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PIGI.L vs. SMGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGI.L vs. SMGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) and VanEck Semiconductor UCITS ETF (SMGB.L). The values are adjusted to include any dividend payments, if applicable.

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PIGI.L vs. SMGB.L - Yearly Performance Comparison


Different Trading Currencies

PIGI.L is traded in GBp, while SMGB.L is traded in GBP. To make them comparable, the SMGB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PIGI.L achieves a -0.59% return, which is significantly lower than SMGB.L's 11.81% return.


PIGI.L

1D
0.19%
1M
-4.75%
YTD
-0.59%
6M
1.91%
1Y
3Y*
5Y*
10Y*

SMGB.L

1D
-0.56%
1M
0.49%
YTD
11.81%
6M
22.14%
1Y
83.44%
3Y*
37.30%
5Y*
24.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGI.L vs. SMGB.L - Expense Ratio Comparison

PIGI.L has a 0.69% expense ratio, which is higher than SMGB.L's 0.35% expense ratio.


Return for Risk

PIGI.L vs. SMGB.L — Risk / Return Rank

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

PIGI.L

SMGB.L
SMGB.L Risk / Return Rank: 9595
Overall Rank
SMGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SMGB.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMGB.L Omega Ratio Rank: 9191
Omega Ratio Rank
SMGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMGB.L Martin Ratio Rank: 9898
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.

PIGI.L vs. SMGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PIGI.L vs. SMGB.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PIGI.LSMGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.89

+0.58

Correlation

The correlation between PIGI.L and SMGB.L is 0.50, 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.


Dividends

PIGI.L vs. SMGB.L - Dividend Comparison

Neither PIGI.L nor SMGB.L has paid dividends to shareholders.


TTM2025202420232022
PIGI.L
HANetf Digital Infrastructure and Connectivity UCITS ETF
0.00%0.00%0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%0.44%

Drawdowns

PIGI.L vs. SMGB.L - Drawdown Comparison

The maximum PIGI.L drawdown since its inception was -6.15%, smaller than the maximum SMGB.L drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for PIGI.L and SMGB.L.


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Drawdown Indicators


PIGI.LSMGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.15%

-36.24%

+30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-36.24%

Current Drawdown

Current decline from peak

-5.07%

-6.32%

+1.25%

Average Drawdown

Average peak-to-trough decline

-1.14%

-10.02%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

Volatility

PIGI.L vs. SMGB.L - Volatility Comparison


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Volatility by Period


PIGI.LSMGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

32.41%

-23.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.81%

29.89%

-21.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

29.75%

-20.94%