ASME.DE vs. SMGB.L
Compare and contrast key facts about ASML Holding NV (ASME.DE) and VanEck Semiconductor UCITS ETF (SMGB.L).
SMGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASME.DE or SMGB.L.
Key characteristics
| ASME.DE | SMGB.L | |
|---|---|---|
| YTD Return | 23.10% | 21.95% |
| 1Y Return | 42.15% | 70.86% |
| 3Y Return (Ann) | 17.53% | 27.35% |
| Sharpe Ratio | 1.09 | 2.46 |
| Daily Std Dev | 29.88% | 27.06% |
| Max Drawdown | -88.84% | -35.48% |
| Current Drawdown | -11.37% | -4.26% |
Correlation
The correlation between ASME.DE and SMGB.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ASME.DE vs. SMGB.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with ASME.DE having a 23.10% return and SMGB.L slightly lower at 21.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASME.DE vs. SMGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASME.DE) and VanEck Semiconductor UCITS ETF (SMGB.L). 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.
Dividends
ASME.DE vs. SMGB.L - Dividend Comparison
ASME.DE's dividend yield for the trailing twelve months is around 0.73%, while SMGB.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.73% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% | 0.68% | 0.77% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ASME.DE vs. SMGB.L - Drawdown Comparison
The maximum ASME.DE drawdown since its inception was -88.84%, which is greater than SMGB.L's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for ASME.DE and SMGB.L. For additional features, visit the drawdowns tool.
Volatility
ASME.DE vs. SMGB.L - Volatility Comparison
ASML Holding NV (ASME.DE) has a higher volatility of 10.03% compared to VanEck Semiconductor UCITS ETF (SMGB.L) at 9.33%. This indicates that ASME.DE's price experiences larger fluctuations and is considered to be riskier than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.