SDIP.L vs. QYLP.L
Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) and Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L).
SDIP.L and QYLP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDIP.L is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Feb 15, 2022. QYLP.L is a passively managed fund by Global X that tracks the performance of the Cboe Nasdaq-100 BuyWrite Index. It was launched on Nov 22, 2022. Both SDIP.L and QYLP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDIP.L vs. QYLP.L - Performance Comparison
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SDIP.L vs. QYLP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 5.20% | 7.51% | -2.89% | -9.44% | -0.64% |
QYLP.L Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP | -1.55% | -4.48% | 21.40% | 14.93% | -2.55% |
Returns By Period
In the year-to-date period, SDIP.L achieves a 5.20% return, which is significantly higher than QYLP.L's -1.55% return.
SDIP.L
- 1D
- 0.63%
- 1M
- -3.14%
- YTD
- 5.20%
- 6M
- 6.76%
- 1Y
- 16.08%
- 3Y*
- 2.70%
- 5Y*
- —
- 10Y*
- —
QYLP.L
- 1D
- 0.55%
- 1M
- -1.21%
- YTD
- -1.55%
- 6M
- 5.20%
- 1Y
- 5.59%
- 3Y*
- 6.01%
- 5Y*
- —
- 10Y*
- —
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SDIP.L vs. QYLP.L - Expense Ratio Comparison
Both SDIP.L and QYLP.L have an expense ratio of 0.45%.
Return for Risk
SDIP.L vs. QYLP.L — Risk / Return Rank
SDIP.L
QYLP.L
SDIP.L vs. QYLP.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 Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.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.L | QYLP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.42 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.66 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.10 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.51 | +0.73 |
Martin ratioReturn relative to average drawdown | 5.45 | 1.47 | +3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDIP.L | QYLP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.42 | +0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.39 | 0.61 | -1.00 |
Correlation
The correlation between SDIP.L and QYLP.L is 0.30, 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. QYLP.L - Dividend Comparison
SDIP.L has not paid dividends to shareholders, while QYLP.L's dividend yield for the trailing twelve months is around 8.06%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDIP.L Global X SuperDividend UCITS ETF USD Distributing | 0.00% | 0.00% | 6.61% | 2.00% | 0.09% |
QYLP.L Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP | 8.06% | 8.93% | 8.31% | 9.56% | 0.00% |
Drawdowns
SDIP.L vs. QYLP.L - Drawdown Comparison
The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than QYLP.L's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for SDIP.L and QYLP.L.
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Drawdown Indicators
| SDIP.L | QYLP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -22.40% | -20.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -9.45% | -3.82% |
Current DrawdownCurrent decline from peak | -23.92% | -10.30% | -13.62% |
Average DrawdownAverage peak-to-trough decline | -27.18% | -5.56% | -21.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.28% | -0.48% |
Volatility
SDIP.L vs. QYLP.L - Volatility Comparison
Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a higher volatility of 4.09% compared to Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) at 3.16%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than QYLP.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 | QYLP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.16% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 7.02% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 13.38% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 12.41% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 12.41% | +4.14% |