JAVA vs. SMH

In the year-to-date period, JAVA achieves a -0.70% return, which is significantly higher than SMH's -9.56% return.

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JAVA has a 0.44% expense ratio, which is higher than SMH's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) 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.

The current JAVA Sharpe Ratio is 0.63, which is higher than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of JAVA 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.

JAVA's dividend yield for the trailing twelve months is around 1.48%, more than SMH's 0.49% yield.

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for JAVA and SMH. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Active Value ETF (JAVA) is 11.18%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that JAVA 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.