HIDE vs. SEMI

Last updated Aug 4, 2026

HIDE (Alpha Architect High Inflation And Deflation ETF) and SEMI (Columbia Select Technology ETF) are both exchange-traded funds - HIDE is a Diversified Portfolio fund actively managed by Alpha Architect, while SEMI is a Semiconductors fund actively managed by Columbia. Both are actively managed. Over the past 3 years, HIDE returned 4.45%/yr vs 24.23%/yr for SEMI. Their 0.10 correlation means their historical movements had little consistent relationship. HIDE charges 0.29%/yr vs 0.75%/yr for SEMI.

Performance

HIDE vs. SEMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect High Inflation And Deflation ETF (HIDE) and Columbia Select Technology ETF (SEMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HIDE achieves a 7.17% return, which is significantly lower than SEMI's 21.80% return.

HIDE

• 1D: -0.29%
• 1M: 1.55%
• 6M: 5.71%
• YTD: 7.17%
• 1Y: 10.06%
• 3Y*: 4.45%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.71%

SEMI

• 1D: 0.82%
• 1M: -1.62%
• 6M: 18.08%
• YTD: 21.80%
• 1Y: 37.67%
• 3Y*: 24.23%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.60%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
HIDE Alpha Architect High Inflation And Deflation ETF	$1.61M	$1.41M	$1.17M
SEMI Columbia Select Technology ETF	$391.80K	$338.11K	$559.85K

HIDE vs. SEMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HIDE Alpha Architect High Inflation And Deflation ETF	7.17%	5.32%	-0.85%	2.46%	-0.17%
SEMI Columbia Select Technology ETF	21.80%	24.91%	15.87%	45.37%	-6.06%

Correlation

The correlation between HIDE and SEMI is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.11
Correlation (3Y) Balances recent behavior with more history.	0.09
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.10

The correlation between HIDE and SEMI shifts across timeframes, from -0.11 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

HIDE vs. SEMI — Risk / Return Rank

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

HIDE

HIDE Risk / Return Rank: 83
HIDE Sharpe Ratio Rank: 87
HIDE Sortino Ratio Rank: 85
HIDE Omega Ratio Rank: 89
HIDE Calmar Ratio Rank: 81
HIDE Martin Ratio Rank: 75

SEMI

SEMI Risk / Return Rank: 58
SEMI Sharpe Ratio Rank: 55
SEMI Sortino Ratio Rank: 53
SEMI Omega Ratio Rank: 52
SEMI Calmar Ratio Rank: 68
SEMI Martin Ratio Rank: 64

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.

HIDE vs. SEMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect High Inflation And Deflation ETF (HIDE) and Columbia Select Technology ETF (SEMI). 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.

	HIDE	SEMI	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.38	+0.76
Sortino ratio: Return per unit of downside risk	2.93	1.89	+1.04
Omega ratio: Gain probability vs. loss probability	1.42	1.24	+0.18
Calmar ratio: Return relative to maximum drawdown	3.06	2.45	+0.60
Martin ratio: Return relative to average drawdown	9.79	7.94	+1.86

HIDE vs. SEMI - Sharpe Ratio Comparison

The current HIDE Sharpe Ratio is 2.14, which is higher than the SEMI Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of HIDE and SEMI, 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

HIDE vs. SEMI - Drawdown Comparison

The maximum HIDE drawdown since its inception was -5.15%, smaller than the maximum SEMI drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for HIDE and SEMI.

Drawdown Indicators

	HIDE	SEMI	Difference
Max Drawdown Largest peak-to-trough decline	-5.15%	-33.46%	+28.31%
Max Drawdown (1Y) Largest decline over 1 year	-3.31%	-15.42%	+12.11%
Max Drawdown (3Y) Largest decline over 3 years	-5.15%	-32.93%	+27.78%
Current Drawdown Current decline from peak	-1.38%	-8.37%	+6.99%
Average Drawdown Average peak-to-trough decline	-0.98%	-9.79%	+8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	4.76%	-3.73%

Volatility

HIDE vs. SEMI - Volatility Comparison

The current volatility for Alpha Architect High Inflation And Deflation ETF (HIDE) is 1.33%, while Columbia Select Technology ETF (SEMI) has a volatility of 10.75%. This indicates that HIDE experiences smaller price fluctuations and is considered to be less risky than SEMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HIDE	SEMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	10.75%	-9.42%
Volatility (6M) Calculated over the trailing 6-month period	4.00%	23.43%	-19.43%
Volatility (1Y) Calculated over the trailing 1-year period	4.74%	27.58%	-22.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.30%	32.10%	-27.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.30%	32.10%	-27.80%

HIDE vs. SEMI - Expense Ratio Comparison

HIDE has a 0.29% expense ratio, which is lower than SEMI's 0.75% expense ratio.

Dividends

HIDE vs. SEMI - Dividend Comparison

HIDE's dividend yield for the trailing twelve months is around 2.95%, less than SEMI's 3.68% yield.

Position	TTM	2025	2024	2023	2022
HIDE Alpha Architect High Inflation And Deflation ETF	2.95%	3.16%	2.86%	3.90%	6.25%
SEMI Columbia Select Technology ETF	3.68%	4.48%	0.96%	0.87%	0.67%

Frequently Asked Questions

Can I hold both HIDE and SEMI in my portfolio?

HIDE and SEMI have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HIDE or SEMI?

SEMI has higher volatility (10.75%) compared to HIDE (1.33%). In terms of maximum drawdown, HIDE dropped -5.15% vs SEMI's -33.46%.

Which ETF is better, HIDE or SEMI?

On 3-year performance, SEMI leads with 24.23% vs 4.45% for HIDE. On fees, HIDE is cheaper at 0.29% per year. On volatility, HIDE has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HIDE or SEMI?

Over the 3-year period, SEMI has performed better with a 24.23% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HIDE or SEMI?

HIDE is cheaper with a 0.29% expense ratio, compared with 0.75% for SEMI.

Which ETF pays a higher dividend yield, HIDE or SEMI?

SEMI has the higher dividend yield at 3.68%, compared with 2.95% for HIDE.

What is the main difference between HIDE and SEMI?

HIDE is categorized as Diversified Portfolio, while SEMI is Semiconductors. They also come from different issuers: Alpha Architect and Columbia. Their fees differ too: 0.29% for HIDE and 0.75% for SEMI.

Which has better risk-adjusted returns?

HIDE currently has the higher Sharpe Ratio (2.14 vs 1.38), 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.