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UDIV.DE vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDIV.DE vs. URTH - 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 iShares MSCI World ETF (URTH). 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 URTH is traded in USD. To make them comparable, the URTH 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 URTH's 11.61% return.


UDIV.DE

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

URTH

1D
0.08%
1M
0.63%
YTD
11.61%
6M
10.75%
1Y
24.86%
3Y*
18.08%
5Y*
12.30%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDIV.DE vs. URTH - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.64%14.37%5.51%2.25%-22.42%
URTH
iShares MSCI World ETF
11.61%6.96%26.49%20.23%-8.21%

Correlation

The correlation between UDIV.DE and URTH is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.36

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Return for Risk

UDIV.DE vs. URTH — 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: 8383
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8787
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 6060
Overall Rank
URTH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5959
Sortino Ratio Rank
URTH Omega Ratio Rank: 5858
Omega Ratio Rank
URTH Calmar Ratio Rank: 5757
Calmar Ratio Rank
URTH Martin Ratio Rank: 6767
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. URTH - 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 iShares MSCI World ETF (URTH). 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.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

4.90

3.81

+1.10

Martin ratioReturn relative to average drawdown

16.11

15.56

+0.55

UDIV.DE vs. URTH - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 2.19, which is comparable to the URTH Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of UDIV.DE and URTH, 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

UDIV.DE vs. URTH - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -30.22%, smaller than the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and URTH.


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Drawdown Indicators


UDIV.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-33.45%

+3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-6.56%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-20.94%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-2.53%

-1.00%

-1.53%

Average Drawdown

Average peak-to-trough decline

-15.45%

-4.09%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.60%

-0.18%

Volatility

UDIV.DE vs. URTH - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) is 3.26%, while iShares MSCI World ETF (URTH) has a volatility of 3.76%. This indicates that UDIV.DE experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIV.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

3.76%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

9.09%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

12.05%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

15.43%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

17.20%

-1.93%

UDIV.DE vs. URTH - Expense Ratio Comparison

UDIV.DE has a 0.45% expense ratio, which is higher than URTH's 0.24% expense ratio.


Dividends

UDIV.DE vs. URTH - Dividend Comparison

UDIV.DE's dividend yield for the trailing twelve months is around 9.12%, more than URTH's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
9.12%9.75%11.22%12.49%8.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.42%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


UDIV.DE and URTH have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.45% for UDIV.DE.

UDIV.DE is categorized as Dividend, while URTH is Global Equities. UDIV.DE tracks Solactive Global SuperDividend Index, while URTH tracks MSCI World Index (Net). They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for UDIV.DE and 0.24% for URTH.

Portfolio Optimizer

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