The JDK is a subset of what is loosely defined as a software development kit (SDK) in the general sense. In the descriptions which accompany their recent releases for Java SE, EE, and ME, Sun acknowledge that under their terminology, the JDK forms the subset of the SDK which is responsible for the writing and running of Java programs. The remainder of the SDK is composed of extra software, such as Application Servers, Debuggers, and Documentation.
The "extra software" seems to be Glassfish, MySQL, and NetBeans. This page gives a comparison of the various packages you can get for the Java EE SDK.。
there is a difference between the SDK and the JDK. Most of people forget that Java Platform is not only used to develop programs in Java language. The JVM supports some other languages also. Thus, making it clear, the SDK is the generic bundle of software that supports software creation in a variety of languages like Clojure, Groovy, Scala, JRuby, and others. The JDK is the specific bundle to develop software in Java language, containing all Java standard API to do so. (I hope I've explaned it well, since I actually do not speak english)