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GSIB vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIB vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and Micron Technology, Inc. (MU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSIB achieves a 22.66% return, which is significantly lower than MU's 188.53% return.


GSIB

1D
-0.11%
1M
7.17%
6M
18.14%
YTD
22.66%
1Y
46.76%
3Y*
5Y*
10Y*
ALL TIME*
45.58%

MU

1D
-5.90%
1M
-20.26%
6M
98.49%
YTD
188.53%
1Y
655.32%
3Y*
127.41%
5Y*
61.18%
10Y*
51.33%
ALL TIME*
17.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.37M$1.31M$753.15K
$43.28B$42.78B$49.13B

GSIB vs. MU - Yearly Performance Comparison


2026 (YTD)202520242023
GSIB
Themes Global Systemically Important Banks ETF
22.66%61.67%32.86%1.75%
MU
Micron Technology, Inc.
188.53%240.24%-0.96%3.97%

Correlation

The correlation between GSIB and MU is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.35

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Return for Risk

GSIB vs. MU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSIB
GSIB Risk / Return Rank: 9090
Overall Rank
GSIB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSIB Omega Ratio Rank: 9191
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8585
Martin Ratio Rank

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSIB vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Micron Technology, Inc. (MU). 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.


GSIBMUDifference
Sharpe ratioReturn per unit of total volatility

-5.55

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.43

1.63

-0.19

Calmar ratioReturn relative to maximum drawdown

3.38

16.92

-13.54

Martin ratioReturn relative to average drawdown

11.87

64.08

-52.21

GSIB vs. MU - Sharpe Ratio Comparison

The current GSIB Sharpe Ratio is 2.63, which is lower than the MU Sharpe Ratio of 8.17. The chart below compares the historical Sharpe Ratios of GSIB and MU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSIB vs. MU - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for GSIB and MU.


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Drawdown Indicators


GSIBMUDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-98.25%

+80.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-39.10%

+25.20%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-0.11%

-32.17%

+32.06%

Average Drawdown

Average peak-to-trough decline

-1.99%

-58.02%

+56.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

10.31%

-6.36%

Volatility

GSIB vs. MU - Volatility Comparison

The current volatility for Themes Global Systemically Important Banks ETF (GSIB) is 5.74%, while Micron Technology, Inc. (MU) has a volatility of 31.11%. This indicates that GSIB experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIBMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

31.11%

-25.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

67.64%

-52.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

81.13%

-63.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

56.32%

-37.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

51.42%

-32.96%

Dividends

GSIB vs. MU - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.55%, more than MU's 0.06% yield.


PositionTTM20252024202320222021
GSIB
Themes Global Systemically Important Banks ETF
1.55%1.91%1.67%0.00%0.00%0.00%
MU
Micron Technology, Inc.
0.06%0.16%0.55%0.54%0.89%0.21%

Frequently Asked Questions


GSIB and MU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MU has higher volatility (31.11%) compared to GSIB (5.74%). In terms of maximum drawdown, GSIB dropped -17.71% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (8.17 vs 2.63), 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.

Portfolio Optimizer

Find the right allocation for GSIB and MU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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