SDIV vs. QDVO

Last updated Jun 9, 2026

SDIV (Global X SuperDividend ETF) and QDVO (Amplify CWP Growth & Income ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while QDVO is a Derivative Income fund actively managed by Amplify. SDIV is passively managed, while QDVO is actively managed. Over the past year, SDIV returned 23.22% vs 23.86% for QDVO. At a 0.38 correlation, their price movements are largely independent. SDIV charges 0.58%/yr vs 0.56%/yr for QDVO.

Performance

SDIV vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDIV achieves a 5.37% return, which is significantly lower than QDVO's 7.53% 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%

QDVO

• 1D: 0.40%
• 1M: -0.87%
• YTD: 7.53%
• 6M: 7.16%
• 1Y: 23.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SDIV vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SDIV Global X SuperDividend ETF	5.37%	29.12%	-2.10%
QDVO Amplify CWP Growth & Income ETF	7.53%	20.16%	11.80%

Correlation

The correlation between SDIV and QDVO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024	0.38

SDIV vs. QDVO - Sectors Allocation Comparison

Sectors	SDIV	QDVO
Real Estate	36.2%	-
Energy	18.4%	0.8%
Industrials	14.3%	1.7%
Financial Services	8.9%	4.1%
Communication Services	6.1%	16.8%
Consumer Cyclical	5.5%	12.5%
Consumer Defensive	3.7%	6.3%
Basic Materials	2.8%	1.8%
Technology	1.6%	50.6%
Healthcare	1.4%	4.6%
Utilities	1.1%	0.7%

Return for Risk

SDIV vs. QDVO — Risk / Return Rank

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

SDIV

SDIV Risk / Return Rank: 63
SDIV Sharpe Ratio Rank: 62
SDIV Sortino Ratio Rank: 60
SDIV Omega Ratio Rank: 58
SDIV Calmar Ratio Rank: 70
SDIV Martin Ratio Rank: 66

QDVO

QDVO Risk / Return Rank: 60
QDVO Sharpe Ratio Rank: 64
QDVO Sortino Ratio Rank: 63
QDVO Omega Ratio Rank: 63
QDVO Calmar Ratio Rank: 52
QDVO Martin Ratio Rank: 59

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. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Amplify CWP Growth & Income ETF (QDVO). 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	QDVO	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.93	-0.07
Sortino ratio: Return per unit of downside risk	2.53	2.63	-0.10
Omega ratio: Gain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratio: Return relative to maximum drawdown	3.18	2.35	+0.83
Martin ratio: Return relative to average drawdown	11.07	9.49	+1.58
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. QDVO - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.86, which is comparable to the QDVO Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SDIV and QDVO, 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	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	1.93	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	—	—
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	1.31	-1.26

Drawdowns

SDIV vs. QDVO - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for SDIV and QDVO.

Drawdown Indicators

	SDIV	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-56.90%	-17.75%	-39.15%
Max Drawdown (1Y) Largest decline over 1 year	-7.35%	-10.21%	+2.86%
Max Drawdown (3Y) Largest decline over 3 years	-18.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.90%	—	—
Current Drawdown Current decline from peak	-18.24%	-2.99%	-15.25%
Average Drawdown Average peak-to-trough decline	-18.59%	-2.37%	-16.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	2.52%	-0.42%

Volatility

SDIV vs. QDVO - Volatility Comparison

Global X SuperDividend ETF (SDIV) has a higher volatility of 4.15% compared to Amplify CWP Growth & Income ETF (QDVO) at 3.78%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIV	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	3.78%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	9.74%	9.27%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	12.58%	12.46%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	17.50%	-0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.98%	17.50%	+1.48%

SDIV vs. QDVO - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than QDVO's 0.56% expense ratio.

Dividends

SDIV vs. QDVO - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.29%, less than QDVO's 10.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDVO Amplify CWP Growth & Income ETF	10.34%	9.92%	2.79%	0.00%	0.00%	0.00%	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

Can I hold both SDIV and QDVO in my portfolio?

SDIV and QDVO have a correlation of 0.36, 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 QDVO?

SDIV has higher volatility (4.15%) compared to QDVO (3.78%). In terms of maximum drawdown, SDIV dropped -56.90% vs QDVO's -17.75%.

Which ETF is better, SDIV or QDVO?

On 1-year performance, QDVO leads with 23.86% vs 23.22% for SDIV. On fees, QDVO is cheaper at 0.56% per year. On volatility, QDVO has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDIV or QDVO?

Over the 1-year period, QDVO has performed better with a 23.86% return vs 23.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDIV or QDVO?

QDVO is cheaper with a 0.56% expense ratio, compared with 0.58% for SDIV.

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

QDVO has the higher dividend yield at 10.34%, compared with 9.29% for SDIV.

What is the main difference between SDIV and QDVO?

SDIV is categorized as Global Equities, while QDVO is Derivative Income. They also come from different issuers: Global X and Amplify. Their fees differ too: 0.58% for SDIV and 0.56% for QDVO.

Which has better risk-adjusted returns?

QDVO currently has the higher Sharpe Ratio (1.93 vs 1.86), 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.