T vs. DIV

Last updated Jun 13, 2026

T (AT&T Inc.) is a stock, while DIV (Global X SuperDividend U.S. ETF) is Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Over the past 10 years, T returned 3.33%/yr vs 4.30%/yr for DIV. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

T vs. DIV - Performance Comparison

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

Returns By Period

In the year-to-date period, T achieves a -2.96% return, which is significantly lower than DIV's 14.48% return. Over the past 10 years, T has underperformed DIV with an annualized return of 3.33%, while DIV has yielded a comparatively higher 4.30% annualized return.

T

• 1D: 2.52%
• 1M: -1.87%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.71%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

DIV

• 1D: 0.68%
• 1M: 1.77%
• YTD: 14.48%
• 6M: 13.33%
• 1Y: 16.51%
• 3Y*: 11.89%
• 5Y*: 5.31%
• 10Y*: 4.30%

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

T vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%
DIV Global X SuperDividend U.S. ETF	14.48%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between T and DIV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.52

Over the past year, the correlation between T and DIV has dropped to 0.29 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

Return for Risk

T vs. DIV — Risk / Return Rank

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

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

DIV

DIV Risk / Return Rank: 54
DIV Sharpe Ratio Rank: 51
DIV Sortino Ratio Rank: 51
DIV Omega Ratio Rank: 46
DIV Calmar Ratio Rank: 69
DIV Martin Ratio Rank: 55

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.

T vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.

	T	DIV	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	1.53	-2.12
Sortino ratio: Return per unit of downside risk	-0.72	2.20	-2.92
Omega ratio: Gain probability vs. loss probability	0.92	1.26	-0.34
Calmar ratio: Return relative to maximum drawdown	-0.59	3.02	-3.62
Martin ratio: Return relative to average drawdown	-1.22	8.43	-9.65

T vs. DIV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the DIV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of T 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

T vs. DIV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for T and DIV.

Drawdown Indicators

	T	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-52.74%	-11.41%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-5.23%	-16.64%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-12.33%	-9.54%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-21.14%	-10.87%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-52.74%	+10.39%
Current Drawdown Current decline from peak	-18.12%	-0.73%	-17.39%
Average Drawdown Average peak-to-trough decline	-15.72%	-7.01%	-8.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.64%	1.88%	+8.76%

Volatility

T vs. DIV - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Global X SuperDividend U.S. ETF (DIV) at 3.07%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.21%	3.07%	+5.14%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	7.08%	+10.72%
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	10.32%	+11.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.01%	13.69%	+10.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.73%	17.98%	+5.75%

Dividends

T vs. DIV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, less than DIV's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.61%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
T AT&T Inc.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Frequently Asked Questions

Can I hold both T and DIV in my portfolio?

T and DIV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, T or DIV?

T has higher volatility (8.21%) compared to DIV (3.07%). In terms of maximum drawdown, T dropped -64.15% vs DIV's -52.74%.

Which has better risk-adjusted returns?

DIV currently has the higher Sharpe Ratio (1.53 vs -0.59), 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.