SDIP.L vs. VHYG.L

Last updated Jun 25, 2026

SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) and VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) are both Dividend funds - SDIP.L tracks the Solactive Global SuperDividend Index while VHYG.L tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 3 years, SDIP.L returned 12.77%/yr vs 17.35%/yr for VHYG.L. A 0.60 correlation means they provide meaningful diversification when combined. SDIP.L charges 0.45%/yr vs 0.29%/yr for VHYG.L.

Performance

SDIP.L vs. VHYG.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 Accumulating (VHYG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDIP.L achieves a 7.54% return, which is significantly lower than VHYG.L's 13.48% return.

SDIP.L

• 1D: 0.80%
• 1M: -0.66%
• YTD: 7.54%
• 6M: 9.03%
• 1Y: 23.58%
• 3Y*: 12.77%
• 5Y*: —
• 10Y*: —

VHYG.L

• 1D: 0.22%
• 1M: 2.45%
• YTD: 13.48%
• 6M: 14.38%
• 1Y: 29.99%
• 3Y*: 17.35%
• 5Y*: 12.03%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	7.54%	18.63%	1.62%	0.39%	-17.07%
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	13.48%	18.36%	10.98%	5.02%	4.39%

Correlation

The correlation between SDIP.L and VHYG.L is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022	0.60

The correlation between SDIP.L and VHYG.L has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

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

Sectors	SDIP.L	VHYG.L
Real Estate	36.7%	0.8%
Financial Services	16.0%	28.2%
Energy	13.9%	8.7%
Industrials	9.9%	12.2%
Consumer Cyclical	6.3%	7.2%
Basic Materials	4.8%	5.2%
Consumer Defensive	4.6%	8.5%
Communication Services	4.1%	3.4%
Healthcare	2.1%	11.1%
Utilities	1.0%	5.3%
Technology	0.9%	9.5%

Return for Risk

SDIP.L vs. VHYG.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: 85
SDIP.L Sharpe Ratio Rank: 86
SDIP.L Sortino Ratio Rank: 87
SDIP.L Omega Ratio Rank: 85
SDIP.L Calmar Ratio Rank: 87
SDIP.L Martin Ratio Rank: 82

VHYG.L

VHYG.L Risk / Return Rank: 90
VHYG.L Sharpe Ratio Rank: 94
VHYG.L Sortino Ratio Rank: 94
VHYG.L Omega Ratio Rank: 94
VHYG.L Calmar Ratio Rank: 86
VHYG.L Martin Ratio Rank: 84

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. VHYG.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 Accumulating (VHYG.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.L	VHYG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.45	3.23	-0.78
Sortino ratio: Return per unit of downside risk	3.48	4.33	-0.86
Omega ratio: Gain probability vs. loss probability	1.46	1.60	-0.14
Calmar ratio: Return relative to maximum drawdown	4.39	4.31	+0.08
Martin ratio: Return relative to average drawdown	14.40	15.49	-1.09

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

The current SDIP.L Sharpe Ratio is 2.45, which is comparable to the VHYG.L Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of SDIP.L and VHYG.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.

Drawdowns

SDIP.L vs. VHYG.L - Drawdown Comparison

The maximum SDIP.L drawdown since its inception was -27.38%, smaller than the maximum VHYG.L drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for SDIP.L and VHYG.L.

Drawdown Indicators

	SDIP.L	VHYG.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.38%	-39.80%	+12.42%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-6.93%	+1.58%
Max Drawdown (3Y) Largest decline over 3 years	-17.52%	-19.90%	+2.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.90%	—
Current Drawdown Current decline from peak	-2.79%	-0.31%	-2.48%
Average Drawdown Average peak-to-trough decline	-13.04%	-9.79%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.93%	-0.30%

Volatility

SDIP.L vs. VHYG.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a higher volatility of 2.66% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) at 2.18%. This indicates that SDIP.L's price experiences larger fluctuations and is considered to be riskier than VHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIP.L	VHYG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	2.18%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	6.79%	6.99%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	9.60%	9.24%	+0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.07%	17.58%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	19.71%	-3.64%

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

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

Dividends

SDIP.L vs. VHYG.L - Dividend Comparison

SDIP.L's dividend yield for the trailing twelve months is around 9.19%, while VHYG.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	9.19%	9.39%	11.34%	12.51%	8.71%
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

SDIP.L and VHYG.L have a correlation of 0.55, 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 VHYG.L?

On fees, VHYG.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 VHYG.L?

VHYG.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 VHYG.L?

SDIP.L tracks Solactive Global SuperDividend Index, while VHYG.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 VHYG.L.