PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SDIU.L vs. GINC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDIU.L vs. GINC.L

Last updated Jul 16, 2026
Documentation

SDIU.L (Global X SuperDividend UCITS ETF USD Cap) and GINC.L (First Trust Global Equity Income UCITS ETF) are both Dividend funds - SDIU.L tracks the Global X SuperDividend UCITS ETF USD Cap while GINC.L tracks the First Trust Global Equity Income UCITS ETF. Both are passively managed. Over the past 3 years, SDIU.L returned 13.23%/yr vs 21.23%/yr for GINC.L. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

SDIU.L vs. GINC.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 First Trust Global Equity Income UCITS ETF (GINC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SDIU.L is traded in USD, while GINC.L is traded in GBp. To make them comparable, the GINC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDIU.L achieves a 7.75% return, which is significantly lower than GINC.L's 13.48% return.

SDIU.L

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

GINC.L

1D
0.00%
1M
1.68%
6M
11.26%
YTD
13.48%
1Y
30.40%
3Y*
21.23%
5Y*
12.38%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
SDIU.L
Global X SuperDividend UCITS ETF USD Cap		7.75%28.35%0.34%5.69%-26.83%
GINC.L
First Trust Global Equity Income UCITS ETF		13.48%40.15%4.79%16.46%-12.56%

Correlation

The correlation between SDIU.L and GINC.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 15, 2022

0.66

The correlation between SDIU.L and GINC.L shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X SuperDividend UCITS ETF USD Cap

First Trust Global Equity Income UCITS ETF

Return for Risk

SDIU.L vs. GINC.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: 5454
Overall Rank
SDIU.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SDIU.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
SDIU.L Omega Ratio Rank: 5050
Omega Ratio Rank
SDIU.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
SDIU.L Martin Ratio Rank: 4848
Martin Ratio Rank
GINC.L
GINC.L Risk / Return Rank: 9393
Overall Rank
GINC.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GINC.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
GINC.L Omega Ratio Rank: 9292
Omega Ratio Rank
GINC.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
GINC.L Martin Ratio Rank: 9191
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. GINC.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 First Trust Global Equity Income UCITS ETF (GINC.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.LGINC.LDifference
Sharpe ratioReturn per unit of total volatility
1.51
2.56

-1.05

Sortino ratioReturn per unit of downside risk
2.12
3.34

-1.22

Omega ratioGain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

2.66

4.52

-1.86

Martin ratioReturn relative to average drawdown

6.43

14.01

-7.59

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

The current SDIU.L Sharpe Ratio is 1.51, which is lower than the GINC.L Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SDIU.L and GINC.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.

Loading charts...

Drawdowns

SDIU.L vs. GINC.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, smaller than the maximum GINC.L drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for SDIU.L and GINC.L.

Loading charts...

Drawdown Indicators

SDIU.LGINC.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-40.05%

+4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.71%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-13.64%

-5.16%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.74%

—

Current Drawdown

Current decline from peak

-3.43%

0.00%

-3.43%

Average Drawdown

Average peak-to-trough decline

-18.95%

-8.08%

-10.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.17%

+0.47%

Volatility

SDIU.L vs. GINC.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Cap (SDIU.L) has a higher volatility of 3.28% compared to First Trust Global Equity Income UCITS ETF (GINC.L) at 2.61%. This indicates that SDIU.L's price experiences larger fluctuations and is considered to be riskier than GINC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SDIU.LGINC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

2.61%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

9.20%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.84%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

15.15%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

16.99%

+0.04%

Dividends

SDIU.L vs. GINC.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while GINC.L's dividend yield for the trailing twelve months is around 3.38%.

PositionTTM202520242023202220212020201920182017
GINC.L
First Trust Global Equity Income UCITS ETF		3.38%3.67%4.33%5.62%5.35%3.84%3.47%3.95%3.66%3.20%
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%

Frequently Asked Questions

SDIU.L and GINC.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.

SDIU.L tracks Global X SuperDividend UCITS ETF USD Cap, while GINC.L tracks First Trust Global Equity Income UCITS ETF. They also come from different issuers: Global X and First Trust.

Portfolio Optimizer

Find the right allocation for SDIU.L and GINC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer