PortfoliosLab logoPortfoliosLab logo
EBUY.L vs. SMGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBUY.L vs. SMGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and VanEck Semiconductor UCITS ETF (SMGB.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EBUY.L vs. SMGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBUY.L
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
-9.61%9.88%27.49%29.53%-31.73%4.85%5.91%
SMGB.L
VanEck Semiconductor UCITS ETF
11.81%38.79%26.31%66.17%-27.49%44.41%2.28%

Returns By Period

In the year-to-date period, EBUY.L achieves a -9.61% return, which is significantly lower than SMGB.L's 11.81% return.


EBUY.L

1D
0.39%
1M
0.55%
YTD
-9.61%
6M
-12.63%
1Y
7.99%
3Y*
13.21%
5Y*
3.10%
10Y*

SMGB.L

1D
-0.56%
1M
0.49%
YTD
11.81%
6M
22.14%
1Y
83.44%
3Y*
37.30%
5Y*
24.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EBUY.L vs. SMGB.L - Expense Ratio Comparison

EBUY.L has a 0.45% expense ratio, which is higher than SMGB.L's 0.35% expense ratio.


Return for Risk

EBUY.L vs. SMGB.L — Risk / Return Rank

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

EBUY.L
EBUY.L Risk / Return Rank: 2222
Overall Rank
EBUY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EBUY.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBUY.L Omega Ratio Rank: 2121
Omega Ratio Rank
EBUY.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EBUY.L Martin Ratio Rank: 2121
Martin Ratio Rank

SMGB.L
SMGB.L Risk / Return Rank: 9595
Overall Rank
SMGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SMGB.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMGB.L Omega Ratio Rank: 9191
Omega Ratio Rank
SMGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMGB.L Martin Ratio Rank: 9898
Martin Ratio Rank
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.

EBUY.L vs. SMGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) 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.


EBUY.LSMGB.LDifference

Sharpe ratio

Return per unit of total volatility

0.40

2.56

-2.16

Sortino ratio

Return per unit of downside risk

0.68

3.11

-2.43

Omega ratio

Gain probability vs. loss probability

1.09

1.41

-0.32

Calmar ratio

Return relative to maximum drawdown

0.68

8.33

-7.65

Martin ratio

Return relative to average drawdown

1.80

28.86

-27.06

EBUY.L vs. SMGB.L - Sharpe Ratio Comparison

The current EBUY.L Sharpe Ratio is 0.40, which is lower than the SMGB.L Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of EBUY.L and SMGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EBUY.LSMGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.56

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.83

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.89

-0.42

Correlation

The correlation between EBUY.L and SMGB.L is 0.72, 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.


Dividends

EBUY.L vs. SMGB.L - Dividend Comparison

Neither EBUY.L nor SMGB.L has paid dividends to shareholders.


TTM2025202420232022
EBUY.L
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%0.44%

Drawdowns

EBUY.L vs. SMGB.L - Drawdown Comparison

The maximum EBUY.L drawdown since its inception was -39.97%, which is greater than SMGB.L's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for EBUY.L and SMGB.L.


Loading graphics...

Drawdown Indicators


EBUY.LSMGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.97%

-36.24%

-3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-11.94%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-39.97%

-36.24%

-3.73%

Current Drawdown

Current decline from peak

-16.96%

-6.32%

-10.64%

Average Drawdown

Average peak-to-trough decline

-15.57%

-10.02%

-5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

3.45%

+4.42%

Volatility

EBUY.L vs. SMGB.L - Volatility Comparison

The current volatility for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) is 5.56%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 9.78%. This indicates that EBUY.L experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EBUY.LSMGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

9.78%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

22.90%

-9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

32.41%

-12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

29.89%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

29.75%

-7.95%