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SDIV vs. FEZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDIV and FEZ is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SDIV vs. FEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-13.01%
113.69%
SDIV
FEZ

Key characteristics

Sharpe Ratio

SDIV:

0.38

FEZ:

0.66

Sortino Ratio

SDIV:

0.62

FEZ:

1.09

Omega Ratio

SDIV:

1.09

FEZ:

1.14

Calmar Ratio

SDIV:

0.14

FEZ:

0.88

Martin Ratio

SDIV:

1.05

FEZ:

2.50

Ulcer Index

SDIV:

6.14%

FEZ:

5.55%

Daily Std Dev

SDIV:

16.86%

FEZ:

20.90%

Max Drawdown

SDIV:

-56.90%

FEZ:

-64.21%

Current Drawdown

SDIV:

-39.24%

FEZ:

-2.16%

Returns By Period

In the year-to-date period, SDIV achieves a 1.09% return, which is significantly lower than FEZ's 16.73% return. Over the past 10 years, SDIV has underperformed FEZ with an annualized return of -3.74%, while FEZ has yielded a comparatively higher 6.45% annualized return.


SDIV

YTD

1.09%

1M

-3.08%

6M

-4.20%

1Y

5.25%

5Y*

3.55%

10Y*

-3.74%

FEZ

YTD

16.73%

1M

-0.62%

6M

10.61%

1Y

12.31%

5Y*

16.71%

10Y*

6.45%

*Annualized

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SDIV vs. FEZ - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than FEZ's 0.29% expense ratio.


Expense ratio chart for SDIV: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDIV: 0.58%
Expense ratio chart for FEZ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEZ: 0.29%

Risk-Adjusted Performance

SDIV vs. FEZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDIV
The Risk-Adjusted Performance Rank of SDIV is 4646
Overall Rank
The Sharpe Ratio Rank of SDIV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SDIV is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SDIV is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SDIV is 4646
Martin Ratio Rank

FEZ
The Risk-Adjusted Performance Rank of FEZ is 7171
Overall Rank
The Sharpe Ratio Rank of FEZ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FEZ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FEZ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FEZ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FEZ is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDIV vs. FEZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and SPDR EURO STOXX 50 ETF (FEZ). 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.


The chart of Sharpe ratio for SDIV, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
SDIV: 0.38
FEZ: 0.66
The chart of Sortino ratio for SDIV, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
SDIV: 0.62
FEZ: 1.09
The chart of Omega ratio for SDIV, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
SDIV: 1.09
FEZ: 1.14
The chart of Calmar ratio for SDIV, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
SDIV: 0.14
FEZ: 0.88
The chart of Martin ratio for SDIV, currently valued at 1.05, compared to the broader market0.0020.0040.0060.00
SDIV: 1.05
FEZ: 2.50

The current SDIV Sharpe Ratio is 0.38, which is lower than the FEZ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SDIV and FEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.38
0.66
SDIV
FEZ

Dividends

SDIV vs. FEZ - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 11.42%, more than FEZ's 2.61% yield.


TTM20242023202220212020201920182017201620152014
SDIV
Global X SuperDividend ETF
11.42%11.33%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%
FEZ
SPDR EURO STOXX 50 ETF
2.61%2.94%2.75%3.05%2.61%2.12%2.61%3.45%2.44%3.35%3.03%3.78%

Drawdowns

SDIV vs. FEZ - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for SDIV and FEZ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.24%
-2.16%
SDIV
FEZ

Volatility

SDIV vs. FEZ - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 11.09%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 12.86%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.09%
12.86%
SDIV
FEZ