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

Performance

SDIU.L vs. JPAS.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 JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDIU.L is traded in USD, while JPAS.L is traded in GBP. To make them comparable, the JPAS.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 higher than JPAS.L's 2.11% return.


SDIU.L

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

JPAS.L

1D
0.52%
1M
0.76%
6M
2.06%
YTD
2.11%
1Y
4.71%
3Y*
5.27%
5Y*
3.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIU.L vs. JPAS.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%
JPAS.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc
2.11%5.32%5.49%4.53%1.61%

Correlation

The correlation between SDIU.L and JPAS.L is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

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

-0.22

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

-0.19

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Return for Risk

SDIU.L vs. JPAS.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

JPAS.L
JPAS.L Risk / Return Rank: 2020
Overall Rank
JPAS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JPAS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
JPAS.L Omega Ratio Rank: 1818
Omega Ratio Rank
JPAS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
JPAS.L Martin Ratio Rank: 2222
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. JPAS.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 JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.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.LJPAS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.66

3.87

-1.21

Martin ratioReturn relative to average drawdown

6.43

14.78

-8.35

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

The current SDIU.L Sharpe Ratio is 1.51, which is higher than the JPAS.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SDIU.L and JPAS.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. JPAS.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, which is greater than JPAS.L's maximum drawdown of -24.25%. Use the drawdown chart below to compare losses from any high point for SDIU.L and JPAS.L.


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Drawdown Indicators


SDIU.LJPAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-24.25%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-1.21%

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-1.21%

-17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

Current Drawdown

Current decline from peak

-3.43%

-4.22%

+0.79%

Average Drawdown

Average peak-to-trough decline

-18.95%

-16.59%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

0.32%

+2.32%

Volatility

SDIU.L vs. JPAS.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Cap (SDIU.L) has a higher volatility of 3.28% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active ETF USD Acc (JPAS.L) at 1.36%. This indicates that SDIU.L's price experiences larger fluctuations and is considered to be riskier than JPAS.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.LJPAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.36%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

3.69%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

4.30%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

4.76%

+12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

9.93%

+7.10%

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

SDIU.L has a 0.45% expense ratio, which is higher than JPAS.L's 0.18% expense ratio.


Dividends

SDIU.L vs. JPAS.L - Dividend Comparison

Neither SDIU.L nor JPAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SDIU.L and JPAS.L have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPAS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPAS.L is cheaper with a 0.18% expense ratio, compared with 0.45% for SDIU.L.

They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for SDIU.L and 0.18% for JPAS.L.

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