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TYLG vs. SDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TYLG vs. SDIV

Last updated Aug 4, 2026
Documentation

TYLG (Global X Information Technology Covered Call & Growth ETF) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - TYLG is a Derivative Income fund tracking the Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, TYLG returned 21.84%/yr vs 13.97%/yr for SDIV. Their 0.41 correlation means their historical movements had little consistent relationship. TYLG charges 0.60%/yr vs 0.58%/yr for SDIV.

Performance

TYLG vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYLG achieves a 17.59% return, which is significantly higher than SDIV's 8.49% return.

TYLG

1D
1.38%
1M
-0.29%
6M
16.32%
YTD
17.59%
1Y
32.47%
3Y*
21.84%
5Y*
—
10Y*
—
ALL TIME*
25.33%

SDIV

1D
0.28%
1M
2.38%
6M
1.25%
YTD
8.49%
1Y
19.40%
3Y*
13.97%
5Y*
1.38%
10Y*
-0.29%
ALL TIME*
1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SDIV

Global X SuperDividend ETF
$7.65M$8.97M$10.68M

TYLG

Global X Information Technology Covered Call & Growth ETF
$118.02K$128.07K$139.81K

TYLG vs. SDIV - Yearly Performance Comparison

2026 (YTD)2025202420232022
TYLG
Global X Information Technology Covered Call & Growth ETF		17.59%16.84%20.57%41.56%-1.78%
SDIV
Global X SuperDividend ETF		8.49%29.12%1.77%5.46%0.09%

Correlation

The correlation between TYLG and SDIV is 0.35, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2022

0.41

TYLG vs. SDIV - Sectors Allocation Comparison

Sectors
TYLG
SDIV

Financial Services

54.7%
15.5%

Technology

47.0%
2.8%

Communication Services

0.8%
3.3%

Energy

0.1%
13.3%

Industrials

0.0%
10.4%

Basic Materials

-

3.7%

Consumer Cyclical

-

5.3%

Consumer Defensive

-

3.6%

Healthcare

-

0.9%

Real Estate

-

33.0%

Utilities

-

1.0%

Financial Services

TYLG
54.7%
SDIV
15.5%

Technology

TYLG
47.0%
SDIV
2.8%

Communication Services

TYLG
0.8%
SDIV
3.3%

Energy

TYLG
0.1%
SDIV
13.3%

Industrials

TYLG
0.0%
SDIV
10.4%

Basic Materials

TYLG

-

SDIV
3.7%

Consumer Cyclical

TYLG

-

SDIV
5.3%

Consumer Defensive

TYLG

-

SDIV
3.6%

Healthcare

TYLG

-

SDIV
0.9%

Real Estate

TYLG

-

SDIV
33.0%

Utilities

TYLG

-

SDIV
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Information Technology Covered Call & Growth ETF

Global X SuperDividend ETF

Often compared with TYLG:
TYLG vs. QQQTYLG vs. JEPQTYLG vs. SPYTYLG vs. SMHTYLG vs. QRMITYLG vs. VOOTYLG vs. FTHI
Often compared with SDIV:
SDIV vs. SCHDSDIV vs. SPHDSDIV vs. VYMSDIV vs. SPYSDIV vs. SDEMSDIV vs. DGROSDIV vs. QQQ

Return for Risk

TYLG vs. SDIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
TYLG
TYLG Risk / Return Rank: 7272
Overall Rank
TYLG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TYLG Sortino Ratio Rank: 6666
Sortino Ratio Rank
TYLG Omega Ratio Rank: 6666
Omega Ratio Rank
TYLG Calmar Ratio Rank: 8080
Calmar Ratio Rank
TYLG Martin Ratio Rank: 7575
Martin Ratio Rank
SDIV
SDIV Risk / Return Rank: 6666
Overall Rank
SDIV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDIV Omega Ratio Rank: 6565
Omega Ratio Rank
SDIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
SDIV Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TYLG vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and Global X SuperDividend ETF (SDIV). 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.

TYLGSDIVDifference
Sharpe ratioReturn per unit of total volatility
1.70
1.59

+0.11

Sortino ratioReturn per unit of downside risk
2.30
2.20

+0.10

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

3.02

2.65

+0.37

Martin ratioReturn relative to average drawdown

9.99

7.30

+2.69

TYLG vs. SDIV - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 1.70, which is comparable to the SDIV Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TYLG and SDIV, 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

TYLG vs. SDIV - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for TYLG and SDIV.

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Drawdown Indicators

TYLGSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-56.90%

+32.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-7.35%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-24.01%

-18.64%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

—

-38.69%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-56.90%

—

Current Drawdown

Current decline from peak

-5.60%

-15.82%

+10.22%

Average Drawdown

Average peak-to-trough decline

-2.82%

-18.57%

+15.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.67%

+0.59%

Volatility

TYLG vs. SDIV - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 8.08% compared to Global X SuperDividend ETF (SDIV) at 2.62%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TYLGSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

2.62%

+5.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.64%

9.62%

+7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

12.26%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

16.80%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

18.88%

+0.85%

TYLG vs. SDIV - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than SDIV's 0.58% expense ratio.

Dividends

TYLG vs. SDIV - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 8.78%, less than SDIV's 9.05% yield.

PositionTTM20252024202320222021202020192018201720162015
SDIV
Global X SuperDividend ETF		9.05%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%
TYLG
Global X Information Technology Covered Call & Growth ETF		8.78%7.66%7.24%11.89%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TYLG and SDIV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TYLG has higher volatility (8.08%) compared to SDIV (2.62%). In terms of maximum drawdown, TYLG dropped -24.01% vs SDIV's -56.90%.

On 3-year performance, TYLG leads with 21.84% vs 13.97% for SDIV. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TYLG has performed better with a 21.84% return vs 13.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDIV is cheaper with a 0.58% expense ratio, compared with 0.60% for TYLG.

SDIV has the higher dividend yield at 9.05%, compared with 8.78% for TYLG.

TYLG is categorized as Derivative Income, while SDIV is Global Equities. TYLG tracks Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross, while SDIV tracks Solactive Global SuperDividend Index. Their fees differ too: 0.60% for TYLG and 0.58% for SDIV.

TYLG currently has the higher Sharpe Ratio (1.70 vs 1.59), 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.

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