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RUSG.L vs. SMGB.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RUSG.LSMGB.L

Correlation

-0.50.00.51.00.7

The correlation between RUSG.L and SMGB.L is 0.73, 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

RUSG.L vs. SMGB.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.41%
5.81%
RUSG.L
SMGB.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

RUSG.L has a 0.19% expense ratio, which is lower than SMGB.L's 0.35% expense ratio.


SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for RUSG.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

RUSG.L vs. SMGB.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.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.


RUSG.L
Sharpe ratio
The chart of Sharpe ratio for RUSG.L, currently valued at 3.14, compared to the broader market-2.000.002.004.006.003.14
Sortino ratio
The chart of Sortino ratio for RUSG.L, currently valued at 4.65, compared to the broader market0.005.0010.004.65
Omega ratio
The chart of Omega ratio for RUSG.L, currently valued at 1.80, compared to the broader market1.001.502.002.503.001.80
Calmar ratio
The chart of Calmar ratio for RUSG.L, currently valued at 5.08, compared to the broader market0.005.0010.0015.005.08
Martin ratio
The chart of Martin ratio for RUSG.L, currently valued at 25.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0025.17
SMGB.L
Sharpe ratio
The chart of Sharpe ratio for SMGB.L, currently valued at 1.53, compared to the broader market-2.000.002.004.006.001.53
Sortino ratio
The chart of Sortino ratio for SMGB.L, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for SMGB.L, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for SMGB.L, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.96
Martin ratio
The chart of Martin ratio for SMGB.L, currently valued at 4.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.89

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


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.14
1.53
RUSG.L
SMGB.L

Dividends

RUSG.L vs. SMGB.L - Dividend Comparison

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


TTM20232022
RUSG.L
Lyxor Russell 1000 Growth UCITS ETF
0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%

Drawdowns

RUSG.L vs. SMGB.L - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-12.99%
RUSG.L
SMGB.L

Volatility

RUSG.L vs. SMGB.L - Volatility Comparison

The current volatility for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) is 0.00%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 8.86%. This indicates that RUSG.L experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember0
8.86%
RUSG.L
SMGB.L