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

Performance

SDIP.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
5.55%7.51%-2.89%4.34%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
2.36%4.70%9.52%0.47%
Different Trading Currencies

SDIP.L is traded in GBP, while JEGP.L is traded in GBp. To make them comparable, the JEGP.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 JEGP.L's 2.36% return.


SDIP.L

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

JEGP.L

1D
0.47%
1M
-3.33%
YTD
2.36%
6M
4.30%
1Y
1.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SDIP.L has a 0.45% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.


Return for Risk

SDIP.L vs. JEGP.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

JEGP.L
JEGP.L Risk / Return Rank: 1515
Overall Rank
JEGP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1313
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1717
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. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.LJEGP.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.13

+1.06

Sortino ratio

Return per unit of downside risk

1.55

0.24

+1.32

Omega ratio

Gain probability vs. loss probability

1.24

1.03

+0.20

Calmar ratio

Return relative to maximum drawdown

1.75

0.35

+1.40

Martin ratio

Return relative to average drawdown

7.26

0.77

+6.49

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

The current SDIP.L Sharpe Ratio is 1.19, which is higher than the JEGP.L Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SDIP.L and JEGP.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.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.13

+1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.79

-1.17

Correlation

The correlation between SDIP.L and JEGP.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SDIP.L vs. JEGP.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 7.89%.


TTM2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
0.00%0.00%6.61%2.00%0.09%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
7.89%8.01%6.39%0.00%0.00%

Drawdowns

SDIP.L vs. JEGP.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JEGP.L.


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Drawdown Indicators


SDIP.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-8.07%

-34.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-6.39%

-5.87%

Current Drawdown

Current decline from peak

-23.67%

-3.33%

-20.34%

Average Drawdown

Average peak-to-trough decline

-27.18%

-2.40%

-24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.48%

-0.14%

Volatility

SDIP.L vs. JEGP.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a higher volatility of 3.94% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 3.72%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than JEGP.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.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

3.72%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

6.51%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

10.61%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

9.32%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

9.32%

+7.22%