SRET vs. ESGV
SRET (Global X SuperDividend REIT ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both exchange-traded funds - SRET is a REIT fund tracking the Solactive Global SuperDividend REIT Index, while ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Both are passively managed. Over the past 5 years, SRET returned 1.79%/yr vs 11.52%/yr for ESGV. A 0.57 correlation means they provide meaningful diversification when combined. SRET charges 0.58%/yr vs 0.09%/yr for ESGV.
Performance
SRET vs. ESGV - Performance Comparison
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Returns By Period
In the year-to-date period, SRET achieves a 6.56% return, which is significantly lower than ESGV's 7.69% 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%
ESGV
- 1D
- -0.05%
- 1M
- -1.17%
- YTD
- 7.69%
- 6M
- 6.35%
- 1Y
- 21.75%
- 3Y*
- 20.56%
- 5Y*
- 11.52%
- 10Y*
- —
SRET vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SRET Global X SuperDividend REIT ETF | 6.56% | 18.09% | -1.55% | 9.85% | -18.24% | 14.00% | -36.63% | 22.77% | -7.72% |
ESGV Vanguard ESG U.S. Stock ETF | 7.69% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
Correlation
The correlation between SRET and ESGV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.57 |
Over the past year, the correlation between SRET and ESGV has dropped to 0.33 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
SRET vs. ESGV — Risk / Return Rank
SRET
ESGV
SRET vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
| SRET | ESGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.88 | -0.25 |
| Martin ratioReturn relative to average drawdown | 6.74 | 7.84 | -1.10 |
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Drawdowns
SRET vs. ESGV - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SRET and ESGV.
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Drawdown Indicators
| SRET | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -33.66% | -33.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -11.60% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | -20.41% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -28.81% | -0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -66.98% | — | — |
Current DrawdownCurrent decline from peak | -22.17% | -3.61% | -18.56% |
Average DrawdownAverage peak-to-trough decline | -22.48% | -6.40% | -16.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.78% | -0.48% |
Volatility
SRET vs. ESGV - Volatility Comparison
The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.78%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 5.59%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRET | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 5.59% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 11.22% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 14.12% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 18.48% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.59% | 20.59% | +4.00% |
SRET vs. ESGV - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Dividends
SRET vs. ESGV - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 7.91%, more than ESGV's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 0.89% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
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 ESGV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (5.59%) compared to SRET (3.78%). In terms of maximum drawdown, SRET dropped -66.98% vs ESGV's -33.66%.
On 5-year performance, ESGV leads with 11.52% vs 1.79% for SRET. On fees, ESGV is cheaper at 0.09% per year. On volatility, SRET has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGV has performed better with a 11.52% return vs 1.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESGV is cheaper with a 0.09% expense ratio, compared with 0.58% for SRET.
SRET has the higher dividend yield at 7.91%, compared with 0.89% for ESGV.
SRET is categorized as REIT, while ESGV is Large Cap Blend Equities. SRET tracks Solactive Global SuperDividend REIT Index, while ESGV tracks FTSE US All Cap Choice Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.58% for SRET and 0.09% for ESGV.
ESGV currently has the higher Sharpe Ratio (1.55 vs 1.35), 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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