SYLD vs. DIV

Last updated Jun 24, 2026

SYLD (Cambria Shareholder Yield ETF) and DIV (Global X SuperDividend U.S. ETF) are both Mid Cap Value Equities funds. SYLD is actively managed, while DIV is passively managed. Over the past 10 years, SYLD returned 13.46%/yr vs 4.14%/yr for DIV. A 0.73 correlation means they provide meaningful diversification when combined. SYLD charges 0.59%/yr vs 0.45%/yr for DIV.

Performance

SYLD vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SYLD having a 14.05% return and DIV slightly lower at 13.39%. Over the past 10 years, SYLD has outperformed DIV with an annualized return of 13.46%, while DIV has yielded a comparatively lower 4.14% annualized return.

SYLD

• 1D: 0.10%
• 1M: 0.04%
• YTD: 14.05%
• 6M: 13.14%
• 1Y: 24.78%
• 3Y*: 12.54%
• 5Y*: 6.56%
• 10Y*: 13.46%

DIV

• 1D: 1.81%
• 1M: -1.67%
• YTD: 13.39%
• 6M: 13.87%
• 1Y: 15.53%
• 3Y*: 12.84%
• 5Y*: 5.62%
• 10Y*: 4.14%

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

SYLD vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SYLD Cambria Shareholder Yield ETF	14.05%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	26.98%	-13.51%	20.03%
DIV Global X SuperDividend U.S. ETF	13.39%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between SYLD and DIV is 0.68, 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	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 14, 2013	0.73

The correlation between SYLD and DIV has been stable across timeframes, ranging from 0.68 to 0.78 - a consistent structural relationship.

SYLD vs. DIV - Sectors Allocation Comparison

Sectors	SYLD	DIV
Consumer Cyclical	23.5%	3.7%
Financial Services	22.7%	3.8%
Energy	17.1%	23.2%
Industrials	8.3%	11.9%
Basic Materials	8.0%	4.3%
Consumer Defensive	6.7%	10.8%
Communication Services	6.0%	6.5%
Healthcare	5.7%	3.4%
Technology	2.1%	-
Real Estate	-	20.1%
Utilities	-	11.7%

Return for Risk

SYLD vs. DIV — Risk / Return Rank

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

SYLD

SYLD Risk / Return Rank: 55
SYLD Sharpe Ratio Rank: 48
SYLD Sortino Ratio Rank: 53
SYLD Omega Ratio Rank: 45
SYLD Calmar Ratio Rank: 74
SYLD Martin Ratio Rank: 57

DIV

DIV Risk / Return Rank: 48
DIV Sharpe Ratio Rank: 43
DIV Sortino Ratio Rank: 43
DIV Omega Ratio Rank: 39
DIV Calmar Ratio Rank: 63
DIV Martin Ratio Rank: 49

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.

SYLD vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.

	SYLD	DIV	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.47	+0.13
Sortino ratio: Return per unit of downside risk	2.45	2.11	+0.34
Omega ratio: Gain probability vs. loss probability	1.28	1.25	+0.03
Calmar ratio: Return relative to maximum drawdown	3.59	2.98	+0.61
Martin ratio: Return relative to average drawdown	9.63	8.09	+1.54

SYLD vs. DIV - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.60, which is comparable to the DIV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SYLD and DIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SYLD vs. DIV - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for SYLD and DIV.

Drawdown Indicators

	SYLD	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-45.36%	-52.74%	+7.38%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-5.23%	-1.70%
Max Drawdown (3Y) Largest decline over 3 years	-26.62%	-12.33%	-14.29%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-21.14%	-5.48%
Max Drawdown (10Y) Largest decline over 10 years	-45.36%	-52.74%	+7.38%
Current Drawdown Current decline from peak	-2.68%	-1.67%	-1.01%
Average Drawdown Average peak-to-trough decline	-5.65%	-7.01%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	1.92%	+0.66%

Volatility

SYLD vs. DIV - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) and Global X SuperDividend U.S. ETF (DIV) have volatilities of 3.51% 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.

Volatility by Period

	SYLD	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	3.68%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.79%	7.54%	+2.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.62%	10.64%	+4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.47%	13.69%	+6.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.94%	18.00%	+4.94%

SYLD vs. DIV - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than DIV's 0.45% expense ratio.

Dividends

SYLD vs. DIV - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.85%, less than DIV's 6.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.77%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
SYLD Cambria Shareholder Yield ETF	1.85%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Frequently Asked Questions

Can I hold both SYLD and DIV in my portfolio?

SYLD and DIV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYLD or DIV?

DIV has higher volatility (3.68%) compared to SYLD (3.51%). In terms of maximum drawdown, SYLD dropped -45.36% vs DIV's -52.74%.

Which ETF is better, SYLD or DIV?

On 10-year performance, SYLD leads with 13.46% vs 4.14% for DIV. On fees, DIV is cheaper at 0.45% per year. On volatility, SYLD has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SYLD or DIV?

Over the 10-year period, SYLD has performed better with a 13.46% return vs 4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SYLD or DIV?

DIV is cheaper with a 0.45% expense ratio, compared with 0.59% for SYLD.

Which ETF pays a higher dividend yield, SYLD or DIV?

DIV has the higher dividend yield at 6.77%, compared with 1.85% for SYLD.

What is the main difference between SYLD and DIV?

They also come from different issuers: Cambria and Global X. Their fees differ too: 0.59% for SYLD and 0.45% for DIV.

Which has better risk-adjusted returns?

SYLD currently has the higher Sharpe Ratio (1.60 vs 1.47), 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.