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ITUB vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITUB vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itaú Unibanco Holding S.A. (ITUB) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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ITUB vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITUB
Itaú Unibanco Holding S.A.
19.79%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%
SMH
VanEck Semiconductor ETF
8.84%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, ITUB achieves a 19.79% return, which is significantly higher than SMH's 8.84% return. Over the past 10 years, ITUB has underperformed SMH with an annualized return of 18.14%, while SMH has yielded a comparatively higher 31.58% annualized return.


ITUB

1D
1.31%
1M
-3.30%
YTD
19.79%
6M
30.31%
1Y
73.48%
3Y*
36.00%
5Y*
32.51%
10Y*
18.14%

SMH

1D
2.24%
1M
-3.55%
YTD
8.84%
6M
17.83%
1Y
85.04%
3Y*
44.53%
5Y*
26.15%
10Y*
31.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ITUB vs. SMH — Risk / Return Rank

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

ITUB
ITUB Risk / Return Rank: 9191
Overall Rank
ITUB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 9191
Sortino Ratio Rank
ITUB Omega Ratio Rank: 8989
Omega Ratio Rank
ITUB Calmar Ratio Rank: 9191
Calmar Ratio Rank
ITUB Martin Ratio Rank: 9292
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMH Omega Ratio Rank: 9292
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH 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.

ITUB vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) and VanEck 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.


ITUBSMHDifference

Sharpe ratio

Return per unit of total volatility

2.39

2.32

+0.07

Sortino ratio

Return per unit of downside risk

2.96

2.92

+0.04

Omega ratio

Gain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratio

Return relative to maximum drawdown

4.11

5.39

-1.28

Martin ratio

Return relative to average drawdown

12.99

19.22

-6.23

ITUB vs. SMH - Sharpe Ratio Comparison

The current ITUB Sharpe Ratio is 2.39, which is comparable to the SMH Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ITUB and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ITUBSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.32

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.76

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.98

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.28

+0.06

Correlation

The correlation between ITUB and SMH is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ITUB vs. SMH - Dividend Comparison

ITUB's dividend yield for the trailing twelve months is around 7.49%, more than SMH's 0.28% yield.


TTM20252024202320222021202020192018201720162015
ITUB
Itaú Unibanco Holding S.A.
7.49%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

ITUB vs. SMH - Drawdown Comparison

The maximum ITUB drawdown since its inception was -69.35%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for ITUB and SMH.


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Drawdown Indicators


ITUBSMHDifference

Max Drawdown

Largest peak-to-trough decline

-69.35%

-84.96%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.02%

-15.95%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-45.30%

+13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-61.96%

-45.30%

-16.66%

Current Drawdown

Current decline from peak

-10.45%

-8.02%

-2.43%

Average Drawdown

Average peak-to-trough decline

-21.09%

-41.35%

+20.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

4.47%

+1.23%

Volatility

ITUB vs. SMH - Volatility Comparison

Itaú Unibanco Holding S.A. (ITUB) has a higher volatility of 12.73% compared to VanEck Semiconductor ETF (SMH) at 11.74%. This indicates that ITUB's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITUBSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.73%

11.74%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

23.79%

24.02%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

30.88%

36.88%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.95%

34.68%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.84%

32.29%

+6.55%