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

Performance

SDIP.L vs. JSET.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 EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L). The values are adjusted to include any dividend payments, if applicable.

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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 JSET.L's -1.70% return.


SDIP.L

1D
-0.27%
1M
-0.34%
6M
3.77%
YTD
7.74%
1Y
15.72%
3Y*
11.81%
5Y*
10Y*

JSET.L

1D
-0.70%
1M
-1.59%
6M
-1.17%
YTD
-1.70%
1Y
-0.09%
3Y*
2.93%
5Y*
1.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
7.74%18.63%1.62%0.39%-17.07%
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
-1.70%7.88%-0.75%1.33%5.59%

Correlation

The correlation between SDIP.L and JSET.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.11

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Return for Risk

SDIP.L vs. JSET.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: 6464
Overall Rank
SDIP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 6262
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 6060
Martin Ratio Rank

JSET.L
JSET.L Risk / Return Rank: 99
Overall Rank
JSET.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JSET.L Sortino Ratio Rank: 88
Sortino Ratio Rank
JSET.L Omega Ratio Rank: 88
Omega Ratio Rank
JSET.L Calmar Ratio Rank: 99
Calmar Ratio Rank
JSET.L Martin Ratio Rank: 99
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. JSET.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 EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.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.LJSET.LDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.30

1.00

+0.30

Calmar ratioReturn relative to maximum drawdown

2.93

-0.03

+2.96

Martin ratioReturn relative to average drawdown

8.61

-0.08

+8.69

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

The current SDIP.L Sharpe Ratio is 1.68, which is higher than the JSET.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SDIP.L and JSET.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDIP.L vs. JSET.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -27.38%, which is greater than JSET.L's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for SDIP.L and JSET.L.


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Drawdown Indicators


SDIP.LJSET.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.38%

-18.28%

-9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-2.70%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-14.03%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-14.03%

Current Drawdown

Current decline from peak

-2.61%

-7.86%

+5.25%

Average Drawdown

Average peak-to-trough decline

-12.90%

-12.12%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.05%

+0.77%

Volatility

SDIP.L vs. JSET.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a higher volatility of 2.29% compared to JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) at 1.01%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than JSET.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.LJSET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

1.01%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

2.79%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

9.35%

3.98%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

10.13%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

10.08%

+5.91%

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

SDIP.L has a 0.45% expense ratio, which is higher than JSET.L's 0.08% expense ratio.


Dividends

SDIP.L vs. JSET.L - Dividend Comparison

SDIP.L's dividend yield for the trailing twelve months is around 9.36%, while JSET.L has not paid dividends to shareholders.


PositionTTM2025202420232022
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (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 JSET.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSET.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSET.L is cheaper with a 0.08% expense ratio, compared with 0.45% for SDIP.L.

They also come from different issuers: Global X and ETF Issuer. Their fees differ too: 0.45% for SDIP.L and 0.08% for JSET.L.

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