SDIP.L vs. VHYA.L

Last updated Jun 4, 2026

SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and VHYA.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation) are both Dividend funds - SDIP.L tracks the Solactive Global SuperDividend Index while VHYA.L tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 3 years, SDIP.L returned 4.11%/yr vs 15.95%/yr for VHYA.L. A 0.54 correlation means they provide meaningful diversification when combined. SDIP.L charges 0.45%/yr vs 0.29%/yr for VHYA.L.

Performance

SDIP.L vs. VHYA.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SDIP.L is traded in GBP, while VHYA.L is traded in USD. To make them comparable, the VHYA.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 VHYA.L's 11.44% return.

SDIP.L

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

VHYA.L

• 1D: 0.80%
• 1M: 2.81%
• YTD: 11.44%
• 6M: 12.89%
• 1Y: 28.23%
• 3Y*: 15.95%
• 5Y*: 11.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	2.65%	7.51%	-2.89%	-9.44%	-23.51%
VHYA.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation	11.44%	17.97%	11.17%	5.72%	4.60%

Correlation

The correlation between SDIP.L and VHYA.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022	0.54

The correlation between SDIP.L and VHYA.L shifts across timeframes, from 0.43 (1 year) to 0.56 (3 years), reflecting how their relationship changes across market environments.

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

Sectors	SDIP.L	VHYA.L
Real Estate	36.4%	0.9%
Energy	17.8%	9.4%
Industrials	15.0%	12.3%
Financial Services	9.0%	28.6%
Communication Services	6.0%	3.5%
Consumer Cyclical	5.5%	7.0%
Consumer Defensive	3.7%	8.7%
Basic Materials	2.9%	5.1%
Technology	1.5%	7.7%
Healthcare	1.2%	11.2%
Utilities	1.0%	5.7%

Return for Risk

SDIP.L vs. VHYA.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: 45
SDIP.L Sharpe Ratio Rank: 45
SDIP.L Sortino Ratio Rank: 44
SDIP.L Omega Ratio Rank: 45
SDIP.L Calmar Ratio Rank: 49
SDIP.L Martin Ratio Rank: 44

VHYA.L

VHYA.L Risk / Return Rank: 73
VHYA.L Sharpe Ratio Rank: 75
VHYA.L Sortino Ratio Rank: 78
VHYA.L Omega Ratio Rank: 73
VHYA.L Calmar Ratio Rank: 72
VHYA.L Martin Ratio Rank: 70

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. VHYA.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.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	VHYA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.53	-0.96
Sortino ratio: Return per unit of downside risk	2.23	3.41	-1.18
Omega ratio: Gain probability vs. loss probability	1.28	1.46	-0.17
Calmar ratio: Return relative to maximum drawdown	2.43	3.94	-1.51
Martin ratio: Return relative to average drawdown	7.28	15.00	-7.72
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. VHYA.L - Sharpe Ratio Comparison

The current SDIP.L Sharpe Ratio is 1.57, which is lower than the VHYA.L Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SDIP.L and VHYA.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.

Sharpe Ratios by Period

	SDIP.L	VHYA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	2.53	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	0.66	-1.07

Drawdowns

SDIP.L vs. VHYA.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -42.74%, which is greater than VHYA.L's maximum drawdown of -28.53%. Use the drawdown chart below to compare losses from any high point for SDIP.L and VHYA.L.

Drawdown Indicators

	SDIP.L	VHYA.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.74%	-28.53%	-14.21%
Max Drawdown (1Y) Largest decline over 1 year	-6.25%	-7.25%	+1.00%
Max Drawdown (3Y) Largest decline over 3 years	-21.84%	-12.61%	-9.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-12.61%	—
Current Drawdown Current decline from peak	-25.76%	0.00%	-25.76%
Average Drawdown Average peak-to-trough decline	-27.04%	-3.57%	-23.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.91%	+0.18%

Volatility

SDIP.L vs. VHYA.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) is 2.17%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) has a volatility of 3.05%. This indicates that SDIP.L experiences smaller price fluctuations and is considered to be less risky than VHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIP.L	VHYA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	3.05%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	6.75%	8.57%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	9.65%	11.33%	-1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	12.40%	+3.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	15.25%	+1.03%

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

SDIP.L has a 0.45% expense ratio, which is higher than VHYA.L's 0.29% expense ratio.

Dividends

SDIP.L vs. VHYA.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	0.00%	0.00%	6.61%	2.00%	0.09%
VHYA.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDIP.L and VHYA.L in my portfolio?

SDIP.L and VHYA.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SDIP.L or VHYA.L?

On fees, VHYA.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDIP.L or VHYA.L?

VHYA.L is cheaper with a 0.29% expense ratio, compared with 0.45% for SDIP.L.

What is the main difference between SDIP.L and VHYA.L?

SDIP.L tracks Solactive Global SuperDividend Index, while VHYA.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.45% for SDIP.L and 0.29% for VHYA.L.