BMW.DE vs. VVSM.DE
BMW.DE (Bayerische Motoren Werke Aktiengesellschaft) is a stock, while VVSM.DE (VanEck Semiconductor UCITS ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 10% Capped ESG Index. Over the past 5 years, BMW.DE returned -1.87%/yr vs 38.63%/yr for VVSM.DE. At a 0.33 correlation, their price movements are largely independent.
Performance
BMW.DE vs. VVSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BMW.DE achieves a -30.98% return, which is significantly lower than VVSM.DE's 97.11% return.
BMW.DE
- 1D
- -0.20%
- 1M
- -19.24%
- YTD
- -30.98%
- 6M
- -30.44%
- 1Y
- -11.84%
- 3Y*
- -12.96%
- 5Y*
- -1.87%
- 10Y*
- 4.70%
VVSM.DE
- 1D
- 1.61%
- 1M
- 11.28%
- YTD
- 97.11%
- 6M
- 98.79%
- 1Y
- 163.58%
- 3Y*
- 59.89%
- 5Y*
- 38.63%
- 10Y*
- —
BMW.DE vs. VVSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -30.98% | 24.43% | -16.78% | 31.15% | 1.37% | 25.33% | -1.11% |
VVSM.DE VanEck Semiconductor UCITS ETF | 97.11% | 33.22% | 31.47% | 70.20% | -32.79% | 58.38% | -15.76% |
Correlation
The correlation between BMW.DE and VVSM.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.33 |
The correlation between BMW.DE and VVSM.DE shifts across timeframes, from 0.19 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BMW.DE vs. VVSM.DE — Risk / Return Rank
BMW.DE
VVSM.DE
BMW.DE vs. VVSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.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.
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.
| BMW.DE | VVSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.19 | ||
| Sortino ratioReturn per unit of downside risk | -5.23 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.62 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 13.96 | -14.29 |
| Martin ratioReturn relative to average drawdown | -0.91 | 44.94 | -45.85 |
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Drawdowns
BMW.DE vs. VVSM.DE - Drawdown Comparison
The maximum BMW.DE drawdown since its inception was -65.44%, which is greater than VVSM.DE's maximum drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for BMW.DE and VVSM.DE.
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Drawdown Indicators
| BMW.DE | VVSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.44% | -37.65% | -27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -35.02% | -11.65% | -23.37% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -37.52% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -37.65% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -56.97% | — | — |
Current DrawdownCurrent decline from peak | -37.23% | -3.89% | -33.34% |
Average DrawdownAverage peak-to-trough decline | -20.05% | -10.43% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.04% | 3.62% | +9.42% |
Volatility
BMW.DE vs. VVSM.DE - Volatility Comparison
The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) is 10.08%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 13.64%. This indicates that BMW.DE experiences smaller price fluctuations and is considered to be less risky than VVSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMW.DE | VVSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.08% | 13.64% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 20.31% | 26.37% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 34.02% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.78% | 31.62% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.51% | 31.95% | -4.44% |
Dividends
BMW.DE vs. VVSM.DE - Dividend Comparison
BMW.DE's dividend yield for the trailing twelve months is around 7.24%, while VVSM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 7.24% | 4.62% | 7.60% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% |
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% |
Frequently Asked Questions
BMW.DE and VVSM.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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