ASME.DE vs. VVSM.DE
Compare and contrast key facts about ASML Holding NV (ASME.DE) and VanEck Semiconductor UCITS ETF (VVSM.DE).
VVSM.DE is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 10% Capped ESG Index. 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 VVSM.DE.
Key characteristics
| ASME.DE | VVSM.DE | |
|---|---|---|
| YTD Return | -7.18% | 30.69% |
| 1Y Return | 3.92% | 46.19% |
| 3Y Return (Ann) | -4.14% | 16.19% |
| Sharpe Ratio | 0.04 | 1.47 |
| Sortino Ratio | 0.31 | 1.97 |
| Omega Ratio | 1.05 | 1.26 |
| Calmar Ratio | 0.04 | 1.73 |
| Martin Ratio | 0.09 | 4.48 |
| Ulcer Index | 16.18% | 9.79% |
| Daily Std Dev | 38.97% | 29.64% |
| Max Drawdown | -88.84% | -44.53% |
| Current Drawdown | -36.90% | -11.85% |
Correlation
The correlation between ASME.DE and VVSM.DE is 0.81, 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. VVSM.DE - Performance Comparison
In the year-to-date period, ASME.DE achieves a -7.18% return, which is significantly lower than VVSM.DE's 30.69% return. 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. VVSM.DE - 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 (VVSM.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.
Dividends
ASME.DE vs. VVSM.DE - Dividend Comparison
ASME.DE's dividend yield for the trailing twelve months is around 0.99%, while VVSM.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.99% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% | 0.68% | 0.77% |
VVSM.DE VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ASME.DE vs. VVSM.DE - Drawdown Comparison
The maximum ASME.DE drawdown since its inception was -88.84%, which is greater than VVSM.DE's maximum drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for ASME.DE and VVSM.DE. For additional features, visit the drawdowns tool.
Volatility
ASME.DE vs. VVSM.DE - Volatility Comparison
ASML Holding NV (ASME.DE) has a higher volatility of 19.34% compared to VanEck Semiconductor UCITS ETF (VVSM.DE) at 9.04%. This indicates that ASME.DE's price experiences larger fluctuations and is considered to be riskier than VVSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.