SDIV vs. FSCO
SDIV (Global X SuperDividend ETF) is Global Equities fund tracking the Solactive Global SuperDividend Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, SDIV returned 13.47%/yr vs 14.91%/yr for FSCO. At a 0.25 correlation, their price movements are largely independent.
Performance
SDIV vs. FSCO - Performance Comparison
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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*
- —
SDIV vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
SDIV
FSCO
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.
| SDIV | FSCO | Difference | |
|---|---|---|---|
| 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 |
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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
| SDIV | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.01% | -27.71% | +8.70% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -8.11% | -10.47% |
Ulcer IndexDepth 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
| SDIV | FSCO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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