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

SDIU.L vs. JPST.L

Last updated Jul 16, 2026
Documentation

SDIU.L (Global X SuperDividend UCITS ETF USD Cap) and JPST.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both Dividend funds. SDIU.L is passively managed, while JPST.L is actively managed. Over the past 3 years, SDIU.L returned 13.23%/yr vs 5.12%/yr for JPST.L. At a 0.10 correlation, their price movements are largely independent. SDIU.L charges 0.45%/yr vs 0.18%/yr for JPST.L.

Performance

SDIU.L vs. JPST.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 UCITS ETF USD (dist) (JPST.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 7.75% return, which is significantly higher than JPST.L's 1.84% return.

SDIU.L

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

JPST.L

1D
0.07%
1M
0.32%
6M
1.71%
YTD
1.84%
1Y
4.28%
3Y*
5.12%
5Y*
3.67%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIU.L vs. JPST.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%
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)		1.84%5.06%5.58%5.04%1.30%

Correlation

The correlation between SDIU.L and JPST.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.10

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

0.10

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Global X SuperDividend UCITS ETF USD Cap

JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)

Return for Risk

SDIU.L vs. JPST.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
JPST.L
JPST.L Risk / Return Rank: 9999
Overall Rank
JPST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JPST.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JPST.L Martin Ratio Rank: 9999
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. JPST.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 UCITS ETF USD (dist) (JPST.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.LJPST.LDifference
Sharpe ratioReturn per unit of total volatility
1.51
5.30

-3.79

Sortino ratioReturn per unit of downside risk
2.12
9.15

-7.03

Omega ratioGain probability vs. loss probability

1.26

2.70

-1.44

Calmar ratioReturn relative to maximum drawdown

2.66

12.26

-9.60

Martin ratioReturn relative to average drawdown

6.43

91.49

-85.07

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

The current SDIU.L Sharpe Ratio is 1.51, which is lower than the JPST.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of SDIU.L and JPST.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. JPST.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, which is greater than JPST.L's maximum drawdown of -3.13%. Use the drawdown chart below to compare losses from any high point for SDIU.L and JPST.L.

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Drawdown Indicators

SDIU.LJPST.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-3.13%

-32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-0.34%

-6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-0.46%

-18.34%

Max Drawdown (5Y)

Largest decline over 5 years

—

-0.87%

—

Current Drawdown

Current decline from peak

-3.43%

0.00%

-3.43%

Average Drawdown

Average peak-to-trough decline

-18.95%

-0.10%

-18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

0.05%

+2.59%

Volatility

SDIU.L vs. JPST.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 UCITS ETF USD (dist) (JPST.L) at 0.19%. This indicates that SDIU.L's price experiences larger fluctuations and is considered to be riskier than JPST.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.LJPST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

0.19%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

0.49%

+7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

0.79%

+10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

0.69%

+16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

0.90%

+16.13%

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

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

Dividends

SDIU.L vs. JPST.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while JPST.L's dividend yield for the trailing twelve months is around 4.10%.

PositionTTM20252024202320222021202020192018
JPST.L
JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)		4.10%4.29%5.28%4.46%1.16%0.67%1.90%2.66%1.80%
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%

Frequently Asked Questions

SDIU.L and JPST.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

JPST.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 JPST.L.

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