UDIV.DE vs. ^DJI

Last updated Jun 26, 2026

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 12.28%/yr vs 13.90%/yr for ^DJI. At a 0.32 correlation, their price movements are largely independent.

Performance

UDIV.DE vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

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 8.64% return, which is significantly lower than ^DJI's 11.64% return.

UDIV.DE

• 1D: 0.00%
• 1M: -0.41%
• YTD: 8.64%
• 6M: 9.27%
• 1Y: 22.78%
• 3Y*: 12.28%
• 5Y*: —
• 10Y*: —

^DJI

• 1D: 0.07%
• 1M: 5.29%
• YTD: 11.64%
• 6M: 10.41%
• 1Y: 23.88%
• 3Y*: 13.90%
• 5Y*: 9.63%
• 10Y*: 11.38%

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

UDIV.DE vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	8.64%	14.37%	5.51%	2.25%	-22.42%
^DJI Dow Jones Industrial Average	11.64%	-0.43%	20.33%	10.29%	0.85%

Correlation

The correlation between UDIV.DE and ^DJI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022	0.32

Return for Risk

UDIV.DE vs. ^DJI — Risk / Return Rank

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

UDIV.DE

UDIV.DE Risk / Return Rank: 83
UDIV.DE Sharpe Ratio Rank: 78
UDIV.DE Sortino Ratio Rank: 78
UDIV.DE Omega Ratio Rank: 80
UDIV.DE Calmar Ratio Rank: 90
UDIV.DE Martin Ratio Rank: 87

^DJI

^DJI Risk / Return Rank: 67
^DJI Sharpe Ratio Rank: 71
^DJI Sortino Ratio Rank: 78
^DJI Omega Ratio Rank: 70
^DJI Calmar Ratio Rank: 54
^DJI Martin Ratio Rank: 62

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.

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.

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.

	UDIV.DE	^DJI	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.92	+0.27
Sortino ratio: Return per unit of downside risk	3.02	2.56	+0.46
Omega ratio: Gain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratio: Return relative to maximum drawdown	4.90	3.06	+1.85
Martin ratio: Return relative to average drawdown	16.11	10.78	+5.33

UDIV.DE vs. ^DJI - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 2.19, which is comparable to the ^DJI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of UDIV.DE and ^DJI, 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

UDIV.DE vs. ^DJI - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -30.22%, 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.

Drawdown Indicators

	UDIV.DE	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	-30.22%	-48.27%	+18.05%
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 Drawdown Current decline from peak	-2.53%	0.00%	-2.53%
Average Drawdown Average peak-to-trough decline	-15.45%	-8.83%	-6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	2.22%	-0.80%

Volatility

UDIV.DE vs. ^DJI - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) is 3.26%, while Dow Jones Industrial Average (^DJI) has a volatility of 3.47%. 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.

Volatility by Period

	UDIV.DE	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	3.47%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	7.21%	9.67%	-2.46%
Volatility (1Y) Calculated over the trailing 1-year period	10.45%	12.54%	-2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.27%	15.10%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.27%	18.30%	-3.03%

Frequently Asked Questions

Can I hold both UDIV.DE and ^DJI in my portfolio?

UDIV.DE and ^DJI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.