SDIV vs. RLY
SDIV (Global X SuperDividend ETF) and RLY (SPDR SSgA Multi-Asset Real Return ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while RLY is a Hedge Fund fund actively managed by State Street. SDIV is passively managed, while RLY is actively managed. Over the past 10 years, SDIV returned 0.07%/yr vs 8.09%/yr for RLY. A 0.75 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.50%/yr for RLY.
Performance
SDIV vs. RLY - 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 RLY's 11.33% return. Over the past 10 years, SDIV has underperformed RLY with an annualized return of 0.07%, while RLY has yielded a comparatively higher 8.09% 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%
RLY
- 1D
- -0.77%
- 1M
- -4.87%
- YTD
- 11.33%
- 6M
- 10.55%
- 1Y
- 23.01%
- 3Y*
- 13.30%
- 5Y*
- 9.65%
- 10Y*
- 8.09%
SDIV vs. RLY - 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% |
RLY SPDR SSgA Multi-Asset Real Return ETF | 11.33% | 20.26% | 2.53% | 2.56% | 7.86% | 22.85% | -0.59% | 15.63% | -11.72% | 10.40% |
Correlation
The correlation between SDIV and RLY is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2012 | 0.75 |
The correlation between SDIV and RLY shifts across timeframes, from 0.60 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDIV vs. RLY — Risk / Return Rank
SDIV
RLY
SDIV vs. RLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and SPDR SSgA Multi-Asset Real Return ETF (RLY). 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 | RLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.57 | -0.79 |
| Martin ratioReturn relative to average drawdown | 8.64 | 16.17 | -7.53 |
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Drawdowns
SDIV vs. RLY - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than RLY's maximum drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for SDIV and RLY.
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Drawdown Indicators
| SDIV | RLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -37.75% | -19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -6.47% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -10.08% | -8.56% |
Max Drawdown (5Y)Largest decline over 5 years | -40.32% | -18.94% | -21.38% |
Max Drawdown (10Y)Largest decline over 10 years | -56.90% | -34.17% | -22.73% |
Current DrawdownCurrent decline from peak | -18.75% | -6.47% | -12.28% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -9.44% | -9.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.43% | +0.93% |
Volatility
SDIV vs. RLY - Volatility Comparison
Global X SuperDividend ETF (SDIV) has a higher volatility of 3.88% compared to SPDR SSgA Multi-Asset Real Return ETF (RLY) at 3.18%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIV | RLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.18% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 8.47% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 10.49% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 13.53% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 13.81% | +5.12% |
SDIV vs. RLY - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than RLY's 0.50% expense ratio.
Dividends
SDIV vs. RLY - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 9.34%, more than RLY's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLY SPDR SSgA Multi-Asset Real Return ETF | 3.01% | 3.24% | 3.31% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% |
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 RLY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDIV has higher volatility (3.88%) compared to RLY (3.18%). In terms of maximum drawdown, SDIV dropped -56.90% vs RLY's -37.75%.
On 10-year performance, RLY leads with 8.09% vs 0.07% for SDIV. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RLY has performed better with a 8.09% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RLY is cheaper with a 0.50% expense ratio, compared with 0.58% for SDIV.
SDIV has the higher dividend yield at 9.34%, compared with 3.01% for RLY.
SDIV is categorized as Global Equities, while RLY is Hedge Fund. They also come from different issuers: Global X and State Street. Their fees differ too: 0.58% for SDIV and 0.50% for RLY.
RLY currently has the higher Sharpe Ratio (2.20 vs 1.61), 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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