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

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.


-0.50.00.51.00.6

Performance

SDIV vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-30.73%
55.28%
SDIV
FREL

Key characteristics

Sharpe Ratio

SDIV:

0.21

FREL:

0.21

Sortino Ratio

SDIV:

0.37

FREL:

0.38

Omega Ratio

SDIV:

1.05

FREL:

1.05

Calmar Ratio

SDIV:

0.06

FREL:

0.13

Martin Ratio

SDIV:

0.69

FREL:

0.72

Ulcer Index

SDIV:

4.31%

FREL:

4.59%

Daily Std Dev

SDIV:

14.36%

FREL:

15.98%

Max Drawdown

SDIV:

-56.90%

FREL:

-42.61%

Current Drawdown

SDIV:

-40.74%

FREL:

-15.42%

Returns By Period

In the year-to-date period, SDIV achieves a 0.35% return, which is significantly lower than FREL's 2.58% return.


SDIV

YTD

0.35%

1M

-4.33%

6M

-1.79%

1Y

2.96%

5Y*

-8.41%

10Y*

-3.45%

FREL

YTD

2.58%

1M

-7.51%

6M

7.14%

1Y

4.62%

5Y*

2.71%

10Y*

N/A

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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.


SDIV
Global X SuperDividend ETF
Expense ratio chart for SDIV: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for FREL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for SDIV, currently valued at 0.21, compared to the broader market0.002.004.000.210.29
The chart of Sortino ratio for SDIV, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.000.370.49
The chart of Omega ratio for SDIV, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.06
The chart of Calmar ratio for SDIV, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.060.18
The chart of Martin ratio for SDIV, currently valued at 0.69, compared to the broader market0.0020.0040.0060.0080.00100.000.691.00
SDIV
FREL

The current SDIV Sharpe Ratio is 0.21, which is comparable to the FREL Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SDIV and FREL, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.29
SDIV
FREL

Dividends

SDIV vs. FREL - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 11.45%, more than FREL's 2.69% yield.


TTM20232022202120202019201820172016201520142013
SDIV
Global X SuperDividend ETF
11.45%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
2.69%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.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-40.74%
-15.42%
SDIV
FREL

Volatility

SDIV vs. FREL - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 3.68%, while Fidelity MSCI Real Estate Index ETF (FREL) has a volatility of 5.16%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
5.16%
SDIV
FREL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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