SFGV vs. SDIV

Last updated Jun 4, 2026

SFGV (Sequoia Global Value ETF) and SDIV (Global X SuperDividend ETF) are both Global Equities funds. SFGV is actively managed, while SDIV is passively managed. Over the past year, SFGV returned 25.44% vs 25.09% for SDIV. A 0.76 correlation means they provide meaningful diversification when combined. SFGV charges 0.33%/yr vs 0.58%/yr for SDIV.

Performance

SFGV vs. SDIV - Performance Comparison

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

Returns By Period

In the year-to-date period, SFGV achieves a 11.37% return, which is significantly higher than SDIV's 5.97% return.

SFGV

• 1D: -0.38%
• 1M: 3.27%
• YTD: 11.37%
• 6M: 11.60%
• 1Y: 25.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

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

SFGV vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFGV Sequoia Global Value ETF	11.37%	18.84%	10.71%
SDIV Global X SuperDividend ETF	5.97%	29.12%	5.61%

Correlation

The correlation between SFGV and SDIV is 0.73, 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	0.73
Correlation (All Time) Calculated using the full available price history since Jan 19, 2024	0.76

The correlation between SFGV and SDIV has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

SFGV vs. SDIV - Sectors Allocation Comparison

Sectors	SFGV	SDIV
Consumer Cyclical	15.3%	5.5%
Industrials	13.7%	14.3%
Healthcare	12.7%	1.4%
Energy	11.4%	18.4%
Technology	11.4%	1.6%
Financial Services	10.5%	8.9%
Consumer Defensive	8.8%	3.7%
Basic Materials	6.0%	2.8%
Real Estate	5.9%	36.2%
Communication Services	3.4%	6.1%
Utilities	1.0%	1.1%

Return for Risk

SFGV vs. SDIV — Risk / Return Rank

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

SFGV

SFGV Risk / Return Rank: 66
SFGV Sharpe Ratio Rank: 68
SFGV Sortino Ratio Rank: 70
SFGV Omega Ratio Rank: 66
SFGV Calmar Ratio Rank: 62
SFGV Martin Ratio Rank: 64

SDIV

SDIV Risk / Return Rank: 61
SDIV Sharpe Ratio Rank: 58
SDIV Sortino Ratio Rank: 56
SDIV Omega Ratio Rank: 56
SDIV Calmar Ratio Rank: 68
SDIV Martin Ratio Rank: 66

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.

SFGV vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) and Global X SuperDividend ETF (SDIV). 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.

	SFGV	SDIV	Difference
Sharpe ratio Return per unit of total volatility	2.21	2.02	+0.19
Sortino ratio Return per unit of downside risk	3.17	2.73	+0.44
Omega ratio Gain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratio Return relative to maximum drawdown	3.06	3.43	-0.38
Martin ratio Return relative to average drawdown	11.43	12.41	-0.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFGV vs. SDIV - Sharpe Ratio Comparison

The current SFGV Sharpe Ratio is 2.21, which is comparable to the SDIV Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SFGV and SDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFGV	SDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.02	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.06	+1.27

Drawdowns

SFGV vs. SDIV - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for SFGV and SDIV.

Drawdown Indicators

	SFGV	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-56.90%	+42.39%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-7.35%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-0.38%	-17.77%	+17.39%
Average Drawdown Average peak-to-trough decline	-1.89%	-18.59%	+16.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.03%	+0.20%

Volatility

SFGV vs. SDIV - Volatility Comparison

The current volatility for Sequoia Global Value ETF (SFGV) is 2.95%, while Global X SuperDividend ETF (SDIV) has a volatility of 4.21%. This indicates that SFGV experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFGV	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	4.21%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	9.64%	-1.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	12.47%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	16.86%	-3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	18.97%	-5.71%

SFGV vs. SDIV - Expense Ratio Comparison

SFGV has a 0.33% expense ratio, which is lower than SDIV's 0.58% expense ratio.

Dividends

SFGV vs. SDIV - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.25%, less than SDIV's 10.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SFGV Sequoia Global Value ETF	2.25%	2.52%	2.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFGV and SDIV in my portfolio?

SFGV and SDIV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFGV or SDIV?

SDIV has higher volatility (4.21%) compared to SFGV (2.95%). In terms of maximum drawdown, SFGV dropped -14.51% vs SDIV's -56.90%.

Which ETF is better, SFGV or SDIV?

On 1-year performance, SFGV leads with 25.44% vs 25.09% for SDIV. On fees, SFGV is cheaper at 0.33% per year. On volatility, SFGV has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFGV or SDIV?

Over the 1-year period, SFGV has performed better with a 25.44% return vs 25.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFGV or SDIV?

SFGV is cheaper with a 0.33% expense ratio, compared with 0.58% for SDIV.

Which ETF pays a higher dividend yield, SFGV or SDIV?

SDIV has the higher dividend yield at 10.02%, compared with 2.25% for SFGV.

What is the main difference between SFGV and SDIV?

They also come from different issuers: Sequoia and Global X. Their fees differ too: 0.33% for SFGV and 0.58% for SDIV.

Which has better risk-adjusted returns?

SFGV currently has the higher Sharpe Ratio (2.21 vs 2.02), 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.