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SDIV vs. SIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIV vs. SIL - Performance Comparison

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

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Returns By Period

In the year-to-date period, SDIV achieves a 8.49% return, which is significantly higher than SIL's -9.13% return. Over the past 10 years, SDIV has underperformed SIL with an annualized return of -0.29%, while SIL has yielded a comparatively higher 5.66% annualized 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%

SIL

1D
2.77%
1M
-5.50%
6M
-18.67%
YTD
-9.13%
1Y
61.23%
3Y*
44.54%
5Y*
13.97%
10Y*
5.66%
ALL TIME*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.65M$8.97M$10.68M
$64.85M$66.09M$119.11M

SDIV vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDIV
Global X SuperDividend ETF
8.49%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-15.07%11.95%
SIL
Global X Silver Miners ETF
-9.13%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%

Correlation

The correlation between SDIV and SIL is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2011

0.41

SDIV vs. SIL - Sectors Allocation Comparison


Sectors
SDIV
SIL

Real Estate

33.0%

-

Financial Services

15.5%

-

Energy

13.3%

-

Industrials

10.4%

-

Consumer Cyclical

5.3%

-

Basic Materials

3.7%
99.9%

Consumer Defensive

3.6%
0.1%

Communication Services

3.3%

-

Technology

2.8%

-

Utilities

1.0%

-

Healthcare

0.9%

-

Real Estate

SDIV
33.0%
SIL

-

Financial Services

SDIV
15.5%
SIL

-

Energy

SDIV
13.3%
SIL

-

Industrials

SDIV
10.4%
SIL

-

Consumer Cyclical

SDIV
5.3%
SIL

-

Basic Materials

SDIV
3.7%
SIL
99.9%

Consumer Defensive

SDIV
3.6%
SIL
0.1%

Communication Services

SDIV
3.3%
SIL

-

Technology

SDIV
2.8%
SIL

-

Utilities

SDIV
1.0%
SIL

-

Healthcare

SDIV
0.9%
SIL

-

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Return for Risk

SDIV vs. SIL — Risk / Return Rank

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

SDIV
SDIV Risk / Return Rank: 6666
Overall Rank
SDIV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDIV Omega Ratio Rank: 6565
Omega Ratio Rank
SDIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
SDIV Martin Ratio Rank: 5959
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 4242
Overall Rank
SIL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 4444
Sortino Ratio Rank
SIL Omega Ratio Rank: 4545
Omega Ratio Rank
SIL Calmar Ratio Rank: 4343
Calmar Ratio Rank
SIL Martin Ratio Rank: 3434
Martin Ratio Rank
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. SIL - Risk-Adjusted Trends Comparison

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


SDIVSILDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratioReturn relative to maximum drawdown

2.65

1.56

+1.09

Martin ratioReturn relative to average drawdown

7.30

3.26

+4.03

SDIV vs. SIL - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.59, which is higher than the SIL Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SDIV and SIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDIV vs. SIL - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for SDIV and SIL.


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Drawdown Indicators


SDIVSILDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-82.99%

+26.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-39.41%

+32.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-39.41%

+20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-47.91%

+9.22%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

-63.04%

+6.14%

Current Drawdown

Current decline from peak

-15.82%

-35.70%

+19.88%

Average Drawdown

Average peak-to-trough decline

-18.57%

-51.26%

+32.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

18.82%

-16.15%

Volatility

SDIV vs. SIL - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 2.62%, while Global X Silver Miners ETF (SIL) has a volatility of 12.95%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIVSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

12.95%

-10.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

41.10%

-31.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

53.55%

-41.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

40.15%

-23.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

39.82%

-20.94%

SDIV vs. SIL - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is lower than SIL's 0.65% expense ratio.


Dividends

SDIV vs. SIL - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.05%, more than SIL's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SIL
Global X Silver Miners ETF
1.34%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Frequently Asked Questions


SDIV and SIL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIL has higher volatility (12.95%) compared to SDIV (2.62%). In terms of maximum drawdown, SDIV dropped -56.90% vs SIL's -82.99%.

On 10-year performance, SIL leads with 5.66% vs -0.29% for SDIV. On fees, SDIV is cheaper at 0.58% 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.

Over the 10-year period, SIL has performed better with a 5.66% return vs -0.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDIV is cheaper with a 0.58% expense ratio, compared with 0.65% for SIL.

SDIV has the higher dividend yield at 9.05%, compared with 1.34% for SIL.

SDIV is categorized as Global Equities, while SIL is Silver. SDIV tracks Solactive Global SuperDividend Index, while SIL tracks Solactive Global Silver Miners Total Return Index. Their fees differ too: 0.58% for SDIV and 0.65% for SIL.

SDIV currently has the higher Sharpe Ratio (1.59 vs 1.15), 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.

Portfolio Optimizer

Find the right allocation for SDIV and SIL

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