SDIP.L vs. COPG.L

Last updated Apr 1, 2026

Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L).

SDIP.L and COPG.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. COPG.L is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Total Return Index. It was launched on Nov 22, 2021. Both SDIP.L and COPG.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. COPG.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 Copper Miners UCITS ETF USD Acc (COPG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	5.20%	7.51%	-2.89%	-9.44%	-23.51%
COPG.L Global X Copper Miners UCITS ETF USD Acc	3.70%	82.05%	3.66%	3.03%	1.18%

Returns By Period

In the year-to-date period, SDIP.L achieves a 5.20% return, which is significantly higher than COPG.L's 3.70% return.

SDIP.L

• 1D: 0.63%
• 1M: -3.14%
• YTD: 5.20%
• 6M: 6.76%
• 1Y: 16.08%
• 3Y*: 2.70%
• 5Y*: —
• 10Y*: —

COPG.L

• 1D: 2.20%
• 1M: -21.65%
• YTD: 3.70%
• 6M: 29.50%
• 1Y: 90.62%
• 3Y*: 24.11%
• 5Y*: —
• 10Y*: —

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

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

SDIP.L has a 0.45% expense ratio, which is lower than COPG.L's 0.65% expense ratio.

COPG.L

Global X Copper Miners UCITS ETF USD Acc

SDIP.L

Global X SuperDividend UCITS ETF USD Distributing

Return for Risk

SDIP.L vs. COPG.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: 60
SDIP.L Sharpe Ratio Rank: 68
SDIP.L Sortino Ratio Rank: 61
SDIP.L Omega Ratio Rank: 66
SDIP.L Calmar Ratio Rank: 48
SDIP.L Martin Ratio Rank: 56

COPG.L

COPG.L Risk / Return Rank: 92
COPG.L Sharpe Ratio Rank: 95
COPG.L Sortino Ratio Rank: 92
COPG.L Omega Ratio Rank: 88
COPG.L Calmar Ratio Rank: 92
COPG.L Martin Ratio Rank: 91

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. COPG.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 Copper Miners UCITS ETF USD Acc (COPG.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	COPG.L	Difference
Sharpe ratio Return per unit of total volatility	1.22	2.42	-1.21
Sortino ratio Return per unit of downside risk	1.59	2.80	-1.21
Omega ratio Gain probability vs. loss probability	1.24	1.37	-0.12
Calmar ratio Return relative to maximum drawdown	1.24	3.35	-2.11
Martin ratio Return relative to average drawdown	5.45	12.86	-7.42
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. COPG.L - Sharpe Ratio Comparison

The current SDIP.L Sharpe Ratio is 1.22, which is lower than the COPG.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SDIP.L and COPG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SDIP.L	COPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	2.42	-1.21
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.65	-1.04

Correlation

The correlation between SDIP.L and COPG.L is 0.49, 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. COPG.L - Dividend Comparison

Neither SDIP.L nor COPG.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%
COPG.L Global X Copper Miners UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SDIP.L vs. COPG.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than COPG.L's maximum drawdown of -38.84%. Use the drawdown chart below to compare losses from any high point for SDIP.L and COPG.L.

Drawdown Indicators

	SDIP.L	COPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.74%	-38.84%	-3.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-26.29%	+13.02%
Current Drawdown Current decline from peak	-23.92%	-21.67%	-2.25%
Average Drawdown Average peak-to-trough decline	-27.18%	-14.03%	-13.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	6.85%	-4.05%

Volatility

SDIP.L vs. COPG.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 4.09%, while Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a volatility of 15.35%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than COPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIP.L	COPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	15.35%	-11.26%
Volatility (6M) Calculated over the trailing 6-month period	7.47%	30.35%	-22.88%
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	37.38%	-24.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	33.26%	-16.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	33.26%	-16.71%