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

SDIU.L vs. UINC.L

Last updated Jul 16, 2026
Documentation

SDIU.L (Global X SuperDividend UCITS ETF USD Cap) and UINC.L (First Trust US Equity Income UCITS ETF) are both Dividend funds - SDIU.L tracks the Global X SuperDividend UCITS ETF USD Cap while UINC.L tracks the First Trust US Equity Income UCITS ETF. Both are passively managed. Over the past 3 years, SDIU.L returned 13.23%/yr vs 15.83%/yr for UINC.L. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

SDIU.L vs. UINC.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 US Equity Income UCITS ETF (UINC.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 UINC.L is traded in GBp. To make them comparable, the UINC.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 UINC.L's 17.86% return.

SDIU.L

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

UINC.L

1D
0.00%
1M
2.67%
6M
14.67%
YTD
17.86%
1Y
24.20%
3Y*
15.83%
5Y*
9.87%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIU.L vs. UINC.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%
UINC.L
First Trust US Equity Income UCITS ETF		17.86%7.56%6.68%16.63%-6.35%

Correlation

The correlation between SDIU.L and UINC.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.50

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

0.54

The correlation between SDIU.L and UINC.L shifts across timeframes, from 0.43 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Global X SuperDividend UCITS ETF USD Cap

First Trust US Equity Income UCITS ETF

Return for Risk

SDIU.L vs. UINC.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
UINC.L
UINC.L Risk / Return Rank: 8181
Overall Rank
UINC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UINC.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
UINC.L Omega Ratio Rank: 7171
Omega Ratio Rank
UINC.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
UINC.L Martin Ratio Rank: 8585
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. UINC.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 US Equity Income UCITS ETF (UINC.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.LUINC.LDifference
Sharpe ratioReturn per unit of total volatility
1.51
2.06

-0.54

Sortino ratioReturn per unit of downside risk
2.12
3.13

-1.01

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.66

3.69

-1.03

Martin ratioReturn relative to average drawdown

6.43

10.25

-3.83

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

The current SDIU.L Sharpe Ratio is 1.51, which is comparable to the UINC.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SDIU.L and UINC.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. UINC.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, smaller than the maximum UINC.L drawdown of -45.64%. Use the drawdown chart below to compare losses from any high point for SDIU.L and UINC.L.

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Drawdown Indicators

SDIU.LUINC.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-45.64%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-7.04%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-21.58%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.58%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.00%

—

Current Drawdown

Current decline from peak

-3.43%

0.00%

-3.43%

Average Drawdown

Average peak-to-trough decline

-18.95%

-10.56%

-8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.54%

+0.10%

Volatility

SDIU.L vs. UINC.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Cap (SDIU.L) and First Trust US Equity Income UCITS ETF (UINC.L) have volatilities of 3.28% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SDIU.LUINC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.18%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

8.85%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

12.74%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

17.95%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

20.46%

-3.43%

Dividends

SDIU.L vs. UINC.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while UINC.L's dividend yield for the trailing twelve months is around 2.82%.

PositionTTM2025202420232022202120202019201820172016
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%
UINC.L
First Trust US Equity Income UCITS ETF		2.82%3.03%2.84%3.20%3.25%2.15%3.40%3.14%3.01%2.49%1.60%

Frequently Asked Questions

SDIU.L and UINC.L have a correlation of 0.43, 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 UINC.L tracks First Trust US Equity Income UCITS ETF. They also come from different issuers: Global X and First Trust.

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