SDIV vs. IGLD
SDIV (Global X SuperDividend ETF) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while IGLD is a Gold fund actively managed by First Trust. SDIV is passively managed, while IGLD is actively managed. Over the past 5 years, SDIV returned -1.15%/yr vs 12.52%/yr for IGLD. At a 0.28 correlation, their price movements are largely independent. SDIV charges 0.58%/yr vs 0.85%/yr for IGLD.
Performance
SDIV vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, SDIV achieves a 5.37% return, which is significantly higher than IGLD's -0.64% return.
SDIV
- 1D
- -0.49%
- 1M
- -5.69%
- YTD
- 5.37%
- 6M
- 6.78%
- 1Y
- 23.22%
- 3Y*
- 14.77%
- 5Y*
- -1.15%
- 10Y*
- -0.10%
IGLD
- 1D
- 0.22%
- 1M
- -7.38%
- YTD
- -0.64%
- 6M
- 2.24%
- 1Y
- 23.15%
- 3Y*
- 21.74%
- 5Y*
- 12.52%
- 10Y*
- —
SDIV vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 5.37% | 29.12% | 1.77% | 5.46% | -26.43% | -3.24% |
IGLD FT Vest Gold Strategy Target Income ETF | -0.64% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between SDIV and IGLD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.28 |
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Return for Risk
SDIV vs. IGLD — Risk / Return Rank
SDIV
IGLD
SDIV vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and FT Vest Gold Strategy Target Income ETF (IGLD). 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 | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.32 | +1.85 |
| Martin ratioReturn relative to average drawdown | 11.07 | 3.48 | +7.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDIV | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.99 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.83 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.90 | -0.84 |
Drawdowns
SDIV vs. IGLD - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for SDIV and IGLD.
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Drawdown Indicators
| SDIV | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -18.59% | -38.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -17.56% | +10.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -17.56% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -41.94% | -18.59% | -23.35% |
Max Drawdown (10Y)Largest decline over 10 years | -56.90% | — | — |
Current DrawdownCurrent decline from peak | -18.24% | -17.10% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -18.59% | -5.27% | -13.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 6.67% | -4.57% |
Volatility
SDIV vs. IGLD - Volatility Comparison
The current volatility for Global X SuperDividend ETF (SDIV) is 4.15%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 5.18%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIV | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.18% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 21.28% | -11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 23.50% | -10.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.24% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 15.06% | +3.92% |
SDIV vs. IGLD - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
SDIV vs. IGLD - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 9.29%, less than IGLD's 18.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLD FT Vest Gold Strategy Target Income ETF | 18.34% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 9.29% | 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 IGLD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLD has higher volatility (5.18%) compared to SDIV (4.15%). In terms of maximum drawdown, SDIV dropped -56.90% vs IGLD's -18.59%.
On 5-year performance, IGLD leads with 12.52% vs -1.15% for SDIV. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IGLD has performed better with a 12.52% return vs -1.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDIV is cheaper with a 0.58% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 18.34%, compared with 9.29% for SDIV.
SDIV is categorized as Global Equities, while IGLD is Gold. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.58% for SDIV and 0.85% for IGLD.
SDIV currently has the higher Sharpe Ratio (1.86 vs 0.99), 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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