
14.33%
5Y*
-0.49%
10Y*
0.10%

DGRW

1D
1.09%
1M
1.46%
YTD
9.06%
6M
9.28%
1Y
20.18%
3Y*
15.52%
5Y*
12.40%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDIV
Global X SuperDividend ETF
6.75%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-15.07%11.95%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
9.06%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.38%26.90%

Correlation

The correlation between SDIV and DGRW is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.67

The correlation between SDIV and DGRW has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

SDIV vs. DGRW - Sectors Allocation Comparison


Sectors
SDIV
DGRW

Real Estate

36.7%

-

Energy

17.2%
5.0%

Industrials

14.7%
9.9%

Financial Services

9.1%
11.3%

Communication Services

6.3%
10.1%

Consumer Cyclical

5.6%
7.1%

Consumer Defensive

3.7%
6.7%

Basic Materials

2.9%
3.3%

Technology

1.6%
32.1%

Healthcare

1.3%
12.8%

Utilities

1.0%
0.2%

Real Estate

SDIV
36.7%
DGRW

-

Energy

SDIV
17.2%
DGRW
5.0%

Industrials

SDIV
14.7%
DGRW
9.9%

Financial Services

SDIV
9.1%
DGRW
11.3%

Communication Services

SDIV
6.3%
DGRW
10.1%

Consumer Cyclical

SDIV
5.6%
DGRW
7.1%

Consumer Defensive

SDIV
3.7%
DGRW
6.7%

Basic Materials

SDIV
2.9%
DGRW
3.3%

Technology

SDIV
1.6%
DGRW
32.1%

Healthcare

SDIV
1.3%
DGRW
12.8%

Utilities

SDIV
1.0%
DGRW
0.2%

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Return for Risk

SDIV vs. DGRW — 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: 5959
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 5757
Sortino Ratio Rank
SDIV Omega Ratio Rank: 5757
Omega Ratio Rank
SDIV Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6363
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6666
Overall Rank
DGRW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7171
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7070
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6464
Martin Ratio Rank
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. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SDIVDGRWDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.10

2.44

+0.65

Martin ratioReturn relative to average drawdown

10.31

10.53

-0.22

SDIV vs. DGRW - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.80, which is comparable to the DGRW Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SDIV and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDIV vs. DGRW - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SDIV and DGRW.


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Drawdown Indicators


SDIVDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-32.04%

-24.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-8.30%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-16.21%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-40.36%

-17.27%

-23.09%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

-32.04%

-24.86%

Current Drawdown

Current decline from peak

-17.17%

-0.86%

-16.31%

Average Drawdown

Average peak-to-trough decline

-18.58%

-3.01%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.92%

+0.28%

Volatility

SDIV vs. DGRW - Volatility Comparison

Global X SuperDividend ETF (SDIV) has a higher volatility of 4.38% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.43%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIVDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

3.43%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

8.11%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

10.17%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

14.02%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

16.23%

+2.74%

SDIV vs. DGRW - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

SDIV vs. DGRW - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.17%, more than DGRW's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.27%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
SDIV
Global X SuperDividend ETF
9.17%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 DGRW have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDIV has higher volatility (4.38%) compared to DGRW (3.43%). In terms of maximum drawdown, SDIV dropped -56.90% vs DGRW's -32.04%.

On 10-year performance, DGRW leads with 14.25% vs 0.10% for SDIV. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGRW has performed better with a 14.25% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for SDIV.

SDIV has the higher dividend yield at 9.17%, compared with 1.27% for DGRW.

SDIV is categorized as Global Equities, while DGRW is Dividend. SDIV tracks Solactive Global SuperDividend Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.58% for SDIV and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (2.00 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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