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UDIV.DE vs. ^DJI
Performance
Return for Risk
Drawdowns
Volatility

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.

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

UDIV.DE vs. ^DJI - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 7575
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8888
Martin Ratio Rank

^DJI
^DJI Risk / Return Rank: 6060
Overall Rank
^DJI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^DJI Sortino Ratio Rank: 6767
Sortino Ratio Rank
^DJI Omega Ratio Rank: 6161
Omega Ratio Rank
^DJI Calmar Ratio Rank: 5656
Calmar Ratio Rank
^DJI Martin Ratio Rank: 5858
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.

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^DJIDifference
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

UDIV.DE vs. ^DJI - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 2.31, which is higher than the ^DJI Sharpe Ratio of 1.57. 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.


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Sharpe Ratios by Period


UDIV.DE^DJIDifference

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^DJIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.13%

0.00%

-3.13%

Average Drawdown

Average peak-to-trough decline

-11.31%

-8.83%

-2.48%

Ulcer Index

Depth 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^DJIDifference

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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