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IGN vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IGN vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Tech-Multimedia Networking ETF (IGN) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
4.05%
IGN
SMH

Returns By Period


IGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SMH

YTD

39.64%

1M

-2.91%

6M

4.05%

1Y

48.97%

5Y (annualized)

33.21%

10Y (annualized)

28.11%

Key characteristics


IGNSMH

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IGN vs. SMH - Expense Ratio Comparison

IGN has a 0.46% expense ratio, which is higher than SMH's 0.35% expense ratio.


IGN
iShares North American Tech-Multimedia Networking ETF
Expense ratio chart for IGN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.7

The correlation between IGN and SMH is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

IGN vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Tech-Multimedia Networking ETF (IGN) 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.


Sharpe ratio
The chart of Sharpe ratio for IGN, currently valued at 2.46, compared to the broader market0.002.004.006.002.461.48
The chart of Sortino ratio for IGN, currently valued at 5.12, compared to the broader market-2.000.002.004.006.008.0010.0012.005.121.99
The chart of Omega ratio for IGN, currently valued at 2.73, compared to the broader market0.501.001.502.002.503.002.731.26
The chart of Calmar ratio for IGN, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.562.06
The chart of Martin ratio for IGN, currently valued at 61.66, compared to the broader market0.0020.0040.0060.0080.00100.00120.0061.665.55
IGN
SMH

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.46
1.48
IGN
SMH

Dividends

IGN vs. SMH - Dividend Comparison

IGN has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
IGN
iShares North American Tech-Multimedia Networking ETF
0.83%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.75%0.72%0.50%0.38%
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

IGN vs. SMH - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.91%
-13.19%
IGN
SMH

Volatility

IGN vs. SMH - Volatility Comparison

The current volatility for iShares North American Tech-Multimedia Networking ETF (IGN) is 0.00%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.32%. This indicates that IGN 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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
8.32%
IGN
SMH