UDIV.DE vs. ^DJI
UDIV.DE (Global X SuperDividend UCITS ETF USD Distributing) is Dividend fund tracking the Solactive Global SuperDividend Index, while ^DJI (Dow Jones Industrial Average) is an index. Over the past 3 years, UDIV.DE returned 16.38%/yr vs 12.32%/yr for ^DJI. At a 0.32 correlation, their price movements are largely independent.
Performance
UDIV.DE vs. ^DJI - Performance Comparison
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Different Trading Currencies
UDIV.DE is traded in EUR, while ^DJI is traded in USD. To make them comparable, the ^DJI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UDIV.DE achieves a 7.97% return, which is significantly lower than ^DJI's 8.50% return.
UDIV.DE
- 1D
- 0.37%
- 1M
- -3.13%
- YTD
- 7.97%
- 6M
- 7.08%
- 1Y
- 23.35%
- 3Y*
- 16.38%
- 5Y*
- —
- 10Y*
- —
^DJI
- 1D
- 1.58%
- 1M
- 5.29%
- YTD
- 8.50%
- 6M
- 8.04%
- 1Y
- 19.49%
- 3Y*
- 12.32%
- 5Y*
- 9.21%
- 10Y*
- 10.90%
UDIV.DE vs. ^DJI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing | 7.97% | 14.37% | 8.92% | 9.15% | -21.91% |
^DJI Dow Jones Industrial Average | 8.50% | -0.43% | 20.33% | 10.29% | 2.52% |
Correlation
The correlation between UDIV.DE and ^DJI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.32 |
The correlation between UDIV.DE and ^DJI shifts across timeframes, from 0.32 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UDIV.DE vs. ^DJI — Risk / Return Rank
UDIV.DE
^DJI
UDIV.DE vs. ^DJI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Dow Jones Industrial Average (^DJI). 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.
| UDIV.DE | ^DJI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.28 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 2.50 | +2.49 |
| Martin ratioReturn relative to average drawdown | 18.99 | 8.70 | +10.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UDIV.DE | ^DJI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.57 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.44 | -0.23 |
Drawdowns
UDIV.DE vs. ^DJI - Drawdown Comparison
The maximum UDIV.DE drawdown since its inception was -29.76%, smaller than the maximum ^DJI drawdown of -48.27%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and ^DJI.
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Drawdown Indicators
| UDIV.DE | ^DJI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.76% | -48.27% | +18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.67% | -7.84% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -23.23% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.23% | — |
Current DrawdownCurrent decline from peak | -3.13% | 0.00% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -8.83% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.25% | -1.02% |
Volatility
UDIV.DE vs. ^DJI - Volatility Comparison
The current volatility for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) is 2.35%, while Dow Jones Industrial Average (^DJI) has a volatility of 3.00%. This indicates that UDIV.DE experiences smaller price fluctuations and is considered to be less risky than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDIV.DE | ^DJI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.00% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 9.39% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.07% | 12.51% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.08% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 18.28% | -2.95% |
Frequently Asked Questions
UDIV.DE and ^DJI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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