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SDIV vs. SMHB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIV vs. SMHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SDIV having a 5.97% return and SMHB slightly lower at 5.72%.


SDIV

1D
-2.00%
1M
-3.86%
YTD
5.97%
6M
6.19%
1Y
25.09%
3Y*
15.75%
5Y*
-0.84%
10Y*
-0.07%

SMHB

1D
-1.45%
1M
-1.99%
YTD
5.72%
6M
0.84%
1Y
11.36%
3Y*
9.31%
5Y*
-6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIV vs. SMHB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDIV
Global X SuperDividend ETF
5.97%29.12%1.77%5.46%-26.43%3.76%-20.89%13.04%-9.11%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
5.72%-7.75%-15.85%35.96%-36.03%68.86%-43.21%13.05%-24.78%

Correlation

The correlation between SDIV and SMHB is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.69

The correlation between SDIV and SMHB shifts across timeframes, from 0.59 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDIV vs. SMHB — Risk / Return Rank

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

SDIV
SDIV Risk / Return Rank: 6161
Overall Rank
SDIV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 5656
Sortino Ratio Rank
SDIV Omega Ratio Rank: 5656
Omega Ratio Rank
SDIV Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDIV Martin Ratio Rank: 6666
Martin Ratio Rank

SMHB
SMHB Risk / Return Rank: 1414
Overall Rank
SMHB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SMHB Sortino Ratio Rank: 1414
Sortino Ratio Rank
SMHB Omega Ratio Rank: 1414
Omega Ratio Rank
SMHB Calmar Ratio Rank: 1414
Calmar Ratio Rank
SMHB Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDIV vs. SMHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). 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.


SDIVSMHBDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.28

Calmar ratioReturn relative to maximum drawdown

3.43

0.45

+2.98

Martin ratioReturn relative to average drawdown

12.41

1.10

+11.31

SDIV vs. SMHB - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 2.02, which is higher than the SMHB Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SDIV and SMHB, 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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Sharpe Ratios by Period


SDIVSMHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.29

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.13

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.10

+0.16

Drawdowns

SDIV vs. SMHB - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, smaller than the maximum SMHB drawdown of -90.30%. Use the drawdown chart below to compare losses from any high point for SDIV and SMHB.


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Drawdown Indicators


SDIVSMHBDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-90.30%

+33.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-25.16%

+17.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-45.05%

+26.41%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-58.85%

+16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-17.77%

-41.81%

+24.04%

Average Drawdown

Average peak-to-trough decline

-18.59%

-37.21%

+18.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

10.38%

-8.35%

Volatility

SDIV vs. SMHB - Volatility Comparison

The current volatility for Global X SuperDividend ETF (SDIV) is 4.21%, while ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) has a volatility of 7.35%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than SMHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIVSMHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

7.35%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

25.74%

-16.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

38.92%

-26.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

48.93%

-32.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

66.33%

-47.36%

SDIV vs. SMHB - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is lower than SMHB's 0.85% expense ratio.


Dividends

SDIV vs. SMHB - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 10.02%, less than SMHB's 21.00% yield.


PositionTTM20252024202320222021202020192018201720162015
SDIV
Global X SuperDividend ETF
10.02%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
21.00%22.22%21.95%15.27%24.18%12.22%16.86%19.97%0.91%0.00%0.00%0.00%

Frequently Asked Questions


SDIV and SMHB have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMHB has higher volatility (7.35%) compared to SDIV (4.21%). In terms of maximum drawdown, SDIV dropped -56.90% vs SMHB's -90.30%.

On 5-year performance, SDIV leads with -0.84% vs -6.36% for SMHB. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SDIV has performed better with a -0.84% return vs -6.36%. 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 0.85% for SMHB.

SMHB has the higher dividend yield at 21.00%, compared with 10.02% for SDIV.

SDIV is categorized as Global Equities, while SMHB is Leveraged Equities. SDIV tracks Solactive Global SuperDividend Index, while SMHB tracks Solactive US Small Cap High Dividend Index (200%). They also come from different issuers: Global X and UBS. Their fees differ too: 0.58% for SDIV and 0.85% for SMHB.

SDIV currently has the higher Sharpe Ratio (2.02 vs 0.29), 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

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