SDIV vs. SHEH

Last updated Aug 4, 2026

SDIV (Global X SuperDividend ETF) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, SDIV returned 19.40% vs 27.83% for SHEH. Their 0.16 correlation means their historical movements had little consistent relationship. SDIV charges 0.58%/yr vs 0.19%/yr for SHEH.

Performance

SDIV vs. SHEH - Performance Comparison

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

Returns By Period

In the year-to-date period, SDIV achieves a 8.49% return, which is significantly lower than SHEH's 25.14% return.

SDIV

• 1D: 0.28%
• 1M: 2.38%
• 6M: 1.25%
• YTD: 8.49%
• 1Y: 19.40%
• 3Y*: 13.97%
• 5Y*: 1.38%
• 10Y*: -0.29%
• ALL TIME*: 1.26%

SHEH

• 1D: -0.63%
• 1M: 15.58%
• 6M: 23.06%
• YTD: 25.14%
• 1Y: 27.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.79%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SDIV Global X SuperDividend ETF	$7.65M	$8.97M	$10.68M
SHEH Shell plc ADRhedged ETF	$782.03K	$668.74K	$325.26K

SDIV vs. SHEH - Yearly Performance Comparison

	2026 (YTD)	2025
SDIV Global X SuperDividend ETF	8.49%	30.30%
SHEH Shell plc ADRhedged ETF	25.14%	12.63%

Correlation

The correlation between SDIV and SHEH is 0.11, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.11
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.16

SDIV vs. SHEH - Sectors Allocation Comparison

Sectors	SDIV	SHEH
Real Estate	33.0%	-
Financial Services	15.5%	-
Energy	13.3%	96.5%
Industrials	10.4%	-
Consumer Cyclical	5.3%	-
Basic Materials	3.7%	-
Consumer Defensive	3.6%	-
Communication Services	3.3%	-
Technology	2.8%	-
Utilities	1.0%	-
Healthcare	0.9%	-

Return for Risk

SDIV vs. SHEH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SDIV

SDIV Risk / Return Rank: 66
SDIV Sharpe Ratio Rank: 68
SDIV Sortino Ratio Rank: 65
SDIV Omega Ratio Rank: 65
SDIV Calmar Ratio Rank: 74
SDIV Martin Ratio Rank: 59

SHEH

SHEH Risk / Return Rank: 44
SHEH Sharpe Ratio Rank: 48
SHEH Sortino Ratio Rank: 46
SHEH Omega Ratio Rank: 45
SHEH Calmar Ratio Rank: 41
SHEH Martin Ratio Rank: 38

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SDIV vs. SHEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Shell plc ADRhedged ETF (SHEH). 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	SHEH	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.33	+0.26
Sortino ratio: Return per unit of downside risk	2.20	1.86	+0.34
Omega ratio: Gain probability vs. loss probability	1.28	1.23	+0.05
Calmar ratio: Return relative to maximum drawdown	2.65	1.59	+1.06
Martin ratio: Return relative to average drawdown	7.30	4.35	+2.95

SDIV vs. SHEH - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.59, which is comparable to the SHEH Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SDIV and SHEH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDIV vs. SHEH - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for SDIV and SHEH.

Drawdown Indicators

	SDIV	SHEH	Difference
Max Drawdown Largest peak-to-trough decline	-56.90%	-17.53%	-39.37%
Max Drawdown (1Y) Largest decline over 1 year	-7.35%	-17.53%	+10.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.90%	—	—
Current Drawdown Current decline from peak	-15.82%	-3.52%	-12.30%
Average Drawdown Average peak-to-trough decline	-18.57%	-4.14%	-14.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	6.41%	-3.74%

Volatility

SDIV vs. SHEH - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 2.62%, while Shell plc ADRhedged ETF (SHEH) has a volatility of 6.85%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIV	SHEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	6.85%	-4.23%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	17.33%	-7.71%
Volatility (1Y) Calculated over the trailing 1-year period	12.26%	21.00%	-8.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.80%	20.53%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.88%	20.53%	-1.65%

SDIV vs. SHEH - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than SHEH's 0.19% expense ratio.

Dividends

SDIV vs. SHEH - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.05%, more than SHEH's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDIV Global X SuperDividend ETF	9.05%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%
SHEH Shell plc ADRhedged ETF	1.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDIV and SHEH in my portfolio?

SDIV and SHEH have a correlation of 0.11, 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 SHEH?

SHEH has higher volatility (6.85%) compared to SDIV (2.62%). In terms of maximum drawdown, SDIV dropped -56.90% vs SHEH's -17.53%.

Which ETF is better, SDIV or SHEH?

On 1-year performance, SHEH leads with 27.83% vs 19.40% for SDIV. On fees, SHEH is cheaper at 0.19% per year. On volatility, SDIV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDIV or SHEH?

Over the 1-year period, SHEH has performed better with a 27.83% return vs 19.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDIV or SHEH?

SHEH is cheaper with a 0.19% expense ratio, compared with 0.58% for SDIV.

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

SDIV has the higher dividend yield at 9.05%, compared with 1.86% for SHEH.

What is the main difference between SDIV and SHEH?

SDIV is categorized as Global Equities, while SHEH is Energy Equities. SDIV tracks Solactive Global SuperDividend Index, while SHEH tracks Shell plc - Benchmark Price Return. They also come from different issuers: Global X and ADRhedged. Their fees differ too: 0.58% for SDIV and 0.19% for SHEH.

Which has better risk-adjusted returns?

SDIV currently has the higher Sharpe Ratio (1.59 vs 1.33), 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.