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

Correlation

The correlation between SDIV and SCHD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SDIV vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
1.48%
370.37%
SDIV
SCHD

Key characteristics

Sharpe Ratio

SDIV:

0.38

SCHD:

0.23

Sortino Ratio

SDIV:

0.62

SCHD:

0.43

Omega Ratio

SDIV:

1.09

SCHD:

1.06

Calmar Ratio

SDIV:

0.14

SCHD:

0.23

Martin Ratio

SDIV:

1.05

SCHD:

0.84

Ulcer Index

SDIV:

6.14%

SCHD:

4.38%

Daily Std Dev

SDIV:

16.86%

SCHD:

15.99%

Max Drawdown

SDIV:

-56.90%

SCHD:

-33.37%

Current Drawdown

SDIV:

-39.24%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, SDIV achieves a 1.09% return, which is significantly higher than SCHD's -5.04% return. Over the past 10 years, SDIV has underperformed SCHD with an annualized return of -3.74%, while SCHD has yielded a comparatively higher 10.35% annualized return.


SDIV

YTD

1.09%

1M

-3.08%

6M

-4.20%

1Y

5.25%

5Y*

3.55%

10Y*

-3.74%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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SDIV vs. SCHD - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for SDIV: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDIV: 0.58%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

SDIV vs. SCHD — Risk-Adjusted Performance Rank

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

SDIV
The Risk-Adjusted Performance Rank of SDIV is 4646
Overall Rank
The Sharpe Ratio Rank of SDIV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SDIV is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SDIV is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SDIV is 4646
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDIV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for SDIV, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
SDIV: 0.38
SCHD: 0.23
The chart of Sortino ratio for SDIV, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
SDIV: 0.62
SCHD: 0.43
The chart of Omega ratio for SDIV, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
SDIV: 1.09
SCHD: 1.06
The chart of Calmar ratio for SDIV, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
SDIV: 0.14
SCHD: 0.23
The chart of Martin ratio for SDIV, currently valued at 1.05, compared to the broader market0.0020.0040.0060.00
SDIV: 1.05
SCHD: 0.84

The current SDIV Sharpe Ratio is 0.38, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SDIV and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.38
0.23
SDIV
SCHD

Dividends

SDIV vs. SCHD - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 11.42%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SDIV
Global X SuperDividend ETF
11.42%11.33%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SDIV vs. SCHD - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SDIV and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.24%
-11.33%
SDIV
SCHD

Volatility

SDIV vs. SCHD - Volatility Comparison

Global X SuperDividend ETF (SDIV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.09% and 11.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.09%
11.25%
SDIV
SCHD