SDIV vs. FREL
Compare and contrast key facts about Global X SuperDividend ETF (SDIV) and Fidelity MSCI Real Estate Index ETF (FREL).
SDIV and FREL 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. FREL is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Real Estate Index. It was launched on Feb 2, 2015. Both SDIV and FREL 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 FREL.
Key characteristics
| SDIV | FREL | |
|---|---|---|
| YTD Return | 3.77% | 10.52% |
| 1Y Return | 10.60% | 24.78% |
| 3Y Return (Ann) | -8.26% | -0.93% |
| 5Y Return (Ann) | -7.14% | 4.28% |
| Sharpe Ratio | 0.98 | 1.87 |
| Sortino Ratio | 1.40 | 2.68 |
| Omega Ratio | 1.17 | 1.34 |
| Calmar Ratio | 0.32 | 1.18 |
| Martin Ratio | 4.30 | 7.23 |
| Ulcer Index | 3.46% | 4.39% |
| Daily Std Dev | 15.12% | 17.01% |
| Max Drawdown | -56.90% | -42.61% |
| Current Drawdown | -38.71% | -8.87% |
Correlation
The correlation between SDIV and FREL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SDIV vs. FREL - Performance Comparison
In the year-to-date period, SDIV achieves a 3.77% return, which is significantly lower than FREL's 10.52% 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. FREL - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than FREL's 0.08% expense ratio.
Risk-Adjusted Performance
SDIV vs. FREL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Fidelity MSCI Real Estate Index ETF (FREL). 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. FREL - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 11.04%, more than FREL's 3.23% 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% |
FREL Fidelity MSCI Real Estate Index ETF | 3.23% | 3.73% | 3.57% | 2.34% | 3.77% | 3.32% | 5.54% | 3.27% | 4.01% | 3.80% | 0.00% | 0.00% |
Drawdowns
SDIV vs. FREL - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SDIV and FREL. For additional features, visit the drawdowns tool.
Volatility
SDIV vs. FREL - Volatility Comparison
The current volatility for Global X SuperDividend ETF (SDIV) is 3.97%, while Fidelity MSCI Real Estate Index ETF (FREL) has a volatility of 5.14%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.