PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SDIP.L vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SDIP.L vs. EEI.L

Last updated Apr 1, 2026

Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L).

SDIP.L and EEI.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. EEI.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 21, 2014. Both SDIP.L and EEI.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. EEI.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 WisdomTree Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing		5.20%7.51%-2.89%-9.44%-23.51%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		6.96%26.84%-7.65%5.93%-0.15%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SDIP.L achieves a 5.20% return, which is significantly lower than EEI.L's 6.96% return.

SDIP.L

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

EEI.L

1D
1.29%
1M
-3.71%
YTD
6.96%
6M
12.86%
1Y
23.02%
3Y*
9.02%
5Y*
6.61%
10Y*
4.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X SuperDividend UCITS ETF USD Distributing

WisdomTree Europe Equity Income UCITS ETF

Often compared with SDIP.L:
SDIP.L vs. EMHD.LSDIP.L vs. TDGB.LSDIP.L vs. HDEM.LSDIP.L vs. JEPQSDIP.L vs. JEQP.LSDIP.L vs. JEGP.LSDIP.L vs. VHYL.AS
Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW

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

SDIP.L has a 0.45% expense ratio, which is higher than EEI.L's 0.29% expense ratio.

SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
EEI.L
WisdomTree Europe Equity Income UCITS ETF

Return for Risk

SDIP.L vs. EEI.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: 6060
Overall Rank
SDIP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 6666
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 5656
Martin Ratio Rank
EEI.L
EEI.L Risk / Return Rank: 8383
Overall Rank
EEI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8787
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 7979
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.

SDIP.L vs. EEI.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 WisdomTree Europe Equity Income UCITS ETF (EEI.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.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.77

-0.55

Sortino ratio

Return per unit of downside risk

1.59

2.17

-0.58

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.24

2.04

-0.80

Martin ratio

Return relative to average drawdown

5.45

8.49

-3.04

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. EEI.L - Sharpe Ratio Comparison

The current SDIP.L Sharpe Ratio is 1.22, which is lower than the EEI.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SDIP.L and EEI.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.

Loading graphics...

Sharpe Ratios by Period

SDIP.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.77

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.50

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.31

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.22

-0.61

Correlation

The correlation between SDIP.L and EEI.L is 0.57, 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. EEI.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 0.05%.

TTM20252024202320222021202020192018201720162015
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%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Drawdowns

SDIP.L vs. EEI.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than EEI.L's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for SDIP.L and EEI.L.

Loading graphics...

Drawdown Indicators

SDIP.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-37.68%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-11.08%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.71%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.68%

—

Current Drawdown

Current decline from peak

-23.92%

-3.71%

-20.21%

Average Drawdown

Average peak-to-trough decline

-27.18%

-11.36%

-15.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.58%

+0.22%

Volatility

SDIP.L vs. EEI.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 4.09%, while WisdomTree Europe Equity Income UCITS ETF (EEI.L) has a volatility of 5.34%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SDIP.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.34%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

8.18%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

13.03%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

14.49%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

17.45%

-0.90%