ASMH vs. VGT

Last updated Jun 23, 2026

ASMH (ASML Holding NV ADR Hedged ETF) and VGT (Vanguard Information Technology ETF) are both Technology Equities funds - ASMH tracks the ASML Holding NV Sponsored ADR while VGT tracks the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. Over the past year, ASMH returned 160.23% vs 54.06% for VGT. A 0.62 correlation means they provide meaningful diversification when combined. ASMH charges 0.19%/yr vs 0.09%/yr for VGT.

Performance

ASMH vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding NV ADR Hedged ETF (ASMH) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASMH achieves a 85.33% return, which is significantly higher than VGT's 28.03% return.

ASMH

• 1D: 0.10%
• 1M: 19.55%
• YTD: 85.33%
• 6M: 88.06%
• 1Y: 160.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VGT

• 1D: 0.39%
• 1M: 4.11%
• YTD: 28.03%
• 6M: 26.85%
• 1Y: 54.06%
• 3Y*: 31.77%
• 5Y*: 20.58%
• 10Y*: 25.96%

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

ASMH vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025
ASMH ASML Holding NV ADR Hedged ETF	85.33%	59.22%
VGT Vanguard Information Technology ETF	28.03%	50.09%

Correlation

The correlation between ASMH and VGT is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.62

The correlation between ASMH and VGT has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.

Return for Risk

ASMH vs. VGT — Risk / Return Rank

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

ASMH

ASMH Risk / Return Rank: 93
ASMH Sharpe Ratio Rank: 96
ASMH Sortino Ratio Rank: 92
ASMH Omega Ratio Rank: 88
ASMH Calmar Ratio Rank: 97
ASMH Martin Ratio Rank: 94

VGT

VGT Risk / Return Rank: 69
VGT Sharpe Ratio Rank: 79
VGT Sortino Ratio Rank: 69
VGT Omega Ratio Rank: 70
VGT Calmar Ratio Rank: 68
VGT Martin Ratio Rank: 59

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.

ASMH vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV ADR Hedged ETF (ASMH) and Vanguard Information Technology ETF (VGT). 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.

	ASMH	VGT	Difference
Sharpe ratio: Return per unit of total volatility	3.92	2.43	+1.49
Sortino ratio: Return per unit of downside risk	4.19	2.99	+1.20
Omega ratio: Gain probability vs. loss probability	1.52	1.40	+0.12
Calmar ratio: Return relative to maximum drawdown	10.15	3.31	+6.83
Martin ratio: Return relative to average drawdown	26.20	10.16	+16.05

ASMH vs. VGT - Sharpe Ratio Comparison

The current ASMH Sharpe Ratio is 3.92, which is higher than the VGT Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ASMH and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASMH vs. VGT - Drawdown Comparison

The maximum ASMH drawdown since its inception was -15.89%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ASMH and VGT.

Drawdown Indicators

	ASMH	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-15.89%	-54.63%	+38.74%
Max Drawdown (1Y) Largest decline over 1 year	-15.89%	-16.40%	+0.51%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	0.00%	-4.18%	+4.18%
Average Drawdown Average peak-to-trough decline	-4.18%	-7.95%	+3.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.14%	5.34%	+0.80%

Volatility

ASMH vs. VGT - Volatility Comparison

ASML Holding NV ADR Hedged ETF (ASMH) has a higher volatility of 15.26% compared to Vanguard Information Technology ETF (VGT) at 10.66%. This indicates that ASMH's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASMH	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.26%	10.66%	+4.60%
Volatility (6M) Calculated over the trailing 6-month period	32.35%	18.19%	+14.16%
Volatility (1Y) Calculated over the trailing 1-year period	41.23%	22.44%	+18.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.72%	25.50%	+14.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.72%	24.78%	+14.94%

ASMH vs. VGT - Expense Ratio Comparison

ASMH has a 0.19% expense ratio, which is higher than VGT's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ASMH vs. VGT - Dividend Comparison

ASMH's dividend yield for the trailing twelve months is around 1.51%, more than VGT's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASMH ASML Holding NV ADR Hedged ETF	1.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.32%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both ASMH and VGT in my portfolio?

ASMH and VGT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASMH or VGT?

ASMH has higher volatility (15.26%) compared to VGT (10.66%). In terms of maximum drawdown, ASMH dropped -15.89% vs VGT's -54.63%.

Which ETF is better, ASMH or VGT?

On 1-year performance, ASMH leads with 160.23% vs 54.06% for VGT. On fees, VGT is cheaper at 0.09% per year. On volatility, VGT has been the lower-risk option at 10.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ASMH or VGT?

Over the 1-year period, ASMH has performed better with a 160.23% return vs 54.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ASMH or VGT?

VGT is cheaper with a 0.09% expense ratio, compared with 0.19% for ASMH.

Which ETF pays a higher dividend yield, ASMH or VGT?

ASMH has the higher dividend yield at 1.51%, compared with 0.32% for VGT.

What is the main difference between ASMH and VGT?

ASMH tracks ASML Holding NV Sponsored ADR, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Precidian Funds and Vanguard. Their fees differ too: 0.19% for ASMH and 0.09% for VGT.

Which has better risk-adjusted returns?

ASMH currently has the higher Sharpe Ratio (3.92 vs 2.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.