NRJL.L vs. SMGB.L
Compare and contrast key facts about Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and VanEck Semiconductor UCITS ETF (SMGB.L).
NRJL.L and SMGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NRJL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on Oct 10, 2007. SMGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 1, 2020. Both NRJL.L and SMGB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRJL.L or SMGB.L.
Key characteristics
| NRJL.L | SMGB.L | |
|---|---|---|
| YTD Return | -10.86% | 24.99% |
| 1Y Return | 2.54% | 39.08% |
| 3Y Return (Ann) | -18.48% | 15.62% |
| Sharpe Ratio | -0.07 | 1.29 |
| Sortino Ratio | 0.04 | 1.77 |
| Omega Ratio | 1.00 | 1.23 |
| Calmar Ratio | -0.03 | 1.49 |
| Martin Ratio | -0.17 | 3.80 |
| Ulcer Index | 8.05% | 9.86% |
| Daily Std Dev | 19.83% | 29.02% |
| Max Drawdown | -48.33% | -35.48% |
| Current Drawdown | -46.28% | -13.31% |
Correlation
The correlation between NRJL.L and SMGB.L is 0.59, 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
NRJL.L vs. SMGB.L - Performance Comparison
In the year-to-date period, NRJL.L achieves a -10.86% return, which is significantly lower than SMGB.L's 24.99% 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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NRJL.L vs. SMGB.L - Expense Ratio Comparison
NRJL.L has a 0.60% expense ratio, which is higher than SMGB.L's 0.35% expense ratio.
Risk-Adjusted Performance
NRJL.L vs. SMGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and VanEck Semiconductor UCITS ETF (SMGB.L). 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
NRJL.L vs. SMGB.L - Dividend Comparison
NRJL.L's dividend yield for the trailing twelve months is around 86.25%, while SMGB.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
NRJL.L Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist | 86.25% | 76.88% | 23.99% | 31.47% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% |
Drawdowns
NRJL.L vs. SMGB.L - Drawdown Comparison
The maximum NRJL.L drawdown since its inception was -48.33%, which is greater than SMGB.L's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for NRJL.L and SMGB.L. For additional features, visit the drawdowns tool.
Volatility
NRJL.L vs. SMGB.L - Volatility Comparison
Lyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist (NRJL.L) and VanEck Semiconductor UCITS ETF (SMGB.L) have volatilities of 8.33% and 8.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.