EBIG.L vs. SDIP.L

Last updated Jun 5, 2026

EBIG.L (Global X E-commerce UCITS ETF USD Accumulating) and SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) are both exchange-traded funds - EBIG.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SDIP.L is a Dividend fund tracking the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, EBIG.L returned 14.80%/yr vs 4.20%/yr for SDIP.L. A 0.51 correlation means they provide meaningful diversification when combined. EBIG.L charges 0.50%/yr vs 0.45%/yr for SDIP.L.

Performance

EBIG.L vs. SDIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X E-commerce UCITS ETF USD Accumulating (EBIG.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, EBIG.L achieves a -14.25% return, which is significantly lower than SDIP.L's 2.95% return.

EBIG.L

• 1D: 1.50%
• 1M: -0.68%
• YTD: -14.25%
• 6M: -15.56%
• 1Y: -8.06%
• 3Y*: 14.80%
• 5Y*: —
• 10Y*: —

SDIP.L

• 1D: 0.29%
• 1M: -3.98%
• YTD: 2.95%
• 6M: 1.47%
• 1Y: 14.95%
• 3Y*: 4.20%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
EBIG.L Global X E-commerce UCITS ETF USD Accumulating	-14.25%	9.95%	33.02%	24.95%	-26.27%
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	2.95%	7.51%	-2.89%	-9.44%	-23.51%

Correlation

The correlation between EBIG.L and SDIP.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022	0.51

The correlation between EBIG.L and SDIP.L shifts across timeframes, from 0.40 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

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

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

EBIG.L

EBIG.L Risk / Return Rank: 6
EBIG.L Sharpe Ratio Rank: 5
EBIG.L Sortino Ratio Rank: 5
EBIG.L Omega Ratio Rank: 5
EBIG.L Calmar Ratio Rank: 6
EBIG.L Martin Ratio Rank: 6

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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (EBIG.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.

	EBIG.L	SDIP.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	1.57	-1.99
Sortino ratio: Return per unit of downside risk	-0.46	2.23	-2.69
Omega ratio: Gain probability vs. loss probability	0.95	1.28	-0.34
Calmar ratio: Return relative to maximum drawdown	-0.30	2.43	-2.72
Martin ratio: Return relative to average drawdown	-0.59	7.18	-7.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EBIG.L Sharpe Ratio is -0.42, which is lower than the SDIP.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EBIG.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

	EBIG.L	SDIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	1.57	-1.99
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	-0.41	+0.09

Drawdowns

EBIG.L vs. SDIP.L - Drawdown Comparison

The maximum EBIG.L drawdown since its inception was -61.10%, which is greater than SDIP.L's maximum drawdown of -42.74%. Use the drawdown chart below to compare losses from any high point for EBIG.L and SDIP.L.

Drawdown Indicators

	EBIG.L	SDIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-61.10%	-42.74%	-18.36%
Max Drawdown (1Y) Largest decline over 1 year	-25.69%	-6.25%	-19.44%
Max Drawdown (3Y) Largest decline over 3 years	-26.57%	-21.84%	-4.73%
Current Drawdown Current decline from peak	-35.35%	-25.54%	-9.81%
Average Drawdown Average peak-to-trough decline	-42.51%	-27.04%	-15.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.87%	2.12%	+10.75%

Volatility

EBIG.L vs. SDIP.L - Volatility Comparison

Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) has a higher volatility of 4.41% compared to Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) at 2.17%. This indicates that EBIG.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

	EBIG.L	SDIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	2.17%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	6.75%	+7.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	9.64%	+8.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.21%	16.27%	+12.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.21%	16.27%	+12.94%

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

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

Dividends

EBIG.L vs. SDIP.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
EBIG.L Global X E-commerce UCITS ETF USD 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 EBIG.L and SDIP.L in my portfolio?

EBIG.L and SDIP.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SDIP.L is cheaper with a 0.45% expense ratio, compared with 0.50% for EBIG.L.

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

EBIG.L is categorized as Consumer Staples Equities, while SDIP.L is Dividend. EBIG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SDIP.L tracks Solactive Global SuperDividend Index. Their fees differ too: 0.50% for EBIG.L and 0.45% for SDIP.L.