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

SDIP.L vs. SEDY.L

Last updated Jun 4, 2026

SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and SEDY.L (iShares Emerging Markets Dividend UCITS ETF) are both exchange-traded funds - SDIP.L is a Dividend fund tracking the Solactive Global SuperDividend Index, while SEDY.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, SDIP.L returned 4.11%/yr vs 17.93%/yr for SEDY.L. A 0.63 correlation means they provide meaningful diversification when combined. SDIP.L charges 0.45%/yr vs 0.65%/yr for SEDY.L.

Performance

SDIP.L vs. SEDY.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 iShares Emerging Markets Dividend UCITS ETF (SEDY.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 SEDY.L is traded in GBp. To make them comparable, the SEDY.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDIP.L achieves a 2.65% return, which is significantly lower than SEDY.L's 11.15% return.

SDIP.L

1D
-1.03%
1M
-3.81%
YTD
2.65%
6M
0.82%
1Y
15.25%
3Y*
4.11%
5Y*
—
10Y*
—

SEDY.L

1D
-1.58%
1M
-0.10%
YTD
11.15%
6M
11.08%
1Y
29.58%
3Y*
17.93%
5Y*
5.55%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing		2.65%7.51%-2.89%-9.44%-23.51%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		11.15%18.69%8.71%13.01%-24.75%

Correlation

The correlation between SDIP.L and SEDY.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.56

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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.63

The correlation between SDIP.L and SEDY.L has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

SDIP.L vs. SEDY.L - Sectors Allocation Comparison

Sectors
SDIP.L
SEDY.L

Real Estate

36.4%
3.8%

Energy

17.8%
18.2%

Industrials

15.0%
17.3%

Financial Services

9.0%
28.6%

Communication Services

6.0%
1.6%

Consumer Cyclical

5.5%
4.2%

Consumer Defensive

3.7%
2.2%

Basic Materials

2.9%
8.7%

Technology

1.5%
8.3%

Healthcare

1.2%

-

Utilities

1.0%
7.2%

Real Estate

SDIP.L
36.4%
SEDY.L
3.8%

Energy

SDIP.L
17.8%
SEDY.L
18.2%

Industrials

SDIP.L
15.0%
SEDY.L
17.3%

Financial Services

SDIP.L
9.0%
SEDY.L
28.6%

Communication Services

SDIP.L
6.0%
SEDY.L
1.6%

Consumer Cyclical

SDIP.L
5.5%
SEDY.L
4.2%

Consumer Defensive

SDIP.L
3.7%
SEDY.L
2.2%

Basic Materials

SDIP.L
2.9%
SEDY.L
8.7%

Technology

SDIP.L
1.5%
SEDY.L
8.3%

Healthcare

SDIP.L
1.2%
SEDY.L

-

Utilities

SDIP.L
1.0%
SEDY.L
7.2%

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Global X SuperDividend UCITS ETF USD Distributing

iShares Emerging Markets Dividend UCITS ETF

Often compared with SDIP.L:
SDIP.L vs. JEGP.LSDIP.L vs. JEQP.LSDIP.L vs. EMHD.LSDIP.L vs. JEPQSDIP.L vs. TDGB.LSDIP.L vs. COPG.LSDIP.L vs. HDEM.L
Often compared with SEDY.L:
SEDY.L vs. SEML.LSEDY.L vs. SCHDSEDY.L vs. IIND.LSEDY.L vs. CUKX.LSEDY.L vs. VHYG.LSEDY.L vs. IEMGSEDY.L vs. IDAP.L

Return for Risk

SDIP.L vs. SEDY.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: 4545
Overall Rank
SDIP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 4545
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 4444
Martin Ratio Rank
SEDY.L
SEDY.L Risk / Return Rank: 8181
Overall Rank
SEDY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7676
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 8181
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. SEDY.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 iShares Emerging Markets Dividend UCITS ETF (SEDY.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.LSEDY.LDifference
Sharpe ratioReturn per unit of total volatility
1.57
2.58

-1.00

Sortino ratioReturn per unit of downside risk
2.23
3.57

-1.34

Omega ratioGain probability vs. loss probability

1.28

1.46

-0.17

Calmar ratioReturn relative to maximum drawdown

2.43

6.06

-3.63

Martin ratioReturn relative to average drawdown

7.28

15.95

-8.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SDIP.L Sharpe Ratio is 1.57, which is lower than the SEDY.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SDIP.L and SEDY.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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Sharpe Ratios by Period

SDIP.LSEDY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.58

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.38

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.30

-0.71

Drawdowns

SDIP.L vs. SEDY.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, roughly equal to the maximum SEDY.L drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for SDIP.L and SEDY.L.

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Drawdown Indicators

SDIP.LSEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-43.56%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-4.86%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.84%

-11.92%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

—

-29.66%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.39%

—

Current Drawdown

Current decline from peak

-25.76%

-2.91%

-22.85%

Average Drawdown

Average peak-to-trough decline

-27.04%

-12.16%

-14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.85%

+0.24%

Volatility

SDIP.L vs. SEDY.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 2.17%, while iShares Emerging Markets Dividend UCITS ETF (SEDY.L) has a volatility of 4.24%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than SEDY.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.LSEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

4.24%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

9.06%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.65%

11.44%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

14.75%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

16.22%

+0.06%

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

SDIP.L has a 0.45% expense ratio, which is lower than SEDY.L's 0.65% expense ratio.

Dividends

SDIP.L vs. SEDY.L - Dividend Comparison

SDIP.L has not paid dividends to shareholders, while SEDY.L's dividend yield for the trailing twelve months is around 5.26%.

PositionTTM20252024202320222021202020192018201720162015
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing		0.00%0.00%6.61%2.00%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		5.26%5.72%7.74%7.98%9.33%6.41%5.11%5.84%5.54%4.08%4.25%6.31%

Frequently Asked Questions

SDIP.L and SEDY.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDIP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDIP.L is cheaper with a 0.45% expense ratio, compared with 0.65% for SEDY.L.

SDIP.L is categorized as Dividend, while SEDY.L is Emerging Markets Equities. SDIP.L tracks Solactive Global SuperDividend Index, while SEDY.L tracks MSCI EM NR USD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for SDIP.L and 0.65% for SEDY.L.

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