SDIP.L vs. AIQG.L

Last updated Jun 4, 2026

SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and AIQG.L (Global X Artificial Intelligence UCITS ETF USD Accumulating) are both exchange-traded funds - SDIP.L is a Dividend fund tracking the Solactive Global SuperDividend Index, while AIQG.L is a Technology Equities fund tracking the Indxx Artificial Intelligence Index. Both are passively managed. Over the past year, SDIP.L returned 15.25% vs 71.15% for AIQG.L. At a 0.36 correlation, their price movements are largely independent. SDIP.L charges 0.45%/yr vs 0.40%/yr for AIQG.L.

Performance

SDIP.L vs. AIQG.L - Performance Comparison

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

Returns By Period

In the year-to-date period, SDIP.L achieves a 2.65% return, which is significantly lower than AIQG.L's 35.87% return.

SDIP.L

• 1D: -1.03%
• 1M: -3.81%
• YTD: 2.65%
• 6M: 0.82%
• 1Y: 15.25%
• 3Y*: 4.11%
• 5Y*: —
• 10Y*: —

AIQG.L

• 1D: -0.57%
• 1M: 23.78%
• YTD: 35.87%
• 6M: 36.30%
• 1Y: 71.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	2.65%	7.51%	-3.16%
AIQG.L Global X Artificial Intelligence UCITS ETF USD Accumulating	35.87%	21.73%	17.14%

Correlation

The correlation between SDIP.L and AIQG.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024	0.36

The correlation between SDIP.L and AIQG.L shifts across timeframes, from 0.23 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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

Sectors	SDIP.L	AIQG.L
Real Estate	36.4%	-
Energy	17.8%	-
Industrials	15.0%	5.5%
Financial Services	9.0%	0.4%
Communication Services	6.0%	9.6%
Consumer Cyclical	5.5%	8.5%
Consumer Defensive	3.7%	-
Basic Materials	2.9%	-
Technology	1.5%	75.7%
Healthcare	1.2%	0.4%
Utilities	1.0%	-

Return for Risk

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

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

SDIP.L

SDIP.L Risk / Return Rank: 45
SDIP.L Sharpe Ratio Rank: 45
SDIP.L Sortino Ratio Rank: 44
SDIP.L Omega Ratio Rank: 45
SDIP.L Calmar Ratio Rank: 49
SDIP.L Martin Ratio Rank: 44

AIQG.L

AIQG.L Risk / Return Rank: 86
AIQG.L Sharpe Ratio Rank: 93
AIQG.L Sortino Ratio Rank: 91
AIQG.L Omega Ratio Rank: 89
AIQG.L Calmar Ratio Rank: 86
AIQG.L Martin Ratio Rank: 73

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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Global X Artificial Intelligence UCITS ETF USD Accumulating (AIQG.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.

	SDIP.L	AIQG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.57	3.43	-1.85
Sortino ratio: Return per unit of downside risk	2.23	4.32	-2.09
Omega ratio: Gain probability vs. loss probability	1.28	1.56	-0.27
Calmar ratio: Return relative to maximum drawdown	2.43	4.74	-2.31
Martin ratio: Return relative to average drawdown	7.28	13.58	-6.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SDIP.L Sharpe Ratio is 1.57, which is lower than the AIQG.L Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of SDIP.L and AIQG.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

	SDIP.L	AIQG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	3.43	-1.85
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	2.02	-2.43

Drawdowns

SDIP.L vs. AIQG.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than AIQG.L's maximum drawdown of -29.14%. Use the drawdown chart below to compare losses from any high point for SDIP.L and AIQG.L.

Drawdown Indicators

	SDIP.L	AIQG.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.74%	-29.14%	-13.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.25%	-14.94%	+8.69%
Max Drawdown (3Y) Largest decline over 3 years	-21.84%	—	—
Current Drawdown Current decline from peak	-25.76%	-0.57%	-25.19%
Average Drawdown Average peak-to-trough decline	-27.04%	-5.18%	-21.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	5.22%	-3.13%

Volatility

SDIP.L vs. AIQG.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 2.17%, while Global X Artificial Intelligence UCITS ETF USD Accumulating (AIQG.L) has a volatility of 7.46%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than AIQG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIP.L	AIQG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	7.46%	-5.29%
Volatility (6M) Calculated over the trailing 6-month period	6.75%	15.51%	-8.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.65%	20.68%	-11.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	23.32%	-7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	23.32%	-7.04%

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

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

Dividends

SDIP.L vs. AIQG.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
AIQG.L Global X Artificial Intelligence 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 SDIP.L and AIQG.L in my portfolio?

SDIP.L and AIQG.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

Which ETF is cheaper, SDIP.L or AIQG.L?

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

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

SDIP.L is categorized as Dividend, while AIQG.L is Technology Equities. SDIP.L tracks Solactive Global SuperDividend Index, while AIQG.L tracks Indxx Artificial Intelligence Index. Their fees differ too: 0.45% for SDIP.L and 0.40% for AIQG.L.