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IUKD.L vs. SDIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUKD.L vs. SDIP.L

Last updated Jun 5, 2026

IUKD.L (iShares UK Dividend UCITS ETF) and SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) are both Dividend funds - IUKD.L tracks the FTSE UK Dividend+ Index while SDIP.L tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, IUKD.L returned 18.89%/yr vs 4.20%/yr for SDIP.L. A 0.51 correlation means they provide meaningful diversification when combined. IUKD.L charges 0.40%/yr vs 0.45%/yr for SDIP.L.

Performance

IUKD.L vs. SDIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Dividend UCITS ETF (IUKD.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUKD.L is traded in GBp, while SDIP.L is traded in GBP. To make them comparable, the SDIP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUKD.L achieves a 7.22% return, which is significantly higher than SDIP.L's 2.95% return.

IUKD.L

1D
0.49%
1M
1.90%
YTD
7.22%
6M
9.76%
1Y
24.68%
3Y*
18.89%
5Y*
11.88%
10Y*
7.03%

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)

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

2026 (YTD)2025202420232022
IUKD.L
iShares UK Dividend UCITS ETF		7.22%32.12%12.27%5.81%-7.02%
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing		2.95%7.51%-2.89%-9.44%-23.51%

Correlation

The correlation between IUKD.L and SDIP.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.51

The correlation between IUKD.L and SDIP.L shifts across timeframes, from 0.45 (1 year) to 0.55 (3 years), reflecting how their relationship changes across market environments.

IUKD.L vs. SDIP.L - Sectors Allocation Comparison

Sectors
IUKD.L
SDIP.L

Financial Services

41.6%
9.0%

Consumer Defensive

15.0%
3.7%

Energy

10.0%
17.8%

Real Estate

7.8%
36.4%

Utilities

7.8%
1.0%

Communication Services

6.1%
6.0%

Basic Materials

4.8%
2.9%

Consumer Cyclical

4.3%
5.5%

Healthcare

2.5%
1.2%

Industrials

-

15.0%

Technology

-

1.5%

Financial Services

IUKD.L
41.6%
SDIP.L
9.0%

Consumer Defensive

IUKD.L
15.0%
SDIP.L
3.7%

Energy

IUKD.L
10.0%
SDIP.L
17.8%

Real Estate

IUKD.L
7.8%
SDIP.L
36.4%

Utilities

IUKD.L
7.8%
SDIP.L
1.0%

Communication Services

IUKD.L
6.1%
SDIP.L
6.0%

Basic Materials

IUKD.L
4.8%
SDIP.L
2.9%

Consumer Cyclical

IUKD.L
4.3%
SDIP.L
5.5%

Healthcare

IUKD.L
2.5%
SDIP.L
1.2%

Industrials

IUKD.L

-

SDIP.L
15.0%

Technology

IUKD.L

-

SDIP.L
1.5%

Compare stocks, funds, or ETFs

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iShares UK Dividend UCITS ETF

Global X SuperDividend UCITS ETF USD Distributing

Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. IDVY.LIUKD.L vs. FLGBIUKD.L vs. CPJ1.L
Often compared with SDIP.L:
SDIP.L vs. JEGP.LSDIP.L vs. JEQP.LSDIP.L vs. EMHD.LSDIP.L vs. JEPQSDIP.L vs. TDGB.LSDIP.L vs. HDEM.LSDIP.L vs. COPG.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
Martin Ratio Rank
SDIP.L
SDIP.L Risk / Return Rank: 4646
Overall Rank
SDIP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 4646
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 4444
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.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.

IUKD.LSDIP.LDifference
Sharpe ratioReturn per unit of total volatility
2.19
1.57

+0.62

Sortino ratioReturn per unit of downside risk
2.96
2.23

+0.73

Omega ratioGain probability vs. loss probability

1.41

1.28

+0.13

Calmar ratioReturn relative to maximum drawdown

2.48

2.43

+0.05

Martin ratioReturn relative to average drawdown

8.97

7.18

+1.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUKD.L Sharpe Ratio is 2.19, which is higher than the SDIP.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IUKD.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.

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Sharpe Ratios by Period

IUKD.LSDIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.57

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.41

+0.69

Drawdowns

IUKD.L vs. SDIP.L - Drawdown Comparison

The maximum IUKD.L drawdown since its inception was -61.95%, 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 IUKD.L and SDIP.L.

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Drawdown Indicators

IUKD.LSDIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.95%

-42.74%

-19.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-6.25%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-21.84%

+11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

—

—

Current Drawdown

Current decline from peak

-3.39%

-25.54%

+22.15%

Average Drawdown

Average peak-to-trough decline

-14.97%

-27.04%

+12.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.12%

+0.62%

Volatility

IUKD.L vs. SDIP.L - Volatility Comparison

iShares UK Dividend UCITS ETF (IUKD.L) has a higher volatility of 3.72% compared to Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) at 2.17%. This indicates that IUKD.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.

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Volatility by Period

IUKD.LSDIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

2.17%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

6.75%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

9.64%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

16.27%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

16.27%

+0.95%

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

IUKD.L has a 0.40% expense ratio, which is lower than SDIP.L's 0.45% expense ratio.

Dividends

IUKD.L vs. SDIP.L - Dividend Comparison

IUKD.L's dividend yield for the trailing twelve months is around 4.53%, while SDIP.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF		4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing		0.00%0.00%6.61%2.00%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IUKD.L and SDIP.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUKD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUKD.L is cheaper with a 0.40% expense ratio, compared with 0.45% for SDIP.L.

IUKD.L tracks FTSE UK Dividend+ Index, while SDIP.L tracks Solactive Global SuperDividend Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.40% for IUKD.L and 0.45% for SDIP.L.

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