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

Performance

SDIP.L vs. JEPQ - 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 JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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SDIP.L vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
5.20%7.51%-2.89%-9.44%-19.01%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-1.02%6.97%27.03%29.47%-9.03%
Different Trading Currencies

SDIP.L is traded in GBP, while JEPQ is traded in USD. To make them comparable, the JEPQ 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 higher than JEPQ's -1.02% return.


SDIP.L

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

JEPQ

1D
2.95%
1M
-1.60%
YTD
-1.02%
6M
3.39%
1Y
17.06%
3Y*
16.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDIP.L vs. JEPQ - Expense Ratio Comparison

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


Return for Risk

SDIP.L vs. JEPQ — 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

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
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. JEPQ - 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 JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.LJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.91

+0.31

Sortino ratio

Return per unit of downside risk

1.59

1.39

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.24

1.59

-0.34

Martin ratio

Return relative to average drawdown

5.45

7.12

-1.67

SDIP.L vs. JEPQ - Sharpe Ratio Comparison

The current SDIP.L Sharpe Ratio is 1.22, which is higher than the JEPQ Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SDIP.L and JEPQ, 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.LJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.91

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.78

-1.16

Correlation

The correlation between SDIP.L and JEPQ is 0.23, 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. JEPQ - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.10%.


TTM2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
0.00%0.00%6.61%2.00%0.09%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%

Drawdowns

SDIP.L vs. JEPQ - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than JEPQ's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JEPQ.


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Drawdown Indicators


SDIP.LJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-20.07%

-22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-11.58%

-1.69%

Current Drawdown

Current decline from peak

-23.92%

-5.85%

-18.07%

Average Drawdown

Average peak-to-trough decline

-27.18%

-3.55%

-23.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.34%

+0.46%

Volatility

SDIP.L vs. JEPQ - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 4.09%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.17%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIP.LJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.17%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

10.31%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

18.88%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

16.22%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

16.22%

+0.33%