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

Performance

SDIP.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

SDIP.L is traded in GBP, while JEQP.L is traded in GBp. To make them comparable, the JEQP.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 JEQP.L's -1.18% return.


SDIP.L

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

JEQP.L

1D
2.06%
1M
-1.52%
YTD
-1.18%
6M
4.16%
1Y
17.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

SDIP.L vs. JEQP.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

JEQP.L
JEQP.L Risk / Return Rank: 7272
Overall Rank
JEQP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8585
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. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.LJEQP.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.14

+0.05

Sortino ratio

Return per unit of downside risk

1.55

1.63

-0.07

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.75

2.94

-1.19

Martin ratio

Return relative to average drawdown

7.26

10.32

-3.05

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

The current SDIP.L Sharpe Ratio is 1.19, which is comparable to the JEQP.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SDIP.L and JEQP.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.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.14

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.47

-0.85

Correlation

The correlation between SDIP.L and JEQP.L is 0.35, 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. JEQP.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 11.04%.


TTM2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
0.00%0.00%6.61%2.00%0.09%
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
11.04%10.25%0.73%0.00%0.00%

Drawdowns

SDIP.L vs. JEQP.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than JEQP.L's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JEQP.L.


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Drawdown Indicators


SDIP.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-21.99%

-20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-9.99%

-2.27%

Current Drawdown

Current decline from peak

-23.67%

-2.83%

-20.84%

Average Drawdown

Average peak-to-trough decline

-27.18%

-5.46%

-21.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.67%

+0.67%

Volatility

SDIP.L vs. JEQP.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 3.94%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 4.50%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than JEQP.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.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.50%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

9.77%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

15.37%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

15.68%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.68%

+0.86%