SDIV vs. ICF
SDIV (Global X SuperDividend ETF) and ICF (iShares Cohen & Steers REIT ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index. Both are passively managed. Over the past 10 years, SDIV returned 0.07%/yr vs 5.74%/yr for ICF. A 0.58 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.34%/yr for ICF.
Performance
SDIV vs. ICF - Performance Comparison
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Returns By Period
In the year-to-date period, SDIV achieves a 4.72% return, which is significantly lower than ICF's 15.92% return. Over the past 10 years, SDIV has underperformed ICF with an annualized return of 0.07%, while ICF has yielded a comparatively higher 5.74% annualized return.
SDIV
- 1D
- 0.04%
- 1M
- -2.85%
- YTD
- 4.72%
- 6M
- 5.07%
- 1Y
- 20.36%
- 3Y*
- 14.94%
- 5Y*
- -0.74%
- 10Y*
- 0.07%
ICF
- 1D
- 1.27%
- 1M
- 0.93%
- YTD
- 15.92%
- 6M
- 16.49%
- 1Y
- 13.22%
- 3Y*
- 12.09%
- 5Y*
- 3.56%
- 10Y*
- 5.74%
SDIV vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 4.72% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | -20.89% | 13.04% | -15.07% | 11.95% |
ICF iShares Cohen & Steers REIT ETF | 15.92% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
Correlation
The correlation between SDIV and ICF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2011 | 0.58 |
The correlation between SDIV and ICF has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
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Return for Risk
SDIV vs. ICF — Risk / Return Rank
SDIV
ICF
SDIV vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and iShares Cohen & Steers REIT ETF (ICF). 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 | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.62 | +1.16 |
| Martin ratioReturn relative to average drawdown | 8.64 | 4.57 | +4.08 |
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Drawdowns
SDIV vs. ICF - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SDIV and ICF.
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Drawdown Indicators
| SDIV | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -76.74% | +19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -8.20% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -17.25% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -40.32% | -34.74% | -5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -56.90% | -40.22% | -16.68% |
Current DrawdownCurrent decline from peak | -18.75% | -0.86% | -17.89% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -14.15% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.90% | -0.54% |
Volatility
SDIV vs. ICF - Volatility Comparison
The current volatility for Global X SuperDividend ETF (SDIV) is 3.88%, while iShares Cohen & Steers REIT ETF (ICF) has a volatility of 5.09%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIV | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.09% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.64% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 14.22% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 18.97% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 20.63% | -1.70% |
SDIV vs. ICF - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than ICF's 0.34% expense ratio.
Dividends
SDIV vs. ICF - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 9.34%, more than ICF's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.42% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
SDIV Global X SuperDividend ETF | 9.34% | 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 ICF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (5.09%) compared to SDIV (3.88%). In terms of maximum drawdown, SDIV dropped -56.90% vs ICF's -76.74%.
On 10-year performance, ICF leads with 5.74% vs 0.07% for SDIV. On fees, ICF is cheaper at 0.34% per year. On volatility, SDIV has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ICF has performed better with a 5.74% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ICF is cheaper with a 0.34% expense ratio, compared with 0.58% for SDIV.
SDIV has the higher dividend yield at 9.34%, compared with 2.42% for ICF.
SDIV is categorized as Global Equities, while ICF is REIT. SDIV tracks Solactive Global SuperDividend Index, while ICF tracks Cohen & Steers Realty Majors Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.58% for SDIV and 0.34% for ICF.
SDIV currently has the higher Sharpe Ratio (1.61 vs 0.94), 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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