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SDIU.L vs. FGQI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIU.L vs. FGQI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend UCITS ETF USD (Acc) (SDIU.L) and Fidelity Global Quality Income UCITS ETF (Inc) USD (FGQI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDIU.L achieves a 7.56% return, which is significantly lower than FGQI.L's 10.84% return.


SDIU.L

1D
-0.80%
1M
1.01%
6M
2.75%
YTD
7.56%
1Y
16.45%
3Y*
12.86%
5Y*
10Y*

FGQI.L

1D
-0.77%
1M
0.44%
6M
7.76%
YTD
10.84%
1Y
22.97%
3Y*
16.20%
5Y*
10.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SDIU.L
Global X SuperDividend UCITS ETF USD (Acc)
7.56%28.35%0.34%5.69%-26.83%
FGQI.L
Fidelity Global Quality Income UCITS ETF (Inc) USD
10.84%20.08%11.79%17.99%-6.09%

Correlation

The correlation between SDIU.L and FGQI.L is 0.54, 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

0.54

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.59

The correlation between SDIU.L and FGQI.L has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

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Return for Risk

SDIU.L vs. FGQI.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: 5757
Overall Rank
SDIU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SDIU.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SDIU.L Omega Ratio Rank: 5252
Omega Ratio Rank
SDIU.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
SDIU.L Martin Ratio Rank: 5050
Martin Ratio Rank

FGQI.L
FGQI.L Risk / Return Rank: 7878
Overall Rank
FGQI.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FGQI.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGQI.L Omega Ratio Rank: 7676
Omega Ratio Rank
FGQI.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
FGQI.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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD (Acc) (SDIU.L) and Fidelity Global Quality Income UCITS ETF (Inc) USD (FGQI.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.LFGQI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

2.58

2.84

-0.27

Martin ratioReturn relative to average drawdown

6.20

11.68

-5.47

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

The current SDIU.L Sharpe Ratio is 1.45, which is comparable to the FGQI.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SDIU.L and FGQI.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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Drawdowns

SDIU.L vs. FGQI.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, roughly equal to the maximum FGQI.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for SDIU.L and FGQI.L.


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Drawdown Indicators


SDIU.LFGQI.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-35.05%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-8.04%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-15.79%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

Current Drawdown

Current decline from peak

-3.60%

-0.77%

-2.83%

Average Drawdown

Average peak-to-trough decline

-18.93%

-4.07%

-14.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.96%

+0.69%

Volatility

SDIU.L vs. FGQI.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD (Acc) (SDIU.L) has a higher volatility of 2.94% compared to Fidelity Global Quality Income UCITS ETF (Inc) USD (FGQI.L) at 2.64%. This indicates that SDIU.L's price experiences larger fluctuations and is considered to be riskier than FGQI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIU.LFGQI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.64%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

9.38%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

12.16%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

15.00%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

15.67%

+1.37%

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

SDIU.L has a 0.45% expense ratio, which is higher than FGQI.L's 0.40% expense ratio.


Dividends

SDIU.L vs. FGQI.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while FGQI.L's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM202520242023202220212020201920182017
FGQI.L
Fidelity Global Quality Income UCITS ETF (Inc) USD
1.78%1.81%2.32%2.71%2.77%2.52%2.45%2.34%2.78%1.50%
SDIU.L
Global X SuperDividend UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDIU.L and FGQI.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FGQI.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FGQI.L is cheaper with a 0.40% expense ratio, compared with 0.45% for SDIU.L.

SDIU.L tracks Solactive Global SuperDividend v2 Index, while FGQI.L tracks Fidelity Global Quality Income Index. They also come from different issuers: Global X and Fidelity. Their fees differ too: 0.45% for SDIU.L and 0.40% for FGQI.L.

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