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

Performance

HNSS.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 (HNSS.L) and VanEck Semiconductor UCITS ETF (SMH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HNSS.L is traded in GBP, while SMH.L is traded in USD. To make them comparable, the SMH.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HNSS.L achieves a 100.95% return, which is significantly higher than SMH.L's 95.82% return.


HNSS.L

1D
0.00%
1M
9.06%
YTD
100.95%
6M
103.80%
1Y
180.67%
3Y*
61.28%
5Y*
10Y*

SMH.L

1D
1.96%
1M
11.22%
YTD
95.82%
6M
96.78%
1Y
167.51%
3Y*
60.11%
5Y*
38.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
100.95%45.50%19.96%32.89%-25.65%
SMH.L
VanEck Semiconductor UCITS ETF
95.82%38.57%26.28%67.15%-16.45%

Correlation

The correlation between HNSS.L and SMH.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2022

0.89

The correlation between HNSS.L and SMH.L has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

HNSS.L vs. SMH.L — Risk / Return Rank

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

HNSS.L
HNSS.L Risk / Return Rank: 9292
Overall Rank
HNSS.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9595
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 8686
Martin Ratio Rank

SMH.L
SMH.L Risk / Return Rank: 9797
Overall Rank
SMH.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH.L Sortino Ratio Rank: 9696
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.

HNSS.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 (HNSS.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.


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

-1.66

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.64

1.65

-0.01

Calmar ratioReturn relative to maximum drawdown

6.07

13.61

-7.54

Martin ratioReturn relative to average drawdown

15.69

45.15

-29.46

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

The current HNSS.L Sharpe Ratio is 3.29, which is lower than the SMH.L Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of HNSS.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

HNSS.L vs. SMH.L - Drawdown Comparison

The maximum HNSS.L drawdown since its inception was -41.32%, which is greater than SMH.L's maximum drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for HNSS.L and SMH.L.


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Drawdown Indicators


HNSS.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-36.36%

-4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-29.74%

-12.23%

-17.51%

Max Drawdown (3Y)

Largest decline over 3 years

-36.83%

-36.36%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.36%

Current Drawdown

Current decline from peak

-7.24%

-3.80%

-3.44%

Average Drawdown

Average peak-to-trough decline

-16.35%

-9.76%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

3.69%

+7.83%

Volatility

HNSS.L vs. SMH.L - Volatility Comparison

HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a higher volatility of 15.25% compared to VanEck Semiconductor UCITS ETF (SMH.L) at 13.95%. This indicates that HNSS.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


HNSS.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.25%

13.95%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

27.89%

27.08%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

54.98%

33.68%

+21.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.52%

31.75%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.52%

31.33%

+7.19%

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

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


Dividends

HNSS.L vs. SMH.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, HNSS.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.

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

HNSS.L tracks Nasdaq Global Semiconductor Index, 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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