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

Performance

UDIV.DE vs. WTDM.DE - 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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE). The values are adjusted to include any dividend payments, if applicable.

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UDIV.DE vs. WTDM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.33%14.37%8.92%9.15%-21.91%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
-1.49%0.91%24.87%14.95%3.48%

Returns By Period

In the year-to-date period, UDIV.DE achieves a 8.33% return, which is significantly higher than WTDM.DE's -1.49% return.


UDIV.DE

1D
0.54%
1M
-1.51%
YTD
8.33%
6M
11.94%
1Y
22.77%
3Y*
15.48%
5Y*
10Y*

WTDM.DE

1D
0.97%
1M
-3.90%
YTD
-1.49%
6M
1.00%
1Y
4.18%
3Y*
11.91%
5Y*
11.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDIV.DE vs. WTDM.DE - Expense Ratio Comparison

UDIV.DE has a 0.45% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.


Return for Risk

UDIV.DE vs. WTDM.DE — 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: 7979
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8686
Martin Ratio Rank

WTDM.DE
WTDM.DE Risk / Return Rank: 2020
Overall Rank
WTDM.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 2424
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. WTDM.DE - 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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE). 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.DEWTDM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.28

+1.30

Sortino ratio

Return per unit of downside risk

1.98

0.48

+1.50

Omega ratio

Gain probability vs. loss probability

1.33

1.07

+0.26

Calmar ratio

Return relative to maximum drawdown

1.96

0.53

+1.43

Martin ratio

Return relative to average drawdown

11.27

2.16

+9.11

UDIV.DE vs. WTDM.DE - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 1.58, which is higher than the WTDM.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of UDIV.DE and WTDM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UDIV.DEWTDM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.28

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.83

-0.61

Correlation

The correlation between UDIV.DE and WTDM.DE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UDIV.DE vs. WTDM.DE - Dividend Comparison

UDIV.DE's dividend yield for the trailing twelve months is around 8.96%, while WTDM.DE has not paid dividends to shareholders.


TTM2025202420232022
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.96%9.75%14.48%18.90%8.94%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

UDIV.DE vs. WTDM.DE - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -29.76%, roughly equal to the maximum WTDM.DE drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and WTDM.DE.


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Drawdown Indicators


UDIV.DEWTDM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.76%

-31.19%

+1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-12.72%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

Current Drawdown

Current decline from peak

-1.51%

-4.78%

+3.27%

Average Drawdown

Average peak-to-trough decline

-11.72%

-3.88%

-7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.15%

-0.02%

Volatility

UDIV.DE vs. WTDM.DE - Volatility Comparison

Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) has a higher volatility of 4.18% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 3.05%. This indicates that UDIV.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIV.DEWTDM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.05%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

6.72%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

14.97%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

13.58%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

15.04%

+0.53%