Global X SuperDividend U.S. ETF

10-Year Study

DIV.US · · US · ETF

Executive Summary: Global X SuperDividend U.S. ETF has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 44.9% and an annualized volatility of 15.0%.

1Y CAGR
+16.6%
3Y CAGR
+13.3%
5Y CAGR
+5.4%
10Y CAGR
+4.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
44.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.25.7-3.21.7————————11.6%
20253.72.2-0.4-3.9-1.50.30.72.7-0.9-2.64.9-1.83.1%
2024-1.3-0.44.1-1.23.0-1.15.82.31.5-0.54.8-5.811.3%
20233.3-5.0-4.4-0.0-6.94.64.8-2.2-3.6-2.86.35.3-1.7%
2022-0.8-0.94.1-3.54.6-7.36.3-2.5-11.19.52.6-3.0-3.9%
20215.53.26.82.32.3-0.2-0.41.5-2.64.2-0.95.830.6%
2020-2.7-10.8-36.518.92.5-2.24.43.4-4.8-0.111.03.0-22.9%
20196.41.8-0.8-0.8-6.44.52.6-1.14.7-0.31.81.814.5%
2018-2.2-2.7-0.43.01.01.92.1-0.40.6-2.50.5-7.4-6.6%
20171.90.80.32.0-0.30.51.2-0.41.1-0.71.91.19.9%
2016———0.60.33.31.7-1.8-0.9-3.02.12.65.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 67.9% of variance. Idiosyncratic stock-specific factors contribute 5.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110062.790788599132
2016-05-0110097.587676428038
2016-06-0110435.000195488134
2016-07-0110609.844782421707
2016-08-0110422.097978652695
2016-09-0110333.033584861398
2016-10-0110022.129256754115
2016-11-0110230.206826445634
2016-12-0110500.840598975643
2017-01-0110700.394886030417
2017-02-0110783.907416819799
2017-03-0110816.280251788714
2017-04-0111032.255542088593
2017-05-0111004.652617586113
2017-06-0111062.829886225907
2017-07-0111200.140751456387
2017-08-0111153.223599327519
2017-09-0111278.57059076514
2017-10-0111195.761817257693
2017-11-0111413.45740313563
2017-12-0111540.446494897758
2018-01-0111291.160026586387
2018-02-0110987.215076044882
2018-03-0110942.956562536654
2018-04-0111270.907455917424
2018-05-0111386.010869140242
2018-06-0111604.957579074948
2018-07-0111853.696680611487
2018-08-0111805.293818665208
2018-09-0111878.249990225593
2018-10-0111583.062908081478
2018-11-0111637.955976072251
2018-12-0110779.372092114008
2019-01-0111472.025648043162
2019-02-0111682.605465848224
2019-03-0111590.647847675646
2019-04-0111494.858662079212
2019-05-0110756.851859092152
2019-06-0111236.110568088518
2019-07-0111527.857059076514
2019-08-0111395.941666340852
2019-09-0111935.567111076358
2019-10-0111904.836376431951
2019-11-0112123.001133831178
2019-12-0112342.338820033623
2020-01-0112009.461625679322
2020-02-0110708.605387652968
2020-03-016796.184071626852
2020-04-018081.948625718418
2020-05-018286.351018493177
2020-06-018105.250811275755
2020-07-018465.887320639637
2020-08-018757.086444852795
2020-09-018334.362904171716
2020-10-018322.16444461821
2020-11-019241.427845329788
2020-12-019521.523243539117
2021-01-0110041.443484380497
2021-02-0110365.171834069672
2021-03-0111068.77272549556
2021-04-0111325.800523908198
2021-05-0111583.84486061696
2021-06-0111562.34116589123
2021-07-0111518.239042890094
2021-08-0111695.8986589514
2021-09-0111387.261993197011
2021-10-0111864.096649333384
2021-11-0111757.9856902686
2021-12-0112435.469367009422
2022-01-0112333.971927903975
2022-02-0112221.292567541152
2022-03-0112722.52414278453
2022-04-0112279.939007702233
2022-05-0112838.722289557023
2022-06-0111898.346170387456
2022-07-0112642.374007897719
2022-08-0112331.156898776244
2022-09-0110957.57907495015
2022-10-0112003.049614888374
2022-11-0112316.768972123391
2022-12-0111948.23474215115
2023-01-0112342.417015287172
2023-02-0111726.94217461
2023-03-0111211.55725847441
2023-04-0111210.462524924736
2023-05-0110437.815224615864
2023-06-0110918.325057668999
2023-07-0111441.5294991594
2023-08-0111187.238534620948
2023-09-0110788.36454627204
2023-10-0110488.954920436328
2023-11-0111151.816084763655
2023-12-0111741.173710755756
2024-01-0111585.408765687924
2024-02-0111544.825429096452
2024-03-0112016.421003245103
2024-04-0111876.373304140438
2024-05-0112237.557180279156
2024-06-0112099.542557766743
2024-07-0112799.54646752942
2024-08-0113092.935058841927
2024-09-0113294.757008249599
2024-10-0113232.826367439495
2024-11-0113869.022950306915
2024-12-0113064.784767564608
2025-01-0113549.673534816435
2025-02-0113847.75384134183
2025-03-0113790.593110998161
2025-04-0113250.263908980723
2025-05-0113057.434413731085
2025-06-0113101.614731985766
2025-07-0113197.560308089298
2025-08-0113551.002854126753
2025-09-0113429.018258591703
2025-10-0113083.864409430345
2025-11-0113718.497087226804
2025-12-0113470.148961958006
2026-01-0114434.531023966843
2026-02-0115259.725534660045
2026-03-0114778.902920592718
2026-04-0115029.12773194667
Annual Return Matrix
YearAnnual Return
20170.0990021595055477
2018-0.06594843649422366
20190.14499608275541886
2020-0.2285478966041561
20210.3060378102261714
2022-0.03918104017455726
2023-0.01732984293193718
20240.11273243113644837
20250.03102723861167478
20260.1157358225504026
Total Factor Risk
0.1496482989279234
VTI.US Exposure
-0.24401464795482372
VEA.US Exposure
-0.000735037764478824
VWO.US Exposure
0.014926624659117581
QQQ.US Exposure
0.11729311203398671
VTV.US Exposure
0.678753036185408
IJR.US Exposure
0.07946150565423277
QUAL.US Exposure
-0.07135167063332272
SHV.US Exposure
0.15532621934686866
TLT.US Exposure
-0.022720062131613584
LQD.US Exposure
0.042641731078783274
HYG.US Exposure
0.057299798560014305
GLD.US Exposure
-0.009997826906148904
USO.US Exposure
0.0012502157358515462
VNQ.US Exposure
0.1527720044003911
BTC-USD.CC Exposure
0.0022266855691043096
CPER.US Exposure
0.019005470058670017
VIX.INDX Exposure
-0.027573716780869482
UUP.US Exposure
-0.012856056497164646
TIP.US Exposure
0.01713459770790555
Idiosyncratic Exposure
0.05115801767808813
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
78.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.52%
Market Cap$4.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$167
Avg Yield on Cost
1.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$166.561.67%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X SuperDividend U.S. ETF a high-risk investment?

Global X SuperDividend U.S. ETF (DIV.US) has an annualized volatility of 15.0% and experienced a maximum drawdown of 44.9% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DIV.US?

Over the past 10 years, DIV.US has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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