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0981.HK vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0981.HK and VUAA.DE is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

0981.HK vs. VUAA.DE

Last updated May 30, 2025

Compare and contrast key facts about Semiconductor Manufacturing International Corp (0981.HK) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).

VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0981.HK or VUAA.DE.

Performance

0981.HK vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Semiconductor Manufacturing International Corp (0981.HK) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

0981.HK:

2.29

VUAA.DE:

0.41

Sortino Ratio

0981.HK:

2.77

VUAA.DE:

0.72

Omega Ratio

0981.HK:

1.37

VUAA.DE:

1.11

Calmar Ratio

0981.HK:

2.35

VUAA.DE:

0.36

Martin Ratio

0981.HK:

9.77

VUAA.DE:

1.16

Ulcer Index

0981.HK:

15.27%

VUAA.DE:

7.30%

Daily Std Dev

0981.HK:

72.70%

VUAA.DE:

18.79%

Max Drawdown

0981.HK:

-95.27%

VUAA.DE:

-33.67%

Current Drawdown

0981.HK:

-28.37%

VUAA.DE:

-11.42%

Returns By Period

In the year-to-date period, 0981.HK achieves a 30.19% return, which is significantly higher than VUAA.DE's -7.84% return.

0981.HK

YTD

30.19%

1M

-9.51%

6M

64.61%

1Y

157.78%

3Y*

33.60%

5Y*

19.71%

10Y*

16.62%

VUAA.DE

YTD

-7.84%

1M

7.25%

6M

-8.33%

1Y

7.73%

3Y*

11.62%

5Y*

15.34%

10Y*

N/A

*Annualized

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Semiconductor Manufacturing International Corp

Vanguard S&P 500 UCITS USD Acc ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

0981.HK vs. VUAA.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
0981.HK
The Risk-Adjusted Performance Rank of 0981.HK is 9494
Overall Rank
The Sharpe Ratio Rank of 0981.HK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 0981.HK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of 0981.HK is 9292
Omega Ratio Rank
The Calmar Ratio Rank of 0981.HK is 9494
Calmar Ratio Rank
The Martin Ratio Rank of 0981.HK is 9494
Martin Ratio Rank
VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 3939
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0981.HK vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Semiconductor Manufacturing International Corp (0981.HK) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.

The current 0981.HK Sharpe Ratio is 2.29, which is higher than the VUAA.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of 0981.HK and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

0981.HK vs. VUAA.DE - Dividend Comparison

Neither 0981.HK nor VUAA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

0981.HK vs. VUAA.DE - Drawdown Comparison

The maximum 0981.HK drawdown since its inception was -95.27%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for 0981.HK and VUAA.DE.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

0981.HK vs. VUAA.DE - Volatility Comparison

Semiconductor Manufacturing International Corp (0981.HK) has a higher volatility of 10.13% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 5.86%. This indicates that 0981.HK's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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