SDIP.L vs. AQWG.L
Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Global X Clean Water UCITS ETF (AQWG.L).
SDIP.L and AQWG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDIP.L is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Feb 15, 2022. AQWG.L is a passively managed fund by Global X that tracks the performance of the S&P Global Water TR. It was launched on Dec 7, 2021. Both SDIP.L and AQWG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDIP.L vs. AQWG.L - Performance Comparison
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SDIP.L vs. AQWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 5.55% | 7.51% | -2.89% | -9.44% | -23.51% |
AQWG.L Global X Clean Water UCITS ETF | 2.25% | 5.17% | 7.79% | 18.26% | 5.44% |
Returns By Period
In the year-to-date period, SDIP.L achieves a 5.55% return, which is significantly higher than AQWG.L's 2.25% return.
SDIP.L
- 1D
- 0.34%
- 1M
- -2.76%
- YTD
- 5.55%
- 6M
- 6.76%
- 1Y
- 15.63%
- 3Y*
- 2.81%
- 5Y*
- —
- 10Y*
- —
AQWG.L
- 1D
- 1.65%
- 1M
- -5.97%
- YTD
- 2.25%
- 6M
- 1.01%
- 1Y
- 10.08%
- 3Y*
- 10.04%
- 5Y*
- —
- 10Y*
- —
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SDIP.L vs. AQWG.L - Expense Ratio Comparison
SDIP.L has a 0.45% expense ratio, which is lower than AQWG.L's 0.50% expense ratio.
Return for Risk
SDIP.L vs. AQWG.L — Risk / Return Rank
SDIP.L
AQWG.L
SDIP.L vs. AQWG.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 Clean Water UCITS ETF (AQWG.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 | AQWG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.69 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.01 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.04 | +0.71 |
Martin ratioReturn relative to average drawdown | 7.26 | 3.21 | +4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDIP.L | AQWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.69 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.29 | -0.68 |
Correlation
The correlation between SDIP.L and AQWG.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDIP.L vs. AQWG.L - Dividend Comparison
Neither SDIP.L nor AQWG.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 0.00% | 0.00% | 6.61% | 2.00% | 0.09% |
AQWG.L Global X Clean Water UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDIP.L vs. AQWG.L - Drawdown Comparison
The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than AQWG.L's maximum drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for SDIP.L and AQWG.L.
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Drawdown Indicators
| SDIP.L | AQWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -23.03% | -19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -9.85% | -2.41% |
Current DrawdownCurrent decline from peak | -23.67% | -6.75% | -16.92% |
Average DrawdownAverage peak-to-trough decline | -27.18% | -7.34% | -19.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.18% | -0.84% |
Volatility
SDIP.L vs. AQWG.L - Volatility Comparison
The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 3.94%, while Global X Clean Water UCITS ETF (AQWG.L) has a volatility of 5.42%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than AQWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIP.L | AQWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.42% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 9.45% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 14.67% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 15.03% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.03% | +1.51% |