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SEMI.AS vs. ISPY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMI.AS vs. ISPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) and L&G Cyber Security UCITS ETF (ISPY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEMI.AS is traded in USD, while ISPY.L is traded in GBp. To make them comparable, the ISPY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEMI.AS achieves a 77.21% return, which is significantly higher than ISPY.L's 44.63% return.


SEMI.AS

1D
2.15%
1M
-16.85%
6M
57.97%
YTD
77.21%
1Y
133.42%
3Y*
52.51%
5Y*
10Y*
ALL TIME*
31.00%

ISPY.L

1D
0.72%
1M
13.49%
6M
50.10%
YTD
44.63%
1Y
41.78%
3Y*
28.85%
5Y*
11.99%
10Y*
16.97%
ALL TIME*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AS vs. ISPY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEMI.AS
iShares MSCI Global Semiconductors UCITS ETF USD Acc
77.21%52.80%15.12%65.80%-35.80%14.91%
ISPY.L
L&G Cyber Security UCITS ETF
44.63%7.85%17.69%41.44%-32.64%-0.54%

Correlation

The correlation between SEMI.AS and ISPY.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.57

Over the past year, the correlation between SEMI.AS and ISPY.L has dropped to 0.34 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

SEMI.AS vs. ISPY.L — Risk / Return Rank

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

SEMI.AS
SEMI.AS Risk / Return Rank: 9595
Overall Rank
SEMI.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEMI.AS Sortino Ratio Rank: 9393
Sortino Ratio Rank
SEMI.AS Omega Ratio Rank: 9292
Omega Ratio Rank
SEMI.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
SEMI.AS Martin Ratio Rank: 9696
Martin Ratio Rank

ISPY.L
ISPY.L Risk / Return Rank: 5555
Overall Rank
ISPY.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4242
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.

SEMI.AS vs. ISPY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) and L&G Cyber Security UCITS ETF (ISPY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEMI.ASISPY.LDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.48

1.27

+0.20

Calmar ratioReturn relative to maximum drawdown

6.43

2.27

+4.15

Martin ratioReturn relative to average drawdown

24.70

5.90

+18.81

SEMI.AS vs. ISPY.L - Sharpe Ratio Comparison

The current SEMI.AS Sharpe Ratio is 3.41, which is higher than the ISPY.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SEMI.AS and ISPY.L, 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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Drawdowns

SEMI.AS vs. ISPY.L - Drawdown Comparison

The maximum SEMI.AS drawdown since its inception was -45.27%, smaller than the maximum ISPY.L drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for SEMI.AS and ISPY.L.


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Drawdown Indicators


SEMI.ASISPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-52.67%

+7.40%

Max Drawdown (1Y)

Largest decline over 1 year

-20.40%

-18.30%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-38.23%

-27.67%

-10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

Current Drawdown

Current decline from peak

-18.69%

-4.06%

-14.63%

Average Drawdown

Average peak-to-trough decline

-13.22%

-15.99%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

7.06%

-1.75%

Volatility

SEMI.AS vs. ISPY.L - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) has a higher volatility of 18.20% compared to L&G Cyber Security UCITS ETF (ISPY.L) at 10.75%. This indicates that SEMI.AS's price experiences larger fluctuations and is considered to be riskier than ISPY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMI.ASISPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.20%

10.75%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

32.75%

24.92%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

38.54%

28.02%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.65%

28.71%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.65%

25.06%

+7.59%

SEMI.AS vs. ISPY.L - Expense Ratio Comparison

SEMI.AS has a 0.35% expense ratio, which is lower than ISPY.L's 0.69% expense ratio.


Dividends

SEMI.AS vs. ISPY.L - Dividend Comparison

Neither SEMI.AS nor ISPY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SEMI.AS and ISPY.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SEMI.AS is cheaper with a 0.35% expense ratio, compared with 0.69% for ISPY.L.

SEMI.AS is categorized as Semiconductors, while ISPY.L is Cybersecurity. SEMI.AS tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index, while ISPY.L tracks ISE Cyber Security UCITS Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.35% for SEMI.AS and 0.69% for ISPY.L.

Portfolio Optimizer

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