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TSPY vs. SDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSPY vs. SDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSPY achieves a 6.81% return, which is significantly lower than SDEM's 11.17% return.


TSPY

1D
0.91%
1M
-0.08%
YTD
6.81%
6M
6.94%
1Y
23.35%
3Y*
5Y*
10Y*

SDEM

1D
0.93%
1M
0.85%
YTD
11.17%
6M
12.41%
1Y
28.12%
3Y*
19.18%
5Y*
4.51%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPY vs. SDEM - Yearly Performance Comparison


Correlation

The correlation between TSPY and SDEM is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2024

0.44

The correlation between TSPY and SDEM has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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Return for Risk

TSPY vs. SDEM — Risk / Return Rank

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

TSPY
TSPY Risk / Return Rank: 6666
Overall Rank
TSPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 6868
Sortino Ratio Rank
TSPY Omega Ratio Rank: 7171
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6767
Martin Ratio Rank

SDEM
SDEM Risk / Return Rank: 6969
Overall Rank
SDEM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SDEM Sortino Ratio Rank: 7272
Sortino Ratio Rank
SDEM Omega Ratio Rank: 6767
Omega Ratio Rank
SDEM Calmar Ratio Rank: 7171
Calmar Ratio Rank
SDEM Martin Ratio Rank: 6464
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.

TSPY vs. SDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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.


TSPYSDEMDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.44

3.13

-0.69

Martin ratioReturn relative to average drawdown

10.57

10.28

+0.29

TSPY vs. SDEM - Sharpe Ratio Comparison

The current TSPY Sharpe Ratio is 1.94, which is comparable to the SDEM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TSPY and SDEM, 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

TSPY vs. SDEM - Drawdown Comparison

The maximum TSPY drawdown since its inception was -18.02%, smaller than the maximum SDEM drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for TSPY and SDEM.


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Drawdown Indicators


TSPYSDEMDifference

Max Drawdown

Largest peak-to-trough decline

-18.02%

-47.38%

+29.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.03%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-36.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

Current Drawdown

Current decline from peak

-2.32%

-3.49%

+1.17%

Average Drawdown

Average peak-to-trough decline

-2.52%

-20.66%

+18.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.74%

-0.53%

Volatility

TSPY vs. SDEM - Volatility Comparison

The current volatility for TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) is 4.11%, while Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a volatility of 4.90%. This indicates that TSPY experiences smaller price fluctuations and is considered to be less risky than SDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSPYSDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.90%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

11.48%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

13.91%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

17.47%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

19.22%

-3.09%

TSPY vs. SDEM - Expense Ratio Comparison

TSPY has a 0.68% expense ratio, which is higher than SDEM's 0.67% expense ratio.


Dividends

TSPY vs. SDEM - Dividend Comparison

TSPY's dividend yield for the trailing twelve months is around 13.98%, more than SDEM's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
4.99%5.27%7.28%7.50%8.86%8.14%6.30%6.47%6.55%5.01%5.06%6.14%
TSPY
TappAlpha S&P 500 Growth & Daily Income ETF
13.98%13.69%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSPY and SDEM have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDEM has higher volatility (4.90%) compared to TSPY (4.11%). In terms of maximum drawdown, TSPY dropped -18.02% vs SDEM's -47.38%.

On 1-year performance, SDEM leads with 28.12% vs 23.35% for TSPY. On fees, SDEM is cheaper at 0.67% per year. On volatility, TSPY has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SDEM has performed better with a 28.12% return vs 23.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDEM is cheaper with a 0.67% expense ratio, compared with 0.68% for TSPY.

TSPY has the higher dividend yield at 13.98%, compared with 4.99% for SDEM.

TSPY is categorized as Derivative Income, while SDEM is Emerging Markets Equities. They also come from different issuers: TappAlpha and Global X. Their fees differ too: 0.68% for TSPY and 0.67% for SDEM.

SDEM currently has the higher Sharpe Ratio (2.03 vs 1.94), 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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