IDX vs. SMH
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and VanEck Vectors Semiconductor ETF (SMH).
IDX and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011. Both IDX and SMH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDX or SMH.
Performance
IDX vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, IDX achieves a -4.92% return, which is significantly lower than SMH's 39.64% return. Over the past 10 years, IDX has underperformed SMH with an annualized return of -2.38%, while SMH has yielded a comparatively higher 28.11% annualized return.
IDX
-4.92%
-9.83%
-2.11%
-1.80%
-3.96%
-2.38%
SMH
39.64%
-2.91%
4.05%
48.97%
33.21%
28.11%
Key characteristics
| IDX | SMH | |
|---|---|---|
| Sharpe Ratio | -0.04 | 1.48 |
| Sortino Ratio | 0.07 | 1.99 |
| Omega Ratio | 1.01 | 1.26 |
| Calmar Ratio | -0.02 | 2.06 |
| Martin Ratio | -0.12 | 5.55 |
| Ulcer Index | 6.42% | 9.21% |
| Daily Std Dev | 18.21% | 34.46% |
| Max Drawdown | -63.17% | -95.73% |
| Current Drawdown | -37.31% | -13.19% |
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IDX vs. SMH - Expense Ratio Comparison
IDX has a 0.57% expense ratio, which is higher than SMH's 0.35% expense ratio.
Correlation
The correlation between IDX and SMH is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IDX vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and VanEck Vectors Semiconductor ETF (SMH). 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.
Dividends
IDX vs. SMH - Dividend Comparison
IDX's dividend yield for the trailing twelve months is around 3.81%, more than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | 3.81% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
IDX vs. SMH - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.17%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for IDX and SMH. For additional features, visit the drawdowns tool.
Volatility
IDX vs. SMH - Volatility Comparison
The current volatility for VanEck Vectors Indonesia Index ETF (IDX) is 4.27%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.32%. This indicates that IDX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.