QGRW vs. SMH
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and VanEck Vectors Semiconductor ETF (SMH).
QGRW and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. 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. Both QGRW and SMH 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: QGRW or SMH.
Performance
QGRW vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, QGRW achieves a 32.09% return, which is significantly lower than SMH's 40.73% return.
QGRW
32.09%
3.30%
15.08%
38.21%
N/A
N/A
SMH
40.73%
-2.22%
2.62%
52.72%
33.43%
28.10%
Key characteristics
| QGRW | SMH | |
|---|---|---|
| Sharpe Ratio | 2.05 | 1.52 |
| Sortino Ratio | 2.68 | 2.03 |
| Omega Ratio | 1.37 | 1.27 |
| Calmar Ratio | 2.66 | 2.11 |
| Martin Ratio | 9.89 | 5.65 |
| Ulcer Index | 3.91% | 9.27% |
| Daily Std Dev | 18.90% | 34.43% |
| Max Drawdown | -14.54% | -95.73% |
| Current Drawdown | -1.31% | -12.50% |
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QGRW vs. SMH - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than SMH's 0.35% expense ratio.
Correlation
The correlation between QGRW and SMH is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
QGRW vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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
QGRW vs. SMH - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than SMH's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 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 | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
QGRW vs. SMH - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for QGRW and SMH. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. SMH - Volatility Comparison
The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 5.83%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.43%. This indicates that QGRW 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.