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SDIV vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIV vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and FS Credit Opportunities Corp. (FSCO). 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 4.37% return, which is significantly higher than FSCO's -17.20% return.


SDIV

1D
-0.41%
1M
-3.17%
YTD
4.37%
6M
5.16%
1Y
20.13%
3Y*
13.47%
5Y*
-0.45%
10Y*
-0.25%

FSCO

1D
-0.60%
1M
-2.57%
YTD
-17.20%
6M
-13.96%
1Y
-22.70%
3Y*
14.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDIV
Global X SuperDividend ETF
4.37%29.12%1.77%5.46%-1.48%
FSCO
FS Credit Opportunities Corp.
-17.20%3.68%34.88%36.98%-3.98%

Correlation

The correlation between SDIV and FSCO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.25

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Return for Risk

SDIV vs. FSCO — Risk / Return Rank

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

SDIV
SDIV Risk / Return Rank: 4848
Overall Rank
SDIV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 4343
Sortino Ratio Rank
SDIV Omega Ratio Rank: 4242
Omega Ratio Rank
SDIV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SDIV Martin Ratio Rank: 5252
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1111
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1212
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. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and FS Credit Opportunities Corp. (FSCO). 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.


SDIVFSCODifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

1.27

0.86

+0.41

Calmar ratioReturn relative to maximum drawdown

2.63

-0.64

+3.26

Martin ratioReturn relative to average drawdown

8.40

-1.26

+9.66

SDIV vs. FSCO - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.52, which is higher than the FSCO Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of SDIV and FSCO, 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. FSCO - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for SDIV and FSCO.


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Drawdown Indicators


SDIVFSCODifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-35.53%

-21.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-35.53%

+28.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-35.53%

+16.89%

Max Drawdown (5Y)

Largest decline over 5 years

-40.32%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-19.01%

-27.71%

+8.70%

Average Drawdown

Average peak-to-trough decline

-18.58%

-8.11%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

17.93%

-15.64%

Volatility

SDIV vs. FSCO - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 4.26%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.04%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIVFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

6.04%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

22.58%

-12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

27.39%

-14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

28.18%

-11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

28.18%

-9.21%

Dividends

SDIV vs. FSCO - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.38%, less than FSCO's 15.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCO
FS Credit Opportunities Corp.
15.92%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.38%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 FSCO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (6.04%) compared to SDIV (4.26%). In terms of maximum drawdown, SDIV dropped -56.90% vs FSCO's -35.53%.

SDIV currently has the higher Sharpe Ratio (1.52 vs -0.83), 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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