SDIU.L vs. DEMD.L

Last updated Jul 16, 2026

SDIU.L (Global X SuperDividend UCITS ETF USD Cap) and DEMD.L (WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)) are both exchange-traded funds - SDIU.L is a Dividend fund tracking the Global X SuperDividend UCITS ETF USD Cap, while DEMD.L is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets High Dividend UCITS Index. Both are passively managed. Over the past 3 years, SDIU.L returned 13.23%/yr vs 16.53%/yr for DEMD.L. A 0.68 correlation means they provide meaningful diversification when combined. SDIU.L charges 0.45%/yr vs 0.46%/yr for DEMD.L.

Performance

SDIU.L vs. DEMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend UCITS ETF USD Cap (SDIU.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDIU.L achieves a 7.75% return, which is significantly lower than DEMD.L's 15.99% return.

SDIU.L

• 1D: 0.49%
• 1M: 0.42%
• 6M: 4.40%
• YTD: 7.75%
• 1Y: 16.48%
• 3Y*: 13.23%
• 5Y*: —
• 10Y*: —

DEMD.L

• 1D: -0.71%
• 1M: -4.33%
• 6M: 13.70%
• YTD: 15.99%
• 1Y: 21.23%
• 3Y*: 16.53%
• 5Y*: 10.01%
• 10Y*: 8.89%

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

SDIU.L vs. DEMD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SDIU.L Global X SuperDividend UCITS ETF USD Cap	7.75%	28.35%	0.34%	5.69%	-26.83%
DEMD.L WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)	15.99%	20.91%	5.26%	21.17%	-16.86%

Correlation

The correlation between SDIU.L and DEMD.L is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022	0.68

The correlation between SDIU.L and DEMD.L has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

Return for Risk

SDIU.L vs. DEMD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDIU.L

SDIU.L Risk / Return Rank: 54
SDIU.L Sharpe Ratio Rank: 55
SDIU.L Sortino Ratio Rank: 53
SDIU.L Omega Ratio Rank: 50
SDIU.L Calmar Ratio Rank: 66
SDIU.L Martin Ratio Rank: 48

DEMD.L

DEMD.L Risk / Return Rank: 57
DEMD.L Sharpe Ratio Rank: 53
DEMD.L Sortino Ratio Rank: 53
DEMD.L Omega Ratio Rank: 51
DEMD.L Calmar Ratio Rank: 68
DEMD.L Martin Ratio Rank: 58

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.

SDIU.L vs. DEMD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Cap (SDIU.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.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.

	SDIU.L	DEMD.L	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.48	+0.04
Sortino ratio: Return per unit of downside risk	2.12	2.13	-0.01
Omega ratio: Gain probability vs. loss probability	1.26	1.26	0.00
Calmar ratio: Return relative to maximum drawdown	2.66	2.75	-0.09
Martin ratio: Return relative to average drawdown	6.43	8.20	-1.77

SDIU.L vs. DEMD.L - Sharpe Ratio Comparison

The current SDIU.L Sharpe Ratio is 1.51, which is comparable to the DEMD.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SDIU.L and DEMD.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

SDIU.L vs. DEMD.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, smaller than the maximum DEMD.L drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for SDIU.L and DEMD.L.

Drawdown Indicators

	SDIU.L	DEMD.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.60%	-40.46%	+4.86%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-7.63%	+1.27%
Max Drawdown (3Y) Largest decline over 3 years	-18.80%	-14.59%	-4.21%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.40%	—
Current Drawdown Current decline from peak	-3.43%	-4.33%	+0.90%
Average Drawdown Average peak-to-trough decline	-18.95%	-10.04%	-8.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.56%	+0.08%

Volatility

SDIU.L vs. DEMD.L - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Cap (SDIU.L) is 3.28%, while WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) has a volatility of 4.52%. This indicates that SDIU.L experiences smaller price fluctuations and is considered to be less risky than DEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIU.L	DEMD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	4.52%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	12.03%	-4.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	14.23%	-3.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	15.05%	+1.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	16.67%	+0.36%

SDIU.L vs. DEMD.L - Expense Ratio Comparison

SDIU.L has a 0.45% expense ratio, which is lower than DEMD.L's 0.46% expense ratio.

Dividends

SDIU.L vs. DEMD.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while DEMD.L's dividend yield for the trailing twelve months is around 3.70%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEMD.L WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)	3.70%	4.42%	7.88%	6.68%	7.48%	4.20%	4.51%	4.13%	4.39%	1.98%	1.68%	4.75%
SDIU.L Global X SuperDividend UCITS ETF USD Cap	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDIU.L and DEMD.L in my portfolio?

SDIU.L and DEMD.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SDIU.L or DEMD.L?

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

Which ETF is cheaper, SDIU.L or DEMD.L?

SDIU.L is cheaper with a 0.45% expense ratio, compared with 0.46% for DEMD.L.

What is the main difference between SDIU.L and DEMD.L?

SDIU.L is categorized as Dividend, while DEMD.L is Emerging Markets Equities. SDIU.L tracks Global X SuperDividend UCITS ETF USD Cap, while DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.45% for SDIU.L and 0.46% for DEMD.L.