SDIV vs. SPHD
SDIV (Global X SuperDividend ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 10 years, SDIV returned 0.30%/yr vs 7.82%/yr for SPHD. A 0.70 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.30%/yr for SPHD.
Performance
SDIV vs. SPHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDIV achieves a 4.63% return, which is significantly lower than SPHD's 9.11% return. Over the past 10 years, SDIV has underperformed SPHD with an annualized return of 0.30%, while SPHD has yielded a comparatively higher 7.82% annualized return.
SDIV
- 1D
- 0.12%
- 1M
- -3.54%
- YTD
- 4.63%
- 6M
- 4.59%
- 1Y
- 19.77%
- 3Y*
- 14.35%
- 5Y*
- -0.75%
- 10Y*
- 0.30%
SPHD
- 1D
- 0.89%
- 1M
- 2.12%
- YTD
- 9.11%
- 6M
- 8.71%
- 1Y
- 14.03%
- 3Y*
- 12.44%
- 5Y*
- 7.09%
- 10Y*
- 7.82%
SDIV vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 4.63% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | -20.89% | 13.04% | -15.07% | 11.95% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 9.11% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Correlation
The correlation between SDIV and SPHD is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.70 |
The correlation between SDIV and SPHD shifts across timeframes, from 0.55 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDIV vs. SPHD — Risk / Return Rank
SDIV
SPHD
SDIV vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 | SPHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.92 | +0.78 |
| Martin ratioReturn relative to average drawdown | 8.16 | 4.71 | +3.45 |
Loading charts...
Drawdowns
SDIV vs. SPHD - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for SDIV and SPHD.
Loading charts...
Drawdown Indicators
| SDIV | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -41.39% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -7.33% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -13.29% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -40.32% | -19.50% | -20.82% |
Max Drawdown (10Y)Largest decline over 10 years | -56.90% | -41.39% | -15.51% |
Current DrawdownCurrent decline from peak | -18.81% | -1.08% | -17.73% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -4.69% | -13.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.98% | -0.55% |
Volatility
SDIV vs. SPHD - Volatility Comparison
The current volatility for Global X SuperDividend ETF (SDIV) is 3.64%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 4.28%. This indicates that SDIV experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SDIV | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.28% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 8.14% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.48% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 14.16% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 17.64% | +1.28% |
SDIV vs. SPHD - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Dividends
SDIV vs. SPHD - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 9.35%, more than SPHD's 4.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 9.35% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.56% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Frequently Asked Questions
SDIV and SPHD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPHD has higher volatility (4.28%) compared to SDIV (3.64%). In terms of maximum drawdown, SDIV dropped -56.90% vs SPHD's -41.39%.
On 10-year performance, SPHD leads with 7.82% vs 0.30% for SDIV. On fees, SPHD is cheaper at 0.30% per year. On volatility, SDIV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SPHD has performed better with a 7.82% return vs 0.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPHD is cheaper with a 0.30% expense ratio, compared with 0.58% for SDIV.
SDIV has the higher dividend yield at 9.35%, compared with 4.56% for SPHD.
SDIV is categorized as Global Equities, while SPHD is Dividend. SDIV tracks Solactive Global SuperDividend Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.58% for SDIV and 0.30% for SPHD.
SDIV currently has the higher Sharpe Ratio (1.57 vs 1.24), 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.
Find the right allocation for SDIV and SPHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer