VHYG.L vs. SDIP.L

Last updated Jun 26, 2026

VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) and SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) are both Dividend funds - VHYG.L tracks the FTSE All-World High Dividend Yield Index while SDIP.L tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, VHYG.L returned 17.47%/yr vs 12.18%/yr for SDIP.L. A 0.60 correlation means they provide meaningful diversification when combined. VHYG.L charges 0.29%/yr vs 0.45%/yr for SDIP.L.

Performance

VHYG.L vs. SDIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VHYG.L achieves a 13.80% return, which is significantly higher than SDIP.L's 7.03% return.

VHYG.L

• 1D: 0.28%
• 1M: 2.42%
• YTD: 13.80%
• 6M: 14.70%
• 1Y: 30.90%
• 3Y*: 17.47%
• 5Y*: 12.09%
• 10Y*: —

SDIP.L

• 1D: -0.48%
• 1M: -0.87%
• YTD: 7.03%
• 6M: 8.51%
• 1Y: 23.36%
• 3Y*: 12.18%
• 5Y*: —
• 10Y*: —

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

VHYG.L vs. SDIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	13.80%	18.36%	10.98%	5.02%	4.39%
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	7.03%	18.63%	1.62%	0.39%	-17.07%

Correlation

The correlation between VHYG.L and SDIP.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 17, 2022	0.60

The correlation between VHYG.L and SDIP.L has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

VHYG.L vs. SDIP.L - Sectors Allocation Comparison

Sectors	VHYG.L	SDIP.L
Financial Services	28.2%	16.0%
Industrials	12.2%	9.9%
Healthcare	11.1%	2.1%
Technology	9.5%	0.9%
Energy	8.7%	13.9%
Consumer Defensive	8.5%	4.6%
Consumer Cyclical	7.2%	6.3%
Utilities	5.3%	1.0%
Basic Materials	5.2%	4.8%
Communication Services	3.4%	4.1%
Real Estate	0.8%	36.7%

Return for Risk

VHYG.L vs. SDIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHYG.L

VHYG.L Risk / Return Rank: 92
VHYG.L Sharpe Ratio Rank: 95
VHYG.L Sortino Ratio Rank: 95
VHYG.L Omega Ratio Rank: 95
VHYG.L Calmar Ratio Rank: 88
VHYG.L Martin Ratio Rank: 87

SDIP.L

SDIP.L Risk / Return Rank: 85
SDIP.L Sharpe Ratio Rank: 86
SDIP.L Sortino Ratio Rank: 87
SDIP.L Omega Ratio Rank: 85
SDIP.L Calmar Ratio Rank: 87
SDIP.L Martin Ratio Rank: 81

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.

VHYG.L vs. SDIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.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.

	VHYG.L	SDIP.L	Difference
Sharpe ratio: Return per unit of total volatility	3.33	2.42	+0.91
Sortino ratio: Return per unit of downside risk	4.46	3.44	+1.01
Omega ratio: Gain probability vs. loss probability	1.62	1.45	+0.17
Calmar ratio: Return relative to maximum drawdown	4.44	4.35	+0.09
Martin ratio: Return relative to average drawdown	15.96	14.15	+1.81

VHYG.L vs. SDIP.L - Sharpe Ratio Comparison

The current VHYG.L Sharpe Ratio is 3.33, which is higher than the SDIP.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VHYG.L and SDIP.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

VHYG.L vs. SDIP.L - Drawdown Comparison

The maximum VHYG.L drawdown since its inception was -39.80%, which is greater than SDIP.L's maximum drawdown of -27.38%. Use the drawdown chart below to compare losses from any high point for VHYG.L and SDIP.L.

Drawdown Indicators

	VHYG.L	SDIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.80%	-27.38%	-12.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-5.35%	-1.58%
Max Drawdown (3Y) Largest decline over 3 years	-19.90%	-17.52%	-2.38%
Max Drawdown (5Y) Largest decline over 5 years	-19.90%	—	—
Current Drawdown Current decline from peak	-0.03%	-3.26%	+3.23%
Average Drawdown Average peak-to-trough decline	-9.78%	-13.03%	+3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.65%	+0.28%

Volatility

VHYG.L vs. SDIP.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) is 2.18%, while Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a volatility of 2.66%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than SDIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VHYG.L	SDIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.18%	2.66%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	6.99%	6.76%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	9.24%	9.60%	-0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.57%	16.07%	+1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	16.07%	+3.63%

VHYG.L vs. SDIP.L - Expense Ratio Comparison

VHYG.L has a 0.29% expense ratio, which is lower than SDIP.L's 0.45% expense ratio.

Dividends

VHYG.L vs. SDIP.L - Dividend Comparison

VHYG.L has not paid dividends to shareholders, while SDIP.L's dividend yield for the trailing twelve months is around 10.17%.

Position	TTM	2025	2024	2023	2022
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	10.17%	9.39%	11.34%	12.51%	8.71%
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VHYG.L and SDIP.L in my portfolio?

VHYG.L and SDIP.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.

Which ETF is better, VHYG.L or SDIP.L?

On fees, VHYG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VHYG.L or SDIP.L?

VHYG.L is cheaper with a 0.29% expense ratio, compared with 0.45% for SDIP.L.

What is the main difference between VHYG.L and SDIP.L?

VHYG.L tracks FTSE All-World High Dividend Yield Index, while SDIP.L tracks Solactive Global SuperDividend Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.29% for VHYG.L and 0.45% for SDIP.L.