XRMI vs. SDIV
Compare and contrast key facts about Global X S&P 500 Risk Managed Income ETF (XRMI) and Global X SuperDividend ETF (SDIV).
XRMI and SDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRMI is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Risk Managed Income Index. It was launched on Aug 25, 2021. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. Both XRMI and SDIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XRMI vs. SDIV - Performance Comparison
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XRMI vs. SDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XRMI Global X S&P 500 Risk Managed Income ETF | -2.52% | 4.60% | 15.18% | 4.22% | -14.06% | 2.68% |
SDIV Global X SuperDividend ETF | 6.70% | 29.12% | 1.77% | 5.46% | -26.43% | -4.43% |
Returns By Period
In the year-to-date period, XRMI achieves a -2.52% return, which is significantly lower than SDIV's 6.70% return.
XRMI
- 1D
- 0.81%
- 1M
- -4.04%
- YTD
- -2.52%
- 6M
- 1.58%
- 1Y
- 3.59%
- 3Y*
- 6.04%
- 5Y*
- —
- 10Y*
- —
SDIV
- 1D
- 2.27%
- 1M
- -2.96%
- YTD
- 6.70%
- 6M
- 10.37%
- 1Y
- 32.97%
- 3Y*
- 14.76%
- 5Y*
- 0.59%
- 10Y*
- 0.55%
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XRMI vs. SDIV - Expense Ratio Comparison
XRMI has a 0.60% expense ratio, which is higher than SDIV's 0.58% expense ratio.
Return for Risk
XRMI vs. SDIV — Risk / Return Rank
XRMI
SDIV
XRMI vs. SDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Risk Managed Income ETF (XRMI) and Global X SuperDividend ETF (SDIV). 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.
| XRMI | SDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 2.07 | -1.54 |
Sortino ratioReturn per unit of downside risk | 0.76 | 2.66 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.43 | -1.64 |
Martin ratioReturn relative to average drawdown | 2.73 | 12.21 | -9.48 |
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
| XRMI | SDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.07 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.06 | +0.18 |
Correlation
The correlation between XRMI and SDIV is 0.48, 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
XRMI vs. SDIV - Dividend Comparison
XRMI's dividend yield for the trailing twelve months is around 12.83%, more than SDIV's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRMI Global X S&P 500 Risk Managed Income ETF | 12.83% | 12.35% | 11.86% | 12.62% | 12.84% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDIV Global X SuperDividend ETF | 9.10% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
Drawdowns
XRMI vs. SDIV - Drawdown Comparison
The maximum XRMI drawdown since its inception was -15.31%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for XRMI and SDIV.
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Drawdown Indicators
| XRMI | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -56.90% | +41.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -13.37% | +8.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.90% | — |
Current DrawdownCurrent decline from peak | -4.25% | -17.21% | +12.96% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -18.63% | +12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.66% | -1.21% |
Volatility
XRMI vs. SDIV - Volatility Comparison
The current volatility for Global X S&P 500 Risk Managed Income ETF (XRMI) is 2.62%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that XRMI experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRMI | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 6.25% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 9.21% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.88% | 16.03% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.99% | 16.79% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.99% | 18.96% | -11.97% |