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QGRW vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRW and SMH is 0.79, 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.


Performance

QGRW vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QGRW:

0.57

SMH:

0.05

Sortino Ratio

QGRW:

0.96

SMH:

0.40

Omega Ratio

QGRW:

1.13

SMH:

1.05

Calmar Ratio

QGRW:

0.63

SMH:

0.08

Martin Ratio

QGRW:

2.03

SMH:

0.19

Ulcer Index

QGRW:

7.57%

SMH:

15.40%

Daily Std Dev

QGRW:

27.32%

SMH:

43.22%

Max Drawdown

QGRW:

-24.40%

SMH:

-83.29%

Current Drawdown

QGRW:

-5.64%

SMH:

-14.01%

Returns By Period

In the year-to-date period, QGRW achieves a -1.48% return, which is significantly lower than SMH's -0.56% return.


QGRW

YTD

-1.48%

1M

16.60%

6M

0.57%

1Y

15.43%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SMH

YTD

-0.56%

1M

25.49%

6M

-1.72%

1Y

2.23%

3Y*

28.87%

5Y*

29.28%

10Y*

25.01%

*Annualized

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VanEck Vectors Semiconductor ETF

QGRW vs. SMH - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than SMH's 0.35% expense ratio.


Risk-Adjusted Performance

QGRW vs. SMH — Risk-Adjusted Performance Rank

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

QGRW
The Risk-Adjusted Performance Rank of QGRW is 6262
Overall Rank
The Sharpe Ratio Rank of QGRW is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of QGRW is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QGRW is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QGRW is 5959
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2424
Overall Rank
The Sharpe Ratio Rank of SMH is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current QGRW Sharpe Ratio is 0.57, which is higher than the SMH Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of QGRW and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

QGRW vs. SMH - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.14%, less than SMH's 0.44% yield.


TTM20242023202220212020201920182017201620152014
QGRW
WisdomTree U.S. Quality Growth Fund
0.14%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.44%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

QGRW vs. SMH - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for QGRW and SMH. For additional features, visit the drawdowns tool.


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Volatility

QGRW vs. SMH - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 6.39%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.09%. 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.


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