SDIP.L vs. JPTS.L
SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and JPTS.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both Dividend funds. SDIP.L is passively managed, while JPTS.L is actively managed. Over the past 3 years, SDIP.L returned 11.81%/yr vs 4.33%/yr for JPTS.L. At a correlation of -0.01, they often move in opposite directions. SDIP.L charges 0.45%/yr vs 0.18%/yr for JPTS.L.
Performance
SDIP.L vs. JPTS.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 JPTS.L's 2.16% return.
SDIP.L
- 1D
- -0.27%
- 1M
- -0.34%
- 6M
- 3.77%
- YTD
- 7.74%
- 1Y
- 15.72%
- 3Y*
- 11.81%
- 5Y*
- —
- 10Y*
- —
JPTS.L
- 1D
- -0.08%
- 1M
- 0.51%
- 6M
- 2.02%
- YTD
- 2.16%
- 1Y
- 4.13%
- 3Y*
- 4.33%
- 5Y*
- 4.36%
- 10Y*
- —
SDIP.L vs. JPTS.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% |
JPTS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 2.16% | -2.07% | 7.29% | -0.72% | 14.16% |
Correlation
The correlation between SDIP.L and JPTS.L is 0.07, 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 | 0.07 |
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. JPTS.L — Risk / Return Rank
SDIP.L
JPTS.L
SDIP.L vs. JPTS.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 UCITS ETF USD (dist) (JPTS.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 | JPTS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.05 | +1.88 |
| Martin ratioReturn relative to average drawdown | 8.61 | 2.70 | +5.91 |
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Drawdowns
SDIP.L vs. JPTS.L - Drawdown Comparison
The maximum SDIP.L drawdown since its inception was -27.38%, smaller than the maximum JPTS.L drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JPTS.L.
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Drawdown Indicators
| SDIP.L | JPTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.38% | -30.07% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -4.35% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -9.36% | -8.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.32% | — |
Current DrawdownCurrent decline from peak | -2.61% | -3.83% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -13.94% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.70% | +0.12% |
Volatility
SDIP.L vs. JPTS.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 UCITS ETF USD (dist) (JPTS.L) at 1.59%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than JPTS.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 | JPTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 1.59% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 4.65% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.35% | 6.36% | +2.99% |
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% | 12.95% | +3.04% |
SDIP.L vs. JPTS.L - Expense Ratio Comparison
SDIP.L has a 0.45% expense ratio, which is higher than JPTS.L's 0.18% expense ratio.
Dividends
SDIP.L vs. JPTS.L - Dividend Comparison
SDIP.L's dividend yield for the trailing twelve months is around 9.36%, more than JPTS.L's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JPTS.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 4.10% | 4.38% | 5.19% | 4.55% | 1.16% | 0.66% | 2.03% | 2.76% | 1.74% |
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 9.36% | 9.39% | 11.34% | 12.51% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDIP.L and JPTS.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPTS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPTS.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 JPTS.L.
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