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

SDIP.L vs. HDEM.L

Last updated Apr 1, 2026

Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L).

SDIP.L and HDEM.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. HDEM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on May 27, 2016. Both SDIP.L and HDEM.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. HDEM.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 Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L). The values are adjusted to include any dividend payments, if applicable.

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SDIP.L vs. HDEM.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%
HDEM.L
Invesco FTSE EM High Dividend Low Volatility UCITS ETF		9.62%18.32%3.92%3.74%-7.50%
Different Trading Currencies

SDIP.L is traded in GBP, while HDEM.L is traded in GBp. To make them comparable, the HDEM.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 HDEM.L's 9.62% return.

SDIP.L

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

HDEM.L

1D
0.09%
1M
-1.72%
YTD
9.62%
6M
15.83%
1Y
27.76%
3Y*
12.44%
5Y*
7.27%
10Y*
—
*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

Invesco FTSE EM High Dividend Low Volatility UCITS ETF

Often compared with SDIP.L:
SDIP.L vs. EMHD.LSDIP.L vs. TDGB.LSDIP.L vs. EEI.LSDIP.L vs. JEPQSDIP.L vs. JEQP.LSDIP.L vs. JEGP.LSDIP.L vs. VHYL.AS
Often compared with HDEM.L:
HDEM.L vs. EUHD.LHDEM.L vs. EUNY.DEHDEM.L vs. SCHDHDEM.L vs. WTEI.DEHDEM.L vs. JEPG.LHDEM.L vs. JEPQHDEM.L vs. JGPI.DE

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

SDIP.L has a 0.45% expense ratio, which is lower than HDEM.L's 0.49% expense ratio.

HDEM.L
Invesco FTSE EM High Dividend Low Volatility UCITS ETF
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing

Return for Risk

SDIP.L vs. HDEM.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
HDEM.L
HDEM.L Risk / Return Rank: 9494
Overall Rank
HDEM.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HDEM.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
HDEM.L Omega Ratio Rank: 9494
Omega Ratio Rank
HDEM.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDEM.L Martin Ratio Rank: 9292
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. HDEM.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 Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.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.LHDEM.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

2.44

-1.22

Sortino ratio

Return per unit of downside risk

1.59

3.30

-1.71

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

1.24

3.50

-2.26

Martin ratio

Return relative to average drawdown

5.45

13.17

-7.73

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. HDEM.L - Sharpe Ratio Comparison

The current SDIP.L Sharpe Ratio is 1.22, which is lower than the HDEM.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SDIP.L and HDEM.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.LHDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.44

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.54

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.56

-0.94

Correlation

The correlation between SDIP.L and HDEM.L is 0.59, 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. HDEM.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while HDEM.L's dividend yield for the trailing twelve months is around 4.81%.

TTM2025202420232022202120202019201820172016
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%
HDEM.L
Invesco FTSE EM High Dividend Low Volatility UCITS ETF		4.81%5.17%5.62%6.08%8.93%5.96%4.31%5.23%5.37%6.81%2.78%

Drawdowns

SDIP.L vs. HDEM.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than HDEM.L's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for SDIP.L and HDEM.L.

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Drawdown Indicators

SDIP.LHDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-32.18%

-10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-8.09%

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.05%

—

Current Drawdown

Current decline from peak

-23.92%

-1.82%

-22.10%

Average Drawdown

Average peak-to-trough decline

-27.18%

-6.92%

-20.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.03%

+0.77%

Volatility

SDIP.L vs. HDEM.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) have volatilities of 4.09% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SDIP.LHDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.02%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

8.04%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

11.34%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

13.56%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

15.90%

+0.65%