SDIV vs. HAIL

Last updated Jun 4, 2026

SDIV (Global X SuperDividend ETF) and HAIL (SPDR S&P Kensho Smart Mobility ETF) are both Global Equities funds - SDIV tracks the Solactive Global SuperDividend Index while HAIL tracks the S&P Kensho Smart Transportation Index. Both are passively managed. Over the past 5 years, SDIV returned -0.84%/yr vs -5.36%/yr for HAIL. A 0.64 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.45%/yr for HAIL.

Performance

SDIV vs. HAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDIV achieves a 5.97% return, which is significantly lower than HAIL's 31.10% return.

SDIV

• 1D: -2.00%
• 1M: -3.86%
• YTD: 5.97%
• 6M: 6.19%
• 1Y: 25.09%
• 3Y*: 15.75%
• 5Y*: -0.84%
• 10Y*: -0.07%

HAIL

• 1D: -2.34%
• 1M: 16.87%
• YTD: 31.10%
• 6M: 29.05%
• 1Y: 58.23%
• 3Y*: 15.38%
• 5Y*: -5.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. HAIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SDIV Global X SuperDividend ETF	5.97%	29.12%	1.77%	5.46%	-26.43%	3.76%	-20.89%	13.04%	-15.07%	0.38%
HAIL SPDR S&P Kensho Smart Mobility ETF	31.10%	19.62%	-6.98%	9.65%	-45.72%	1.95%	84.33%	30.63%	-19.96%	-0.65%

Correlation

The correlation between SDIV and HAIL is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Dec 28, 2017	0.64

The correlation between SDIV and HAIL shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

SDIV vs. HAIL - Sectors Allocation Comparison

Sectors	SDIV	HAIL
Real Estate	36.2%	-
Energy	18.4%	4.4%
Industrials	14.3%	20.2%
Financial Services	8.9%	1.9%
Communication Services	6.1%	4.9%
Consumer Cyclical	5.5%	34.2%
Consumer Defensive	3.7%	-
Basic Materials	2.8%	1.2%
Technology	1.6%	33.1%
Healthcare	1.4%	-
Utilities	1.1%	-

Return for Risk

SDIV vs. HAIL — Risk / Return Rank

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

SDIV

SDIV Risk / Return Rank: 61
SDIV Sharpe Ratio Rank: 58
SDIV Sortino Ratio Rank: 56
SDIV Omega Ratio Rank: 56
SDIV Calmar Ratio Rank: 68
SDIV Martin Ratio Rank: 66

HAIL

HAIL Risk / Return Rank: 57
HAIL Sharpe Ratio Rank: 59
HAIL Sortino Ratio Rank: 55
HAIL Omega Ratio Rank: 51
HAIL Calmar Ratio Rank: 63
HAIL Martin Ratio Rank: 55

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. HAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.

	SDIV	HAIL	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.00	+0.02
Sortino ratio: Return per unit of downside risk	2.73	2.64	+0.09
Omega ratio: Gain probability vs. loss probability	1.35	1.32	+0.04
Calmar ratio: Return relative to maximum drawdown	3.43	3.14	+0.29
Martin ratio: Return relative to average drawdown	12.41	9.49	+2.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDIV vs. HAIL - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 2.02, which is comparable to the HAIL Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SDIV and HAIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SDIV	HAIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.00	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	-0.17	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.20	-0.14

Drawdowns

SDIV vs. HAIL - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for SDIV and HAIL.

Drawdown Indicators

	SDIV	HAIL	Difference
Max Drawdown Largest peak-to-trough decline	-56.90%	-65.98%	+9.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.35%	-18.64%	+11.29%
Max Drawdown (3Y) Largest decline over 3 years	-18.64%	-40.96%	+22.32%
Max Drawdown (5Y) Largest decline over 5 years	-41.94%	-63.12%	+21.18%
Max Drawdown (10Y) Largest decline over 10 years	-56.90%	—	—
Current Drawdown Current decline from peak	-17.77%	-30.85%	+13.08%
Average Drawdown Average peak-to-trough decline	-18.59%	-31.60%	+13.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	6.15%	-4.12%

Volatility

SDIV vs. HAIL - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 4.21%, while SPDR S&P Kensho Smart Mobility ETF (HAIL) has a volatility of 10.80%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than HAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIV	HAIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	10.80%	-6.59%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	22.28%	-12.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	29.32%	-16.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	31.80%	-14.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	31.73%	-12.76%

SDIV vs. HAIL - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than HAIL's 0.45% expense ratio.

Dividends

SDIV vs. HAIL - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 10.02%, more than HAIL's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAIL SPDR S&P Kensho Smart Mobility ETF	1.44%	2.00%	2.98%	2.62%	2.09%	1.36%	0.52%	1.17%	2.54%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	10.02%	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

Can I hold both SDIV and HAIL in my portfolio?

SDIV and HAIL have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDIV or HAIL?

HAIL has higher volatility (10.80%) compared to SDIV (4.21%). In terms of maximum drawdown, SDIV dropped -56.90% vs HAIL's -65.98%.

Which ETF is better, SDIV or HAIL?

On 5-year performance, SDIV leads with -0.84% vs -5.36% for HAIL. On fees, HAIL is cheaper at 0.45% per year. On volatility, SDIV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDIV or HAIL?

Over the 5-year period, SDIV has performed better with a -0.84% return vs -5.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDIV or HAIL?

HAIL is cheaper with a 0.45% expense ratio, compared with 0.58% for SDIV.

Which ETF pays a higher dividend yield, SDIV or HAIL?

SDIV has the higher dividend yield at 10.02%, compared with 1.44% for HAIL.

What is the main difference between SDIV and HAIL?

SDIV tracks Solactive Global SuperDividend Index, while HAIL tracks S&P Kensho Smart Transportation Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.58% for SDIV and 0.45% for HAIL.

Which has better risk-adjusted returns?

SDIV currently has the higher Sharpe Ratio (2.02 vs 2.00), 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.