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SDIV vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIV vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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 5.97% return, which is significantly lower than DRIV's 42.27% 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%

DRIV

1D
-1.04%
1M
12.34%
YTD
42.27%
6M
41.87%
1Y
92.43%
3Y*
21.80%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDIV
Global X SuperDividend ETF
5.97%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-12.62%
DRIV
Global X Autonomous & Electric Vehicles ETF
42.27%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%

Correlation

The correlation between SDIV and DRIV is 0.53, 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

0.53

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.69

The correlation between SDIV and DRIV shifts across timeframes, from 0.53 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

SDIV vs. DRIV - Sectors Allocation Comparison


Sectors
SDIV
DRIV

Real Estate

36.2%

-

Energy

18.4%

-

Industrials

14.3%
19.4%

Financial Services

8.9%

-

Communication Services

6.1%
5.4%

Consumer Cyclical

5.5%
26.8%

Consumer Defensive

3.7%

-

Basic Materials

2.8%
14.4%

Technology

1.6%
34.0%

Healthcare

1.4%

-

Utilities

1.1%

-

Real Estate

SDIV
36.2%
DRIV

-

Energy

SDIV
18.4%
DRIV

-

Industrials

SDIV
14.3%
DRIV
19.4%

Financial Services

SDIV
8.9%
DRIV

-

Communication Services

SDIV
6.1%
DRIV
5.4%

Consumer Cyclical

SDIV
5.5%
DRIV
26.8%

Consumer Defensive

SDIV
3.7%
DRIV

-

Basic Materials

SDIV
2.8%
DRIV
14.4%

Technology

SDIV
1.6%
DRIV
34.0%

Healthcare

SDIV
1.4%
DRIV

-

Utilities

SDIV
1.1%
DRIV

-

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Return for Risk

SDIV vs. DRIV — 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

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
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. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


SDIVDRIVDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.35

1.55

-0.20

Calmar ratioReturn relative to maximum drawdown

3.43

6.92

-3.49

Martin ratioReturn relative to average drawdown

12.41

24.10

-11.69

SDIV vs. DRIV - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 2.02, which is lower than the DRIV Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of SDIV and DRIV, 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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Sharpe Ratios by Period


SDIVDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

3.70

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.35

-0.40

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

0.54

-0.48

Drawdowns

SDIV vs. DRIV - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for SDIV and DRIV.


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Drawdown Indicators


SDIVDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-41.93%

-14.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-13.43%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-34.18%

+15.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-41.93%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-17.77%

-1.04%

-16.73%

Average Drawdown

Average peak-to-trough decline

-18.59%

-15.13%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.85%

-1.82%

Volatility

SDIV vs. DRIV - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 4.21%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 9.36%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIVDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

9.36%

-5.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

19.29%

-9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

25.14%

-12.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

27.07%

-10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

27.40%

-8.43%

SDIV vs. DRIV - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

SDIV vs. DRIV - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 10.02%, more than DRIV's 0.75% yield.


PositionTTM20252024202320222021202020192018201720162015
DRIV
Global X Autonomous & Electric Vehicles ETF
0.75%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%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 DRIV have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIV has higher volatility (9.36%) compared to SDIV (4.21%). In terms of maximum drawdown, SDIV dropped -56.90% vs DRIV's -41.93%.

On 5-year performance, DRIV leads with 9.49% vs -0.84% for SDIV. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DRIV has performed better with a 9.49% return vs -0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDIV is cheaper with a 0.58% expense ratio, compared with 0.68% for DRIV.

SDIV has the higher dividend yield at 10.02%, compared with 0.75% for DRIV.

SDIV tracks Solactive Global SuperDividend Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. Their fees differ too: 0.58% for SDIV and 0.68% for DRIV.

DRIV currently has the higher Sharpe Ratio (3.70 vs 2.02), 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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