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SDIV vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDIV and QQQ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SDIV vs. QQQ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.34%
7.59%
SDIV
QQQ

Key characteristics

Sharpe Ratio

SDIV:

0.14

QQQ:

1.54

Sortino Ratio

SDIV:

0.28

QQQ:

2.06

Omega Ratio

SDIV:

1.03

QQQ:

1.28

Calmar Ratio

SDIV:

0.04

QQQ:

2.03

Martin Ratio

SDIV:

0.47

QQQ:

7.34

Ulcer Index

SDIV:

4.18%

QQQ:

3.75%

Daily Std Dev

SDIV:

14.43%

QQQ:

17.90%

Max Drawdown

SDIV:

-56.90%

QQQ:

-82.98%

Current Drawdown

SDIV:

-41.07%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, SDIV achieves a -0.22% return, which is significantly lower than QQQ's 26.66% return. Over the past 10 years, SDIV has underperformed QQQ with an annualized return of -3.47%, while QQQ has yielded a comparatively higher 18.30% annualized return.


SDIV

YTD

-0.22%

1M

-4.65%

6M

-2.03%

1Y

0.95%

5Y*

-8.52%

10Y*

-3.47%

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SDIV vs. QQQ - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than QQQ's 0.20% expense ratio.


SDIV
Global X SuperDividend ETF
Expense ratio chart for SDIV: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SDIV vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for SDIV, currently valued at 0.14, compared to the broader market0.002.004.000.141.54
The chart of Sortino ratio for SDIV, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.000.282.06
The chart of Omega ratio for SDIV, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.28
The chart of Calmar ratio for SDIV, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.042.03
The chart of Martin ratio for SDIV, currently valued at 0.47, compared to the broader market0.0020.0040.0060.0080.00100.000.477.34
SDIV
QQQ

The current SDIV Sharpe Ratio is 0.14, which is lower than the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SDIV and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.14
1.54
SDIV
QQQ

Dividends

SDIV vs. QQQ - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 11.51%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
SDIV
Global X SuperDividend ETF
11.51%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%6.89%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

SDIV vs. QQQ - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SDIV and QQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.07%
-4.03%
SDIV
QQQ

Volatility

SDIV vs. QQQ - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 3.50%, while Invesco QQQ (QQQ) has a volatility of 5.23%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.50%
5.23%
SDIV
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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