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

Correlation

The correlation between SDIV and SDEM is 0.56, 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.


Performance

SDIV vs. SDEM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SDIV:

0.25

SDEM:

0.42

Sortino Ratio

SDIV:

0.62

SDEM:

0.70

Omega Ratio

SDIV:

1.08

SDEM:

1.09

Calmar Ratio

SDIV:

0.14

SDEM:

0.26

Martin Ratio

SDIV:

1.00

SDEM:

1.04

Ulcer Index

SDIV:

6.28%

SDEM:

7.35%

Daily Std Dev

SDIV:

16.67%

SDEM:

18.26%

Max Drawdown

SDIV:

-56.90%

SDEM:

-47.38%

Current Drawdown

SDIV:

-35.19%

SDEM:

-16.99%

Returns By Period

In the year-to-date period, SDIV achieves a 7.82% return, which is significantly lower than SDEM's 13.36% return. Over the past 10 years, SDIV has underperformed SDEM with an annualized return of -3.08%, while SDEM has yielded a comparatively higher -0.94% annualized return.


SDIV

YTD

7.82%

1M

11.56%

6M

5.74%

1Y

4.19%

5Y*

4.69%

10Y*

-3.08%

SDEM

YTD

13.36%

1M

5.98%

6M

14.06%

1Y

7.61%

5Y*

6.62%

10Y*

-0.94%

*Annualized

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SDIV vs. SDEM - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is lower than SDEM's 0.67% expense ratio.


Risk-Adjusted Performance

SDIV vs. SDEM — 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 3131
Overall Rank
The Sharpe Ratio Rank of SDIV is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIV is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SDIV is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SDIV is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SDIV is 3333
Martin Ratio Rank

SDEM
The Risk-Adjusted Performance Rank of SDEM is 3737
Overall Rank
The Sharpe Ratio Rank of SDEM is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SDEM is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SDEM is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SDEM is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SDEM is 3434
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. SDEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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 current SDIV Sharpe Ratio is 0.25, which is lower than the SDEM Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SDIV and SDEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SDIV vs. SDEM - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 10.83%, more than SDEM's 6.23% yield.


TTM20242023202220212020201920182017201620152014
SDIV
Global X SuperDividend ETF
10.83%11.33%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
6.23%7.28%7.50%8.23%8.14%6.30%6.47%6.55%5.01%5.06%6.14%0.00%

Drawdowns

SDIV vs. SDEM - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than SDEM's maximum drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for SDIV and SDEM. For additional features, visit the drawdowns tool.


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Volatility

SDIV vs. SDEM - Volatility Comparison

Global X SuperDividend ETF (SDIV) has a higher volatility of 3.56% compared to Global X MSCI SuperDividend Emerging Markets ETF (SDEM) at 2.96%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than SDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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