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

Performance

SDIP.L vs. SILG.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 Silver Miners UCITS ETF USD Accumulating (SILG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
5.20%7.51%-2.89%-9.44%-18.44%
SILG.L
Global X Silver Miners UCITS ETF USD Accumulating
6.00%153.98%13.53%-6.34%-8.01%

Returns By Period

In the year-to-date period, SDIP.L achieves a 5.20% return, which is significantly lower than SILG.L's 6.00% return.


SDIP.L

1D
0.63%
1M
-3.14%
YTD
5.20%
6M
6.76%
1Y
16.08%
3Y*
2.70%
5Y*
10Y*

SILG.L

1D
2.81%
1M
-24.29%
YTD
6.00%
6M
27.23%
1Y
127.87%
3Y*
40.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

SDIP.L vs. SILG.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: 6060
Overall Rank
SDIP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDIP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
SDIP.L Omega Ratio Rank: 6666
Omega Ratio Rank
SDIP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SDIP.L Martin Ratio Rank: 5656
Martin Ratio Rank

SILG.L
SILG.L Risk / Return Rank: 9494
Overall Rank
SILG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILG.L Omega Ratio Rank: 9191
Omega Ratio Rank
SILG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
SILG.L Martin Ratio Rank: 9393
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. SILG.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 Silver Miners UCITS ETF USD Accumulating (SILG.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.LSILG.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

2.72

-1.50

Sortino ratio

Return per unit of downside risk

1.59

2.94

-1.35

Omega ratio

Gain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratio

Return relative to maximum drawdown

1.24

4.11

-2.86

Martin ratio

Return relative to average drawdown

5.45

13.46

-8.01

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

The current SDIP.L Sharpe Ratio is 1.22, which is lower than the SILG.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of SDIP.L and SILG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDIP.LSILG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.72

-1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.73

-1.12

Correlation

The correlation between SDIP.L and SILG.L is 0.29, 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. SILG.L - Dividend Comparison

Neither SDIP.L nor SILG.L has paid dividends to shareholders.


TTM2025202420232022
SDIP.L
Global X SuperDividend UCITS ETF USD Distributing
0.00%0.00%6.61%2.00%0.09%
SILG.L
Global X Silver Miners UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SDIP.L vs. SILG.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than SILG.L's maximum drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for SDIP.L and SILG.L.


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Drawdown Indicators


SDIP.LSILG.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-32.00%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-30.90%

+17.63%

Current Drawdown

Current decline from peak

-23.92%

-24.29%

+0.37%

Average Drawdown

Average peak-to-trough decline

-27.18%

-12.15%

-15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

9.43%

-6.63%

Volatility

SDIP.L vs. SILG.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 4.09%, while Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) has a volatility of 19.10%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than SILG.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.LSILG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

19.10%

-15.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

40.54%

-33.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

46.77%

-33.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

38.56%

-22.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

38.56%

-22.01%