JEIP.DE vs. SDIV

Last updated Jun 4, 2026

JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - JEIP.DE is a Derivative Income fund actively managed by JPMorgan, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. JEIP.DE is actively managed, while SDIV is passively managed. Over the past year, JEIP.DE returned 6.26% vs 22.65% for SDIV. At a 0.26 correlation, their price movements are largely independent. JEIP.DE charges 0.35%/yr vs 0.58%/yr for SDIV.

Performance

JEIP.DE vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JEIP.DE is traded in EUR, while SDIV is traded in USD. To make them comparable, the SDIV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEIP.DE achieves a 0.91% return, which is significantly lower than SDIV's 7.24% return.

JEIP.DE

• 1D: 0.46%
• 1M: -1.16%
• YTD: 0.91%
• 6M: 1.26%
• 1Y: 6.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIV

• 1D: -1.78%
• 1M: -4.43%
• YTD: 7.24%
• 6M: 6.23%
• 1Y: 22.65%
• 3Y*: 12.69%
• 5Y*: 0.09%
• 10Y*: -0.28%

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

JEIP.DE vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	0.91%	-4.10%	-3.58%
SDIV Global X SuperDividend ETF	7.24%	13.79%	0.89%

Correlation

The correlation between JEIP.DE and SDIV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024	0.26

Return for Risk

JEIP.DE vs. SDIV — Risk / Return Rank

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

JEIP.DE

JEIP.DE Risk / Return Rank: 24
JEIP.DE Sharpe Ratio Rank: 22
JEIP.DE Sortino Ratio Rank: 22
JEIP.DE Omega Ratio Rank: 21
JEIP.DE Calmar Ratio Rank: 27
JEIP.DE Martin Ratio Rank: 26

SDIV

SDIV Risk / Return Rank: 61
SDIV Sharpe Ratio Rank: 58
SDIV Sortino Ratio Rank: 56
SDIV Omega Ratio Rank: 56
SDIV Calmar Ratio Rank: 68
SDIV Martin Ratio Rank: 66

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.

JEIP.DE vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and Global X SuperDividend ETF (SDIV). 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.

	JEIP.DE	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	0.76	1.96	-1.19
Sortino ratio: Return per unit of downside risk	1.14	2.70	-1.56
Omega ratio: Gain probability vs. loss probability	1.14	1.35	-0.22
Calmar ratio: Return relative to maximum drawdown	1.28	3.56	-2.28
Martin ratio: Return relative to average drawdown	3.49	14.71	-11.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEIP.DE vs. SDIV - Sharpe Ratio Comparison

The current JEIP.DE Sharpe Ratio is 0.76, which is lower than the SDIV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of JEIP.DE and SDIV, 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

	JEIP.DE	SDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	1.96	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	0.15	-0.48

Drawdowns

JEIP.DE vs. SDIV - Drawdown Comparison

The maximum JEIP.DE drawdown since its inception was -19.56%, smaller than the maximum SDIV drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and SDIV.

Drawdown Indicators

	JEIP.DE	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-19.56%	-53.22%	+33.66%
Max Drawdown (1Y) Largest decline over 1 year	-4.88%	-6.38%	+1.50%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.22%	—
Current Drawdown Current decline from peak	-7.44%	-17.53%	+10.09%
Average Drawdown Average peak-to-trough decline	-8.26%	-16.67%	+8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.54%	+0.25%

Volatility

JEIP.DE vs. SDIV - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) is 2.54%, while Global X SuperDividend ETF (SDIV) has a volatility of 3.65%. This indicates that JEIP.DE experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEIP.DE	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	3.65%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	5.52%	8.75%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	8.20%	11.63%	-3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.10%	15.38%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.10%	18.36%	-5.26%

JEIP.DE vs. SDIV - Expense Ratio Comparison

JEIP.DE has a 0.35% expense ratio, which is lower than SDIV's 0.58% expense ratio.

Dividends

JEIP.DE vs. SDIV - Dividend Comparison

JEIP.DE's dividend yield for the trailing twelve months is around 8.34%, less than SDIV's 10.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	8.34%	7.31%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDIV Global X SuperDividend ETF	9.23%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%

Frequently Asked Questions

Can I hold both JEIP.DE and SDIV in my portfolio?

JEIP.DE and SDIV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEIP.DE or SDIV?

On fees, JEIP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEIP.DE or SDIV?

JEIP.DE is cheaper with a 0.35% expense ratio, compared with 0.58% for SDIV.

What is the main difference between JEIP.DE and SDIV?

JEIP.DE is categorized as Derivative Income, while SDIV is Global Equities. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEIP.DE and 0.58% for SDIV.