SDIV vs. VYM
Compare and contrast key facts about Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield ETF (VYM).
SDIV and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both SDIV and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDIV or VYM.
Key characteristics
| SDIV | VYM | |
|---|---|---|
| YTD Return | 3.77% | 20.60% |
| 1Y Return | 10.60% | 30.06% |
| 3Y Return (Ann) | -8.26% | 9.42% |
| 5Y Return (Ann) | -7.14% | 11.06% |
| 10Y Return (Ann) | -3.30% | 10.09% |
| Sharpe Ratio | 0.98 | 3.05 |
| Sortino Ratio | 1.40 | 4.33 |
| Omega Ratio | 1.17 | 1.56 |
| Calmar Ratio | 0.32 | 6.29 |
| Martin Ratio | 4.30 | 20.03 |
| Ulcer Index | 3.46% | 1.63% |
| Daily Std Dev | 15.12% | 10.70% |
| Max Drawdown | -56.90% | -56.98% |
| Current Drawdown | -38.71% | -0.72% |
Correlation
The correlation between SDIV and VYM is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDIV vs. VYM - Performance Comparison
In the year-to-date period, SDIV achieves a 3.77% return, which is significantly lower than VYM's 20.60% return. Over the past 10 years, SDIV has underperformed VYM with an annualized return of -3.30%, while VYM has yielded a comparatively higher 10.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDIV vs. VYM - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
SDIV vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
SDIV vs. VYM - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 11.04%, more than VYM's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 11.04% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
VYM Vanguard High Dividend Yield ETF | 2.75% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
SDIV vs. VYM - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SDIV and VYM. For additional features, visit the drawdowns tool.
Volatility
SDIV vs. VYM - Volatility Comparison
Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.97% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.