SDIU.L vs. WQDS.L

Last updated Jul 16, 2026

SDIU.L (Global X SuperDividend UCITS ETF USD Cap) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - SDIU.L is a Dividend fund tracking the Global X SuperDividend UCITS ETF USD Cap, while WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 3 years, SDIU.L returned 13.23%/yr vs 18.61%/yr for WQDS.L. A 0.57 correlation means they provide meaningful diversification when combined. SDIU.L charges 0.45%/yr vs 0.38%/yr for WQDS.L.

Performance

SDIU.L vs. WQDS.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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SDIU.L is traded in USD, while WQDS.L is traded in GBp. To make them comparable, the WQDS.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 WQDS.L's 15.87% return.

SDIU.L

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

WQDS.L

• 1D: 0.04%
• 1M: 0.37%
• 6M: 14.07%
• YTD: 15.87%
• 1Y: 29.54%
• 3Y*: 18.61%
• 5Y*: 12.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
SDIU.L Global X SuperDividend UCITS ETF USD Cap	7.75%	28.35%	0.34%	5.69%	-26.83%
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)	15.87%	24.26%	9.82%	16.65%	-5.09%

Correlation

The correlation between SDIU.L and WQDS.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022	0.57

The correlation between SDIU.L and WQDS.L has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Return for Risk

SDIU.L vs. WQDS.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: 54
SDIU.L Sharpe Ratio Rank: 55
SDIU.L Sortino Ratio Rank: 53
SDIU.L Omega Ratio Rank: 50
SDIU.L Calmar Ratio Rank: 66
SDIU.L Martin Ratio Rank: 48

WQDS.L

WQDS.L Risk / Return Rank: 91
WQDS.L Sharpe Ratio Rank: 93
WQDS.L Sortino Ratio Rank: 93
WQDS.L Omega Ratio Rank: 92
WQDS.L Calmar Ratio Rank: 89
WQDS.L Martin Ratio Rank: 89

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. WQDS.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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.L	WQDS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.51	-1.00
Sortino ratio: Return per unit of downside risk	2.12	3.70	-1.58
Omega ratio: Gain probability vs. loss probability	1.26	1.45	-0.19
Calmar ratio: Return relative to maximum drawdown	2.66	3.62	-0.96
Martin ratio: Return relative to average drawdown	6.43	13.55	-7.12

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

The current SDIU.L Sharpe Ratio is 1.51, which is lower than the WQDS.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SDIU.L and WQDS.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.

Drawdowns

SDIU.L vs. WQDS.L - Drawdown Comparison

The maximum SDIU.L drawdown since its inception was -35.60%, roughly equal to the maximum WQDS.L drawdown of -37.21%. Use the drawdown chart below to compare losses from any high point for SDIU.L and WQDS.L.

Drawdown Indicators

	SDIU.L	WQDS.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.60%	-37.21%	+1.61%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-8.11%	+1.75%
Max Drawdown (3Y) Largest decline over 3 years	-18.80%	-14.02%	-4.78%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.68%	—
Current Drawdown Current decline from peak	-3.43%	-0.22%	-3.21%
Average Drawdown Average peak-to-trough decline	-18.95%	-8.83%	-10.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.17%	+0.47%

Volatility

SDIU.L vs. WQDS.L - Volatility Comparison

Global X SuperDividend UCITS ETF USD Cap (SDIU.L) has a higher volatility of 3.28% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 2.75%. This indicates that SDIU.L's price experiences larger fluctuations and is considered to be riskier than WQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDIU.L	WQDS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	2.75%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	9.35%	-1.34%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	11.73%	-0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	13.79%	+3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	16.24%	+0.79%

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

SDIU.L has a 0.45% expense ratio, which is higher than WQDS.L's 0.38% expense ratio.

Dividends

SDIU.L vs. WQDS.L - Dividend Comparison

SDIU.L has not paid dividends to shareholders, while WQDS.L's dividend yield for the trailing twelve months is around 2.15%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)	2.15%	2.34%	2.56%	2.86%	2.97%	2.70%	3.03%	3.10%

Frequently Asked Questions

Can I hold both SDIU.L and WQDS.L in my portfolio?

SDIU.L and WQDS.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SDIU.L or WQDS.L?

On fees, WQDS.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDIU.L or WQDS.L?

WQDS.L is cheaper with a 0.38% expense ratio, compared with 0.45% for SDIU.L.

What is the main difference between SDIU.L and WQDS.L?

SDIU.L is categorized as Dividend, while WQDS.L is Global Equities. SDIU.L tracks Global X SuperDividend UCITS ETF USD Cap, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for SDIU.L and 0.38% for WQDS.L.