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

Performance

SDIP.L vs. QYLU.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 Global X NASDAQ 100 Covered Call UCITS ETF (QYLU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDIP.L is traded in GBP, while QYLU.L is traded in USD. To make them comparable, the QYLU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SDIP.L having a 7.74% return and QYLU.L slightly lower at 7.48%.


SDIP.L

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

QYLU.L

1D
0.00%
1M
-0.53%
6M
5.44%
YTD
7.48%
1Y
18.48%
3Y*
11.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
7.74%18.63%1.62%0.39%-0.46%
QYLU.L
Global X NASDAQ 100 Covered Call UCITS ETF
7.48%-1.93%25.08%16.46%-3.80%

Correlation

The correlation between SDIP.L and QYLU.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2022

0.26

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Return for Risk

SDIP.L vs. QYLU.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

QYLU.L
QYLU.L Risk / Return Rank: 6969
Overall Rank
QYLU.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QYLU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
QYLU.L Omega Ratio Rank: 5858
Omega Ratio Rank
QYLU.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
QYLU.L Martin Ratio Rank: 8686
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. QYLU.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 (QYLU.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.LQYLU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.93

4.69

-1.76

Martin ratioReturn relative to average drawdown

8.61

11.77

-3.16

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

The current SDIP.L Sharpe Ratio is 1.68, which is comparable to the QYLU.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SDIP.L and QYLU.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. QYLU.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -27.38%, which is greater than QYLU.L's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SDIP.L and QYLU.L.


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Drawdown Indicators


SDIP.LQYLU.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.38%

-22.59%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-4.02%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-22.59%

+5.07%

Current Drawdown

Current decline from peak

-2.61%

-2.57%

-0.04%

Average Drawdown

Average peak-to-trough decline

-12.90%

-4.77%

-8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.60%

+0.22%

Volatility

SDIP.L vs. QYLU.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 2.29%, while Global X NASDAQ 100 Covered Call UCITS ETF (QYLU.L) has a volatility of 5.04%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than QYLU.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.LQYLU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

5.04%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

9.83%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.35%

13.91%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.13%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

16.13%

-0.14%

Dividends

SDIP.L vs. QYLU.L - Dividend Comparison

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


PositionTTM2025202420232022
QYLU.L
Global X NASDAQ 100 Covered Call UCITS ETF
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 QYLU.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDIP.L is categorized as Dividend, while QYLU.L is Global Equities. SDIP.L tracks Solactive Global SuperDividend Index, while QYLU.L tracks Global X NASDAQ 100 Covered Call UCITS ETF.

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