BRIP.L vs. SDIP.L

Last updated Jun 5, 2026

BRIP.L (Global X European Infrastructure Development UCITS ETF EUR Accumulating) and SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) are both exchange-traded funds - BRIP.L is a Industrials Equities fund tracking the Mirae Asset European Infrastructure Development Index, while SDIP.L is a Dividend fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past year, BRIP.L returned 11.95% vs 15.23% for SDIP.L. At a 0.37 correlation, their price movements are largely independent. BRIP.L charges 0.47%/yr vs 0.45%/yr for SDIP.L.

Performance

BRIP.L vs. SDIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRIP.L achieves a 6.39% return, which is significantly higher than SDIP.L's 2.95% return.

BRIP.L

• 1D: -0.25%
• 1M: -0.36%
• YTD: 6.39%
• 6M: 7.48%
• 1Y: 11.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIP.L

• 1D: 0.29%
• 1M: -3.78%
• YTD: 2.95%
• 6M: 0.97%
• 1Y: 15.23%
• 3Y*: 4.20%
• 5Y*: —
• 10Y*: —

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

BRIP.L vs. SDIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BRIP.L Global X European Infrastructure Development UCITS ETF EUR Accumulating	6.39%	33.47%	-3.56%
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	2.95%	7.51%	-4.54%

Correlation

The correlation between BRIP.L and SDIP.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024	0.37

Return for Risk

BRIP.L vs. SDIP.L — Risk / Return Rank

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

BRIP.L

BRIP.L Risk / Return Rank: 24
BRIP.L Sharpe Ratio Rank: 23
BRIP.L Sortino Ratio Rank: 22
BRIP.L Omega Ratio Rank: 24
BRIP.L Calmar Ratio Rank: 25
BRIP.L Martin Ratio Rank: 25

SDIP.L

SDIP.L Risk / Return Rank: 46
SDIP.L Sharpe Ratio Rank: 46
SDIP.L Sortino Ratio Rank: 45
SDIP.L Omega Ratio Rank: 46
SDIP.L Calmar Ratio Rank: 50
SDIP.L Martin Ratio Rank: 44

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.

BRIP.L vs. SDIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.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.

	BRIP.L	SDIP.L	Difference
Sharpe ratio: Return per unit of total volatility	0.81	1.57	-0.77
Sortino ratio: Return per unit of downside risk	1.16	2.23	-1.07
Omega ratio: Gain probability vs. loss probability	1.16	1.28	-0.13
Calmar ratio: Return relative to maximum drawdown	1.15	2.43	-1.28
Martin ratio: Return relative to average drawdown	3.31	7.18	-3.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRIP.L vs. SDIP.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 0.81, which is lower than the SDIP.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BRIP.L and SDIP.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.

Sharpe Ratios by Period

	BRIP.L	SDIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.57	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	-0.41	+1.72

Drawdowns

BRIP.L vs. SDIP.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum SDIP.L drawdown of -42.74%. Use the drawdown chart below to compare losses from any high point for BRIP.L and SDIP.L.

Drawdown Indicators

	BRIP.L	SDIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.38%	-42.74%	+32.36%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-6.25%	-4.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.84%	—
Current Drawdown Current decline from peak	-5.98%	-25.54%	+19.56%
Average Drawdown Average peak-to-trough decline	-2.52%	-27.04%	+24.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	2.12%	+1.47%

Volatility

BRIP.L vs. SDIP.L - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) has a higher volatility of 5.43% compared to Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) at 2.17%. This indicates that BRIP.L's price experiences larger fluctuations and is considered to be riskier than SDIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRIP.L	SDIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.43%	2.17%	+3.26%
Volatility (6M) Calculated over the trailing 6-month period	12.45%	6.75%	+5.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	9.64%	+5.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.05%	16.27%	-1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	16.27%	-1.22%

BRIP.L vs. SDIP.L - Expense Ratio Comparison

BRIP.L has a 0.47% expense ratio, which is higher than SDIP.L's 0.45% expense ratio.

Dividends

BRIP.L vs. SDIP.L - Dividend Comparison

Neither BRIP.L nor SDIP.L has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BRIP.L Global X European Infrastructure Development UCITS ETF EUR Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	0.00%	0.00%	6.61%	2.00%	0.09%

Frequently Asked Questions

Can I hold both BRIP.L and SDIP.L in my portfolio?

BRIP.L and SDIP.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRIP.L or SDIP.L?

On fees, SDIP.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, BRIP.L or SDIP.L?

SDIP.L is cheaper with a 0.45% expense ratio, compared with 0.47% for BRIP.L.

What is the main difference between BRIP.L and SDIP.L?

BRIP.L is categorized as Industrials Equities, while SDIP.L is Dividend. BRIP.L tracks Mirae Asset European Infrastructure Development Index, while SDIP.L tracks Solactive Global SuperDividend Index. Their fees differ too: 0.47% for BRIP.L and 0.45% for SDIP.L.