JPRE vs. SMH
Compare and contrast key facts about JPMorgan Realty Income ETF (JPRE) and VanEck Vectors Semiconductor ETF (SMH).
JPRE and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPRE or SMH.
Performance
JPRE vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, JPRE achieves a 13.09% return, which is significantly lower than SMH's 40.73% return.
JPRE
13.09%
-0.48%
19.35%
24.37%
N/A
N/A
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| JPRE | SMH | |
|---|---|---|
| Sharpe Ratio | 1.64 | 1.52 |
| Sortino Ratio | 2.29 | 2.03 |
| Omega Ratio | 1.29 | 1.27 |
| Calmar Ratio | 1.76 | 2.11 |
| Martin Ratio | 6.35 | 5.65 |
| Ulcer Index | 3.92% | 9.27% |
| Daily Std Dev | 15.25% | 34.43% |
| Max Drawdown | -23.84% | -95.73% |
| Current Drawdown | -2.94% | -12.50% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JPRE vs. SMH - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than SMH's 0.35% expense ratio.
Correlation
The correlation between JPRE and SMH is 0.37, 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.
Risk-Adjusted Performance
JPRE vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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
JPRE vs. SMH - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.17%, more than SMH's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 2.17% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
JPRE vs. SMH - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for JPRE and SMH. For additional features, visit the drawdowns tool.
Volatility
JPRE vs. SMH - Volatility Comparison
The current volatility for JPMorgan Realty Income ETF (JPRE) is 4.13%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.43%. This indicates that JPRE 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.