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SRET vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRET vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend REIT ETF (SRET) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRET achieves a 6.56% return, which is significantly higher than BND's 0.94% return. Over the past 10 years, SRET has underperformed BND with an annualized return of 1.19%, while BND has yielded a comparatively higher 1.60% annualized return.


SRET

1D
0.55%
1M
0.39%
YTD
6.56%
6M
6.91%
1Y
15.46%
3Y*
11.53%
5Y*
1.79%
10Y*
1.19%

BND

1D
0.45%
1M
1.09%
YTD
0.94%
6M
0.78%
1Y
4.38%
3Y*
4.11%
5Y*
0.18%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRET vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRET
Global X SuperDividend REIT ETF
6.56%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%
BND
Vanguard Total Bond Market ETF
0.94%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between SRET and BND is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2015

0.16

Over the past year, SRET and BND have become more correlated (0.43) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

SRET vs. BND — Risk / Return Rank

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

SRET
SRET Risk / Return Rank: 4040
Overall Rank
SRET Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3939
Sortino Ratio Rank
SRET Omega Ratio Rank: 3939
Omega Ratio Rank
SRET Calmar Ratio Rank: 3535
Calmar Ratio Rank
SRET Martin Ratio Rank: 4545
Martin Ratio Rank

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3636
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3535
Calmar Ratio Rank
BND Martin Ratio Rank: 3434
Martin Ratio Rank
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.

SRET vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and Vanguard Total Bond Market ETF (BND). 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.


SRETBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.64

1.64

-0.01

Martin ratioReturn relative to average drawdown

6.74

4.68

+2.06

SRET vs. BND - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 1.35, which is comparable to the BND Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SRET and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SRET vs. BND - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SRET and BND.


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Drawdown Indicators


SRETBNDDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-18.58%

-48.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-2.68%

-6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

-5.92%

-12.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-17.91%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-66.98%

-18.58%

-48.40%

Current Drawdown

Current decline from peak

-22.17%

-1.71%

-20.46%

Average Drawdown

Average peak-to-trough decline

-22.48%

-3.06%

-19.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.94%

+1.36%

Volatility

SRET vs. BND - Volatility Comparison

Global X SuperDividend REIT ETF (SRET) has a higher volatility of 3.78% compared to Vanguard Total Bond Market ETF (BND) at 1.15%. This indicates that SRET's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRETBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

1.15%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

2.80%

+6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

3.75%

+7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

6.03%

+10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

5.53%

+19.06%

SRET vs. BND - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

SRET vs. BND - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 7.91%, more than BND's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.94%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SRET
Global X SuperDividend REIT ETF
7.91%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions


SRET and BND have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRET has higher volatility (3.78%) compared to BND (1.15%). In terms of maximum drawdown, SRET dropped -66.98% vs BND's -18.58%.

On 10-year performance, BND leads with 1.60% vs 1.19% for SRET. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.60% return vs 1.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.58% for SRET.

SRET has the higher dividend yield at 7.91%, compared with 3.94% for BND.

SRET is categorized as REIT, while BND is Total Bond Market. SRET tracks Solactive Global SuperDividend REIT Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.58% for SRET and 0.03% for BND.

SRET currently has the higher Sharpe Ratio (1.35 vs 1.18), 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.

Portfolio Optimizer

Find the right allocation for SRET and BND

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