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Issuer
Global X
Inception Date
Aug 27, 2021
Leveraged
1x (No leverage)
Index Tracked
Global X Semiconductor Index
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Global X Semiconductor ETF

Performance

SEMI.AX Performance Chart

Global X Semiconductor ETF (SEMI.AX) is up 73.2% since the beginning of the year. SEMI.AX is currently trading at A$38 per share.


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S&P 500 Index

Returns By Period

Global X Semiconductor ETF (SEMI.AX) has returned 73.20% so far this year and 121.94% over the past 12 months.


Global X Semiconductor ETF

1D
-5.18%
1M
-8.58%
6M
56.90%
YTD
73.20%
1Y
121.94%
3Y*
56.20%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AX Monthly Returns History

Based on dividend-adjusted daily data since Aug 27, 2021, SEMI.AX's average daily return is +0.14%, while the average monthly return is +3.03%. At this rate, an investment would double in approximately 1.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +34.2%, while the worst month was Jun 2022 at -15.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SEMI.AX closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +12.3%, while the worst single day was Aug 5, 2024 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.42%-0.49%-10.63%34.20%28.57%13.93%-13.42%73.20%
20251.04%-5.63%-9.77%-2.41%14.86%14.38%2.74%-0.49%9.84%19.50%-5.08%2.35%43.80%
20247.52%11.61%6.33%-4.54%6.48%7.18%-6.31%-4.65%0.31%3.49%-3.13%8.24%35.17%
20239.23%6.60%10.53%-5.89%21.09%1.00%4.54%-1.06%-5.96%-3.61%13.24%7.55%69.12%
2022-11.59%-3.13%1.31%-10.17%2.44%-15.55%11.73%-5.42%-9.88%5.82%8.06%-5.91%-30.92%
20211.00%-3.56%0.00%20.02%-1.11%15.60%

Benchmark Metrics

Global X Semiconductor ETF has an annualized alpha of 41.71%, beta of 0.15, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 27, 2021.

  • This ETF captured 261.69% of S&P 500 Index gains and 142.60% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.15 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
41.71%
Beta
0.15
0.00
Upside Capture
261.69%
Downside Capture
142.60%

Return for Risk

Risk / Return Rank

SEMI.AX ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SEMI.AX Risk / Return Rank: 9595
Overall Rank
SEMI.AX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SEMI.AX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SEMI.AX Omega Ratio Rank: 9292
Omega Ratio Rank
SEMI.AX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SEMI.AX Martin Ratio Rank: 9696
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Semiconductor ETF (SEMI.AX) and compare them to S&P 500 Index.

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.


SEMI.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.50

1.24

+0.26

Calmar ratioReturn relative to maximum drawdown

8.01

1.11

+6.89

Martin ratioReturn relative to average drawdown

25.91

3.10

+22.81

Dividends

Dividend History

Global X Semiconductor ETF provided a 7.62% dividend yield over the last twelve months, with an annual payout of A$2.89 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%A$0.00A$0.20A$0.40A$0.60A$0.80A$1.00A$1.20A$1.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
DividendA$2.89A$1.30A$0.60A$0.07A$0.08

Dividend yield

7.62%5.60%3.44%0.54%0.96%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Semiconductor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$2.85A$2.85
2025A$0.00A$0.00A$0.00A$0.00A$0.00A$1.27A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$1.30
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$0.57A$0.00A$0.00A$0.00A$0.00A$0.00A$0.03A$0.60
2023A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$0.07
2022A$0.04A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Semiconductor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Semiconductor ETF was 38.85%, occurring on Oct 17, 2022. Recovery took 165 trading sessions.

The current Global X Semiconductor ETF drawdown is 14.32%.


Drawdown

Fall

Recovery

Underwater

Related event

-38.85%Oct 2022
10mo 12d8mo 1d
1y 6moDec 2021 - Jun 2023
Bear market2022
-32.53%Apr 2025
8mo 29d2mo 21d
11mo 20dJul 2024 - Jun 2025
2025 selloff2025
-14.32%Jul 2026
14d
14dJul 2026 - now
-13.13%Mar 2026
11d1mo 2d
1mo 13dFeb 2026 - Apr 2026
-11.97%Apr 2024
1mo 12d1mo 1d
2mo 13dMar 2024 - May 2024

Drawdown Indicators


SEMI.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-41.07%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-11.69%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-32.53%

-17.74%

-14.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-14.32%

-0.60%

-13.72%

Average Drawdown

Average peak-to-trough decline

-10.86%

-11.02%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

4.20%

+0.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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