SDIV vs. VHYAX

Last updated Jun 24, 2026

SDIV (Global X SuperDividend ETF) and VHYAX (Vanguard High Dividend Yield Index Fund Admiral Shares) are both funds - SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index, while VHYAX is a Large Cap Value Equities fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 5 years, SDIV returned -0.74%/yr vs 12.06%/yr for VHYAX. A 0.70 correlation means they provide meaningful diversification when combined. SDIV charges 0.58%/yr vs 0.08%/yr for VHYAX.

Performance

SDIV vs. VHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDIV achieves a 4.72% return, which is significantly lower than VHYAX's 11.67% return.

SDIV

• 1D: 0.04%
• 1M: -2.85%
• YTD: 4.72%
• 6M: 5.07%
• 1Y: 20.36%
• 3Y*: 14.94%
• 5Y*: -0.74%
• 10Y*: 0.07%

VHYAX

• 1D: 0.08%
• 1M: 0.42%
• YTD: 11.67%
• 6M: 10.95%
• 1Y: 24.21%
• 3Y*: 18.42%
• 5Y*: 12.06%
• 10Y*: —

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

SDIV vs. VHYAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SDIV Global X SuperDividend ETF	4.72%	29.12%	1.77%	5.46%	-26.43%	3.76%	-20.89%	0.65%
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares	11.67%	15.39%	17.39%	6.68%	-0.45%	26.08%	1.06%	16.67%

Correlation

The correlation between SDIV and VHYAX is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019	0.70

The correlation between SDIV and VHYAX has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

SDIV vs. VHYAX - Sectors Allocation Comparison

Sectors	SDIV	VHYAX
Real Estate	36.7%	0.0%
Energy	17.2%	9.1%
Industrials	14.7%	11.8%
Financial Services	9.1%	19.9%
Communication Services	6.3%	3.4%
Consumer Cyclical	5.6%	6.6%
Consumer Defensive	3.7%	8.0%
Basic Materials	2.9%	3.4%
Technology	1.6%	20.3%
Healthcare	1.3%	12.2%
Utilities	1.0%	5.4%

Return for Risk

SDIV vs. VHYAX — Risk / Return Rank

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

SDIV

SDIV Risk / Return Rank: 50
SDIV Sharpe Ratio Rank: 48
SDIV Sortino Ratio Rank: 46
SDIV Omega Ratio Rank: 45
SDIV Calmar Ratio Rank: 59
SDIV Martin Ratio Rank: 52

VHYAX

VHYAX Risk / Return Rank: 79
VHYAX Sharpe Ratio Rank: 80
VHYAX Sortino Ratio Rank: 79
VHYAX Omega Ratio Rank: 73
VHYAX Calmar Ratio Rank: 84
VHYAX Martin Ratio Rank: 81

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. VHYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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	VHYAX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	2.41	-0.80
Sortino ratio: Return per unit of downside risk	2.23	3.44	-1.21
Omega ratio: Gain probability vs. loss probability	1.28	1.44	-0.15
Calmar ratio: Return relative to maximum drawdown	2.78	3.74	-0.95
Martin ratio: Return relative to average drawdown	8.64	14.03	-5.38

SDIV vs. VHYAX - Sharpe Ratio Comparison

The current SDIV Sharpe Ratio is 1.61, which is lower than the VHYAX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SDIV and VHYAX, 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. VHYAX - Drawdown Comparison

The maximum SDIV drawdown since its inception was -56.90%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for SDIV and VHYAX.

Drawdown Indicators

	SDIV	VHYAX	Difference
Max Drawdown Largest peak-to-trough decline	-56.90%	-35.14%	-21.76%
Max Drawdown (1Y) Largest decline over 1 year	-7.35%	-6.75%	-0.60%
Max Drawdown (3Y) Largest decline over 3 years	-18.64%	-14.42%	-4.22%
Max Drawdown (5Y) Largest decline over 5 years	-40.32%	-15.87%	-24.45%
Max Drawdown (10Y) Largest decline over 10 years	-56.90%	—	—
Current Drawdown Current decline from peak	-18.75%	-1.11%	-17.64%
Average Drawdown Average peak-to-trough decline	-18.58%	-3.75%	-14.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	1.80%	+0.56%

Volatility

SDIV vs. VHYAX - Volatility Comparison

Global X SuperDividend ETF (SDIV) has a higher volatility of 3.88% compared to Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) at 3.06%. This indicates that SDIV's price experiences larger fluctuations and is considered to be riskier than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIV	VHYAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.06%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	7.72%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	10.48%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	13.97%	+2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	17.92%	+1.01%

SDIV vs. VHYAX - Expense Ratio Comparison

SDIV has a 0.58% expense ratio, which is higher than VHYAX's 0.08% expense ratio.

Dividends

SDIV vs. VHYAX - Dividend Comparison

SDIV's dividend yield for the trailing twelve months is around 9.34%, more than VHYAX's 2.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDIV Global X SuperDividend ETF	9.34%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares	2.27%	2.42%	2.72%	3.09%	2.98%	2.74%	3.16%	3.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDIV and VHYAX in my portfolio?

SDIV and VHYAX have a correlation of 0.64, 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 VHYAX?

SDIV has higher volatility (3.88%) compared to VHYAX (3.06%). In terms of maximum drawdown, SDIV dropped -56.90% vs VHYAX's -35.14%.

Which has better risk-adjusted returns?

VHYAX currently has the higher Sharpe Ratio (2.41 vs 1.61), 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.