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SDIP.L vs. GGRP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDIP.L vs. GGRP.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 Global Quality Dividend Growth UCITS ETF - USD (GGRP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
5.55%7.51%-2.89%-9.44%-23.51%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
-2.81%7.06%9.85%11.62%3.70%
Different Trading Currencies

SDIP.L is traded in GBP, while GGRP.L is traded in GBp. To make them comparable, the GGRP.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 5.55% return, which is significantly higher than GGRP.L's -2.81% return.


SDIP.L

1D
0.34%
1M
-2.76%
YTD
5.55%
6M
6.76%
1Y
15.63%
3Y*
2.81%
5Y*
10Y*

GGRP.L

1D
0.00%
1M
-5.06%
YTD
-2.81%
6M
0.89%
1Y
7.18%
3Y*
7.34%
5Y*
7.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SDIP.L has a 0.45% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.


Return for Risk

SDIP.L vs. GGRP.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: 6262
Overall Rank
SDIP.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 6161
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 6565
Martin Ratio Rank

GGRP.L
GGRP.L Risk / Return Rank: 3838
Overall Rank
GGRP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 2828
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 5353
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. GGRP.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 Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.LGGRP.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.60

+0.59

Sortino ratio

Return per unit of downside risk

1.55

0.89

+0.66

Omega ratio

Gain probability vs. loss probability

1.24

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.75

1.33

+0.43

Martin ratio

Return relative to average drawdown

7.26

5.44

+1.82

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

The current SDIP.L Sharpe Ratio is 1.19, which is higher than the GGRP.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SDIP.L and GGRP.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.


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Sharpe Ratios by Period


SDIP.LGGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.60

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.76

-1.15

Correlation

The correlation between SDIP.L and GGRP.L is 0.48, 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. GGRP.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.


TTM202520242023202220212020201920182017
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%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
0.01%0.01%0.54%1.86%2.42%1.60%1.47%1.88%2.13%1.42%

Drawdowns

SDIP.L vs. GGRP.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than GGRP.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for SDIP.L and GGRP.L.


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Drawdown Indicators


SDIP.LGGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-22.60%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-9.18%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Current Drawdown

Current decline from peak

-23.67%

-5.80%

-17.87%

Average Drawdown

Average peak-to-trough decline

-27.18%

-2.97%

-24.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.09%

+0.25%

Volatility

SDIP.L vs. GGRP.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 3.94%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a volatility of 4.35%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than GGRP.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.LGGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.35%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

7.60%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

12.75%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

11.93%

+4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

13.54%

+3.00%