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HNSC.L vs. SMH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNSC.L vs. SMH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) and VanEck Semiconductor UCITS ETF (SMH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HNSC.L achieves a 97.73% return, which is significantly higher than SMH.L's 87.70% return.


HNSC.L

1D
-0.50%
1M
11.46%
YTD
97.73%
6M
98.84%
1Y
174.73%
3Y*
63.82%
5Y*
10Y*

SMH.L

1D
-0.65%
1M
10.70%
YTD
87.70%
6M
88.16%
1Y
154.67%
3Y*
61.84%
5Y*
36.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNSC.L vs. SMH.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HNSC.L
HSBC Nasdaq Global Semiconductor UCITS ETF USD
97.73%55.90%17.75%70.19%-27.87%
SMH.L
VanEck Semiconductor UCITS ETF
87.70%49.20%24.11%75.94%-25.44%

Correlation

The correlation between HNSC.L and SMH.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.98

The correlation between HNSC.L and SMH.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

HNSC.L vs. SMH.L — Risk / Return Rank

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

HNSC.L
HNSC.L Risk / Return Rank: 9797
Overall Rank
HNSC.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HNSC.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
HNSC.L Omega Ratio Rank: 9595
Omega Ratio Rank
HNSC.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSC.L Martin Ratio Rank: 9797
Martin Ratio Rank

SMH.L
SMH.L Risk / Return Rank: 9696
Overall Rank
SMH.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SMH.L Omega Ratio Rank: 9494
Omega Ratio Rank
SMH.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMH.L Martin Ratio Rank: 9797
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.

HNSC.L vs. SMH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) and VanEck Semiconductor UCITS ETF (SMH.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.

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.


HNSC.LSMH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.63

1.60

+0.03

Calmar ratioReturn relative to maximum drawdown

11.60

11.05

+0.55

Martin ratioReturn relative to average drawdown

39.42

38.66

+0.76

HNSC.L vs. SMH.L - Sharpe Ratio Comparison

The current HNSC.L Sharpe Ratio is 4.83, which is comparable to the SMH.L Sharpe Ratio of 4.49. The chart below compares the historical Sharpe Ratios of HNSC.L and SMH.L, 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

HNSC.L vs. SMH.L - Drawdown Comparison

The maximum HNSC.L drawdown since its inception was -40.93%, smaller than the maximum SMH.L drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for HNSC.L and SMH.L.


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Drawdown Indicators


HNSC.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.93%

-45.38%

+4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.97%

-13.91%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-37.22%

-36.25%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

Current Drawdown

Current decline from peak

-8.06%

-6.27%

-1.79%

Average Drawdown

Average peak-to-trough decline

-11.68%

-11.16%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.98%

+0.43%

Volatility

HNSC.L vs. SMH.L - Volatility Comparison

HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) has a higher volatility of 15.95% compared to VanEck Semiconductor UCITS ETF (SMH.L) at 14.03%. This indicates that HNSC.L's price experiences larger fluctuations and is considered to be riskier than SMH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNSC.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

14.03%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

29.53%

27.87%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

36.08%

34.42%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.08%

32.98%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.08%

32.54%

+0.54%

HNSC.L vs. SMH.L - Expense Ratio Comparison

Both HNSC.L and SMH.L have an expense ratio of 0.35%.


Dividends

HNSC.L vs. SMH.L - Dividend Comparison

Neither HNSC.L nor SMH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, HNSC.L and SMH.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HNSC.L and SMH.L have the same expense ratio: 0.35% per year.

HNSC.L tracks Nasdaq Global Semiconductor, while SMH.L tracks MarketVector US Listed Semiconductor 10% Capped Screened Index. They also come from different issuers: HSBC and VanEck.

Portfolio Optimizer

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