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Scottish Mortgage Investment Trust plc (SMT.L)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
GB00BLDYK618
Inception Date
Mar 31, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Scottish Mortgage Investment Trust plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

SMT.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.

Returns By Period

Scottish Mortgage Investment Trust plc (SMT.L) has returned 0.42% so far this year and 26.79% over the past 12 months. Looking at the last ten years, SMT.L has achieved an annualized return of 16.93%, outperforming the S&P 500 Index benchmark, which averaged 12.98% per year.


Scottish Mortgage Investment Trust plc

1D
1.36%
1M
-3.76%
YTD
0.42%
6M
4.86%
1Y
26.79%
3Y*
21.23%
5Y*
0.91%
10Y*
16.93%

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 1993, SMT.L's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, your investment would double in approximately 4.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Mar 2009 with a return of +21.0%, while the worst month was Oct 2008 at -28.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SMT.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +16.2%, while the worst single day was Oct 8, 2008 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.86%-1.43%-3.76%0.42%
202513.66%-4.01%-9.46%-4.62%9.42%5.31%6.19%-0.00%3.60%2.99%-8.95%11.36%24.72%
2024-4.23%3.54%11.58%-5.75%4.20%1.00%-2.22%-4.23%1.09%3.58%8.93%1.29%18.75%
20233.65%-4.78%-4.88%-7.34%5.88%0.47%10.41%-6.82%-2.33%-4.09%13.08%11.51%12.46%
2022-19.33%-6.44%1.63%-10.92%-11.75%-11.08%20.49%-6.52%-2.90%-6.80%5.76%-6.08%-45.71%
20213.46%-9.63%0.18%10.73%-5.08%11.56%-1.09%3.99%4.31%5.15%-0.67%-10.23%10.46%

Benchmark Metrics

Scottish Mortgage Investment Trust plc has an annualized alpha of 11.41%, beta of 0.59, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since July 02, 1993.

  • This ETF captured 133.67% of S&P 500 Index gains and 111.54% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.59 may look defensive, but with R² of 0.17 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 0.17 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
11.41%
Beta
0.59
0.17
Upside Capture
133.67%
Downside Capture
111.54%

Expense Ratio

SMT.L has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SMT.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SMT.L Risk / Return Rank: 6666
Overall Rank
SMT.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 6060
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 6060
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 Scottish Mortgage Investment Trust plc (SMT.L) and compare them to a chosen benchmark (S&P 500 Index).


SMT.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.73

+0.50

Sortino ratio

Return per unit of downside risk

1.77

1.14

+0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.91

1.24

+0.68

Martin ratio

Return relative to average drawdown

6.19

4.87

+1.32

Explore SMT.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Scottish Mortgage Investment Trust plc provided a 0.37% dividend yield over the last twelve months, with an annual payout of £0.04 per share. The fund has been increasing its distributions for 16 consecutive years.


0.20%0.40%0.60%0.80%1.00%£0.00£0.01£0.02£0.03£0.0420152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend£0.04£0.04£0.04£0.04£0.04£0.03£0.03£0.03£0.03£0.03£0.03£0.03

Dividend yield

0.37%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Monthly Dividends

The table displays the monthly dividend distributions for Scottish Mortgage Investment Trust plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00
2025£0.00£0.00£0.00£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.02£0.00£0.04
2024£0.00£0.00£0.00£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.02£0.00£0.04
2023£0.00£0.00£0.00£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.02£0.00£0.04
2022£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02£0.00£0.04
2021£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02£0.00£0.03

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 Scottish Mortgage Investment Trust plc. 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 Scottish Mortgage Investment Trust plc was 62.61%, occurring on Nov 21, 2008. Recovery took 485 trading sessions.

The current Scottish Mortgage Investment Trust plc drawdown is 21.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.61%May 20, 2008132Nov 21, 2008485Oct 25, 2010617
-60.11%Nov 5, 2021372May 2, 2023
-55.72%Mar 13, 2000758Mar 12, 2003681Nov 18, 20051439
-33.5%Jul 21, 199854Oct 5, 1998128Apr 9, 1999182
-28.92%Feb 20, 202020Mar 18, 202028Apr 29, 202048

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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