^SIXT vs. SMH

Last updated Jun 27, 2026

^SIXT (Technology Select Sector Index) is an index, while SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index.

Performance

^SIXT vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXT

• 1D: 0.11%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMH

• 1D: -3.97%
• 1M: 1.96%
• YTD: 69.83%
• 6M: 67.17%
• 1Y: 120.36%
• 3Y*: 59.95%
• 5Y*: 37.82%
• 10Y*: 37.67%

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

^SIXT vs. SMH - Yearly Performance Comparison

	2026 (YTD)
^SIXT Technology Select Sector Index	0.11%
SMH VanEck Semiconductor ETF	-3.97%

Return for Risk

^SIXT vs. SMH — Risk / Return Rank

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

^SIXT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SMH

SMH Risk / Return Rank: 94
SMH Sharpe Ratio Rank: 96
SMH Sortino Ratio Rank: 90
SMH Omega Ratio Rank: 91
SMH Calmar Ratio Rank: 96
SMH Martin Ratio Rank: 96

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.

^SIXT vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and VanEck Semiconductor ETF (SMH). 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.

	^SIXT	SMH	Difference
Sharpe ratio: Return per unit of total volatility	—	3.48	—
Sortino ratio: Return per unit of downside risk	—	3.68	—
Omega ratio: Gain probability vs. loss probability	—	1.52	—
Calmar ratio: Return relative to maximum drawdown	—	8.17	—
Martin ratio: Return relative to average drawdown	—	29.21	—

Drawdowns

^SIXT vs. SMH - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was 0.00%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for ^SIXT and SMH.

Drawdown Indicators

	^SIXT	SMH	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-84.96%	+84.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.93%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-35.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.30%	—
Current Drawdown Current decline from peak	0.00%	-8.57%	+8.57%
Average Drawdown Average peak-to-trough decline	0.00%	-40.99%	+40.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.17%	—

Volatility

Volatility by Period

	^SIXT	SMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	19.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	35.07%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	35.88%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	32.98%	—