BKCG.L vs. SDIU.L

Last updated Jul 16, 2026

BKCG.L (Global X Blockchain UCITS ETF USD Accumulating) and SDIU.L (Global X SuperDividend UCITS ETF USD Cap) are both exchange-traded funds - BKCG.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while SDIU.L is a Dividend fund tracking the Global X SuperDividend UCITS ETF USD Cap. Both are passively managed. Over the past 3 years, BKCG.L returned 23.10%/yr vs 11.76%/yr for SDIU.L. At a 0.26 correlation, their price movements are largely independent. BKCG.L charges 0.50%/yr vs 0.45%/yr for SDIU.L.

Performance

BKCG.L vs. SDIU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) and Global X SuperDividend UCITS ETF USD Cap (SDIU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BKCG.L is traded in GBP, while SDIU.L is traded in USD. To make them comparable, the SDIU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BKCG.L achieves a 7.24% return, which is significantly higher than SDIU.L's 6.79% return.

BKCG.L

• 1D: 0.00%
• 1M: -22.58%
• 6M: -15.92%
• YTD: 7.24%
• 1Y: 27.90%
• 3Y*: 23.10%
• 5Y*: —
• 10Y*: —

SDIU.L

• 1D: 0.00%
• 1M: -0.94%
• 6M: 3.26%
• YTD: 6.79%
• 1Y: 14.69%
• 3Y*: 11.76%
• 5Y*: —
• 10Y*: —

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

BKCG.L vs. SDIU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BKCG.L Global X Blockchain UCITS ETF USD Accumulating	7.24%	23.16%	6.98%	308.25%	-80.43%
SDIU.L Global X SuperDividend UCITS ETF USD Cap	6.79%	19.21%	2.10%	0.41%	-18.10%

Correlation

The correlation between BKCG.L and SDIU.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022	0.26

The correlation between BKCG.L and SDIU.L shifts across timeframes, from 0.13 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BKCG.L vs. SDIU.L — Risk / Return Rank

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

BKCG.L

BKCG.L Risk / Return Rank: 18
BKCG.L Sharpe Ratio Rank: 16
BKCG.L Sortino Ratio Rank: 22
BKCG.L Omega Ratio Rank: 20
BKCG.L Calmar Ratio Rank: 17
BKCG.L Martin Ratio Rank: 14

SDIU.L

SDIU.L Risk / Return Rank: 54
SDIU.L Sharpe Ratio Rank: 55
SDIU.L Sortino Ratio Rank: 53
SDIU.L Omega Ratio Rank: 50
SDIU.L Calmar Ratio Rank: 66
SDIU.L Martin Ratio Rank: 48

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.

BKCG.L vs. SDIU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) and Global X SuperDividend UCITS ETF USD Cap (SDIU.L). 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.

	BKCG.L	SDIU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.40	1.43	-1.02
Sortino ratio: Return per unit of downside risk	1.02	2.03	-1.01
Omega ratio: Gain probability vs. loss probability	1.12	1.24	-0.13
Calmar ratio: Return relative to maximum drawdown	0.52	2.66	-2.14
Martin ratio: Return relative to average drawdown	0.88	8.17	-7.28

BKCG.L vs. SDIU.L - Sharpe Ratio Comparison

The current BKCG.L Sharpe Ratio is 0.40, which is lower than the SDIU.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BKCG.L and SDIU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BKCG.L vs. SDIU.L - Drawdown Comparison

The maximum BKCG.L drawdown since its inception was -82.56%, which is greater than SDIU.L's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for BKCG.L and SDIU.L.

Drawdown Indicators

	BKCG.L	SDIU.L	Difference
Max Drawdown Largest peak-to-trough decline	-82.56%	-28.90%	-53.66%
Max Drawdown (1Y) Largest decline over 1 year	-54.08%	-5.80%	-48.28%
Max Drawdown (3Y) Largest decline over 3 years	-57.72%	-17.15%	-40.57%
Current Drawdown Current decline from peak	-41.32%	-3.45%	-37.87%
Average Drawdown Average peak-to-trough decline	-43.08%	-14.03%	-29.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.72%	1.89%	+29.83%

Volatility

BKCG.L vs. SDIU.L - Volatility Comparison

Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a higher volatility of 14.55% compared to Global X SuperDividend UCITS ETF USD Cap (SDIU.L) at 3.26%. This indicates that BKCG.L's price experiences larger fluctuations and is considered to be riskier than SDIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKCG.L	SDIU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.55%	3.26%	+11.29%
Volatility (6M) Calculated over the trailing 6-month period	45.66%	7.83%	+37.83%
Volatility (1Y) Calculated over the trailing 1-year period	69.47%	10.83%	+58.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.37%	16.07%	+58.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.37%	16.07%	+58.30%

BKCG.L vs. SDIU.L - Expense Ratio Comparison

BKCG.L has a 0.50% expense ratio, which is higher than SDIU.L's 0.45% expense ratio.

Dividends

BKCG.L vs. SDIU.L - Dividend Comparison

Neither BKCG.L nor SDIU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BKCG.L and SDIU.L in my portfolio?

BKCG.L and SDIU.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BKCG.L or SDIU.L?

On fees, SDIU.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BKCG.L or SDIU.L?

SDIU.L is cheaper with a 0.45% expense ratio, compared with 0.50% for BKCG.L.

What is the main difference between BKCG.L and SDIU.L?

BKCG.L is categorized as Technology Equities, while SDIU.L is Dividend. BKCG.L tracks MSCI World/Information Tech NR USD, while SDIU.L tracks Global X SuperDividend UCITS ETF USD Cap. Their fees differ too: 0.50% for BKCG.L and 0.45% for SDIU.L.