SDIP.L vs. JPAS.L
SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and JPAS.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc) are both Dividend funds. SDIP.L is passively managed, while JPAS.L is actively managed. Over the past 3 years, SDIP.L returned 11.81%/yr vs 4.11%/yr for JPAS.L. At a correlation of -0.01, they often move in opposite directions. SDIP.L charges 0.45%/yr vs 0.18%/yr for JPAS.L.
Performance
SDIP.L vs. JPAS.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIP.L achieves a 7.74% return, which is significantly higher than JPAS.L's 1.52% return.
SDIP.L
- 1D
- -0.27%
- 1M
- -0.34%
- 6M
- 3.77%
- YTD
- 7.74%
- 1Y
- 15.72%
- 3Y*
- 11.81%
- 5Y*
- —
- 10Y*
- —
JPAS.L
- 1D
- -0.62%
- 1M
- -0.14%
- 6M
- 1.35%
- YTD
- 1.52%
- 1Y
- 3.51%
- 3Y*
- 4.11%
- 5Y*
- 4.11%
- 10Y*
- —
SDIP.L vs. JPAS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 7.74% | 18.63% | 1.62% | 0.39% | -17.07% |
JPAS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc | 1.52% | -2.07% | 7.27% | -0.71% | 14.17% |
Correlation
The correlation between SDIP.L and JPAS.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | -0.01 |
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Return for Risk
SDIP.L vs. JPAS.L — Risk / Return Rank
SDIP.L
JPAS.L
SDIP.L vs. JPAS.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 JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDIP.L | JPAS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 0.80 | +2.12 |
| Martin ratioReturn relative to average drawdown | 8.61 | 2.05 | +6.56 |
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Drawdowns
SDIP.L vs. JPAS.L - Drawdown Comparison
The maximum SDIP.L drawdown since its inception was -27.38%, roughly equal to the maximum JPAS.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JPAS.L.
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Drawdown Indicators
| SDIP.L | JPAS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.38% | -26.18% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -4.36% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -9.32% | -8.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.31% | — |
Current DrawdownCurrent decline from peak | -2.61% | -6.97% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -14.97% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.71% | +0.11% |
Volatility
SDIP.L vs. JPAS.L - Volatility Comparison
Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a higher volatility of 2.29% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) at 1.77%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than JPAS.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.L | JPAS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 1.77% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 4.71% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.35% | 6.37% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 8.32% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 12.24% | +3.75% |
SDIP.L vs. JPAS.L - Expense Ratio Comparison
SDIP.L has a 0.45% expense ratio, which is higher than JPAS.L's 0.18% expense ratio.
Dividends
SDIP.L vs. JPAS.L - Dividend Comparison
SDIP.L's dividend yield for the trailing twelve months is around 9.36%, while JPAS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JPAS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 9.36% | 9.39% | 11.34% | 12.51% | 8.71% |
Frequently Asked Questions
SDIP.L and JPAS.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPAS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPAS.L is cheaper with a 0.18% expense ratio, compared with 0.45% for SDIP.L.
They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for SDIP.L and 0.18% for JPAS.L.
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