KRUZ vs. SMH
Compare and contrast key facts about Unusual Whales Subversive Republican Trading ETF (KRUZ) and VanEck Vectors Semiconductor ETF (SMH).
KRUZ and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KRUZ is an actively managed fund by Subversive. It was launched on Feb 7, 2023. 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: KRUZ or SMH.
Key characteristics
| KRUZ | SMH | |
|---|---|---|
| YTD Return | 19.43% | 44.03% |
| 1Y Return | 33.00% | 62.09% |
| Sharpe Ratio | 2.66 | 1.78 |
| Sortino Ratio | 3.60 | 2.29 |
| Omega Ratio | 1.49 | 1.30 |
| Calmar Ratio | 4.14 | 2.46 |
| Martin Ratio | 15.99 | 6.77 |
| Ulcer Index | 2.06% | 9.02% |
| Daily Std Dev | 12.39% | 34.35% |
| Max Drawdown | -10.03% | -95.73% |
| Current Drawdown | -0.32% | -10.46% |
Correlation
The correlation between KRUZ and SMH is 0.63, 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.
Performance
KRUZ vs. SMH - Performance Comparison
In the year-to-date period, KRUZ achieves a 19.43% return, which is significantly lower than SMH's 44.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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KRUZ vs. SMH - Expense Ratio Comparison
KRUZ has a 0.83% expense ratio, which is higher than SMH's 0.35% expense ratio.
Risk-Adjusted Performance
KRUZ vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) 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
KRUZ vs. SMH - Dividend Comparison
KRUZ's dividend yield for the trailing twelve months is around 0.84%, more than SMH's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRUZ Unusual Whales Subversive Republican Trading ETF | 0.84% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
KRUZ vs. SMH - Drawdown Comparison
The maximum KRUZ drawdown since its inception was -10.03%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for KRUZ and SMH. For additional features, visit the drawdowns tool.
Volatility
KRUZ vs. SMH - Volatility Comparison
The current volatility for Unusual Whales Subversive Republican Trading ETF (KRUZ) is 4.57%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.39%. This indicates that KRUZ 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.