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PHAU.AS vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHAU.AS vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Physical Gold UCITS ETC (PHAU.AS) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHAU.AS is traded in EUR, while SMH is traded in USD. To make them comparable, the SMH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHAU.AS achieves a 4.61% return, which is significantly lower than SMH's 76.24% return. Over the past 10 years, PHAU.AS has underperformed SMH with an annualized return of 12.91%, while SMH has yielded a comparatively higher 37.18% annualized return.


PHAU.AS

1D
0.56%
1M
-1.68%
YTD
4.61%
6M
6.21%
1Y
29.74%
3Y*
27.67%
5Y*
19.40%
10Y*
12.91%

SMH

1D
-1.76%
1M
20.86%
YTD
76.24%
6M
74.55%
1Y
145.84%
3Y*
59.60%
5Y*
40.05%
10Y*
37.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHAU.AS vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHAU.AS
WisdomTree Physical Gold UCITS ETC
4.61%45.53%34.03%9.32%5.55%3.63%13.51%20.41%2.85%-1.37%
SMH
VanEck Semiconductor ETF
76.24%31.47%48.28%68.18%-29.41%52.76%42.71%68.17%-4.78%21.46%

Correlation

The correlation between PHAU.AS and SMH is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.00

The correlation between PHAU.AS and SMH shifts across timeframes, from -0.01 (10 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHAU.AS vs. SMH — Risk / Return Rank

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

PHAU.AS
PHAU.AS Risk / Return Rank: 3535
Overall Rank
PHAU.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PHAU.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
PHAU.AS Omega Ratio Rank: 4040
Omega Ratio Rank
PHAU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
PHAU.AS Martin Ratio Rank: 3131
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9595
Sortino Ratio Rank
SMH Omega Ratio Rank: 9494
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
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.

PHAU.AS vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold UCITS ETC (PHAU.AS) 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.


PHAU.ASSMHDifference
Sharpe ratioReturn per unit of total volatility

-3.55

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

1.25

1.67

-0.42

Calmar ratioReturn relative to maximum drawdown

1.75

11.88

-10.13

Martin ratioReturn relative to average drawdown

4.43

41.57

-37.14

PHAU.AS vs. SMH - Sharpe Ratio Comparison

The current PHAU.AS Sharpe Ratio is 1.27, which is lower than the SMH Sharpe Ratio of 4.83. The chart below compares the historical Sharpe Ratios of PHAU.AS and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PHAU.ASSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

4.83

-3.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.17

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

1.15

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.79

-0.13

Drawdowns

PHAU.AS vs. SMH - Drawdown Comparison

The maximum PHAU.AS drawdown since its inception was -37.19%, smaller than the maximum SMH drawdown of -56.36%. Use the drawdown chart below to compare losses from any high point for PHAU.AS and SMH.


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Drawdown Indicators


PHAU.ASSMHDifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-56.36%

+19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-12.35%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-36.90%

+20.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.74%

-36.90%

+20.16%

Max Drawdown (10Y)

Largest decline over 10 years

-18.59%

-36.90%

+18.31%

Current Drawdown

Current decline from peak

-15.26%

-1.76%

-13.50%

Average Drawdown

Average peak-to-trough decline

-12.23%

-11.17%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

3.52%

+3.14%

Volatility

PHAU.AS vs. SMH - Volatility Comparison

The current volatility for WisdomTree Physical Gold UCITS ETC (PHAU.AS) is 5.17%, while VanEck Semiconductor ETF (SMH) has a volatility of 10.92%. This indicates that PHAU.AS 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.


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Volatility by Period


PHAU.ASSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

10.92%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

23.49%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

30.40%

-7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

34.29%

-18.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

32.45%

-18.16%

PHAU.AS vs. SMH - Expense Ratio Comparison

PHAU.AS has a 0.39% expense ratio, which is higher than SMH's 0.35% expense ratio.


Dividends

PHAU.AS vs. SMH - Dividend Comparison

PHAU.AS has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.18%.


PositionTTM20252024202320222021202020192018201720162015
PHAU.AS
WisdomTree Physical Gold UCITS ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


PHAU.AS and SMH have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMH is cheaper with a 0.35% expense ratio, compared with 0.39% for PHAU.AS.

PHAU.AS is categorized as Gold, while SMH is Semiconductors. PHAU.AS tracks LBMA Gold Price PM, while SMH tracks MVIS US Listed Semiconductor 25 Index. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.39% for PHAU.AS and 0.35% for SMH.

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