SPFF vs. DIV
SPFF (Global X SuperIncome Preferred ETF) and DIV (Global X SuperDividend U.S. ETF) are both exchange-traded funds - SPFF is a Preferred Stock/Convertible Bonds fund tracking the S&P Enhanced Yield North American Preferred Stock Index, while DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Both are passively managed. Over the past 10 years, SPFF returned 2.96%/yr vs 4.13%/yr for DIV. At a 0.45 correlation, their price movements are largely independent. SPFF charges 0.58%/yr vs 0.45%/yr for DIV.
Performance
SPFF vs. DIV - Performance Comparison
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Returns By Period
In the year-to-date period, SPFF achieves a 3.79% return, which is significantly lower than DIV's 13.21% return. Over the past 10 years, SPFF has underperformed DIV with an annualized return of 2.96%, while DIV has yielded a comparatively higher 4.13% annualized return.
SPFF
- 1D
- -0.56%
- 1M
- 0.25%
- YTD
- 3.79%
- 6M
- 2.73%
- 1Y
- 13.39%
- 3Y*
- 8.52%
- 5Y*
- 1.52%
- 10Y*
- 2.96%
DIV
- 1D
- -0.16%
- 1M
- -1.83%
- YTD
- 13.21%
- 6M
- 13.04%
- 1Y
- 15.09%
- 3Y*
- 12.78%
- 5Y*
- 5.48%
- 10Y*
- 4.13%
SPFF vs. DIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPFF Global X SuperIncome Preferred ETF | 3.79% | 7.52% | 8.62% | 3.00% | -14.29% | 5.15% | 6.91% | 13.04% | -2.55% | 1.80% |
DIV Global X SuperDividend U.S. ETF | 13.21% | 3.10% | 11.27% | -1.73% | -3.92% | 30.60% | -22.85% | 14.50% | -6.60% | 9.90% |
Correlation
The correlation between SPFF and DIV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013 | 0.45 |
The correlation between SPFF and DIV shifts across timeframes, from 0.34 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPFF vs. DIV — Risk / Return Rank
SPFF
DIV
SPFF vs. DIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) and Global X SuperDividend U.S. ETF (DIV). 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.
| SPFF | DIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.90 | -1.12 |
| Martin ratioReturn relative to average drawdown | 5.32 | 7.87 | -2.55 |
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Drawdowns
SPFF vs. DIV - Drawdown Comparison
The maximum SPFF drawdown since its inception was -35.92%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for SPFF and DIV.
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Drawdown Indicators
| SPFF | DIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.92% | -52.74% | +16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -5.23% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.51% | -12.33% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.88% | -21.14% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.92% | -52.74% | +16.82% |
Current DrawdownCurrent decline from peak | -3.11% | -1.83% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -7.01% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.93% | +0.59% |
Volatility
SPFF vs. DIV - Volatility Comparison
Global X SuperIncome Preferred ETF (SPFF) and Global X SuperDividend U.S. ETF (DIV) have volatilities of 3.75% and 3.68%, 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.
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Volatility by Period
| SPFF | DIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.68% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 7.47% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 10.64% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 13.69% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 18.00% | -4.47% |
SPFF vs. DIV - Expense Ratio Comparison
SPFF has a 0.58% expense ratio, which is higher than DIV's 0.45% expense ratio.
Dividends
SPFF vs. DIV - Dividend Comparison
SPFF's dividend yield for the trailing twelve months is around 6.53%, less than DIV's 6.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 6.78% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
SPFF Global X SuperIncome Preferred ETF | 6.53% | 6.47% | 6.39% | 6.64% | 7.15% | 5.78% | 5.75% | 5.97% | 7.60% | 7.24% | 7.04% | 7.50% |
Frequently Asked Questions
SPFF and DIV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPFF has higher volatility (3.75%) compared to DIV (3.68%). In terms of maximum drawdown, SPFF dropped -35.92% vs DIV's -52.74%.
On 10-year performance, DIV leads with 4.13% vs 2.96% for SPFF. On fees, DIV is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DIV has performed better with a 4.13% return vs 2.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIV is cheaper with a 0.45% expense ratio, compared with 0.58% for SPFF.
DIV has the higher dividend yield at 6.78%, compared with 6.53% for SPFF.
SPFF is categorized as Preferred Stock/Convertible Bonds, while DIV is Mid Cap Value Equities. SPFF tracks S&P Enhanced Yield North American Preferred Stock Index, while DIV tracks Indxx SuperDividend® U.S. Low Volatility Index. Their fees differ too: 0.58% for SPFF and 0.45% for DIV.
DIV currently has the higher Sharpe Ratio (1.42 vs 1.36), 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.
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