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SEMI.AS vs. V3AA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMI.AS vs. V3AA.DE - 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 Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). 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 V3AA.DE is traded in EUR. To make them comparable, the V3AA.DE 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 96.74% return, which is significantly higher than V3AA.DE's 11.47% return.


SEMI.AS

1D
-2.70%
1M
22.71%
YTD
96.74%
6M
99.56%
1Y
197.62%
3Y*
60.68%
5Y*
10Y*

V3AA.DE

1D
0.02%
1M
5.13%
YTD
11.47%
6M
13.32%
1Y
29.23%
3Y*
20.83%
5Y*
10.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AS vs. V3AA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEMI.AS
iShares MSCI Global Semiconductors UCITS ETF USD Acc
96.74%53.14%15.06%65.69%-35.80%14.84%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
11.47%21.47%17.30%24.44%-22.56%3.83%

Correlation

The correlation between SEMI.AS and V3AA.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.78

The correlation between SEMI.AS and V3AA.DE has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

SEMI.AS vs. V3AA.DE — 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: 9797
Overall Rank
SEMI.AS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEMI.AS Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEMI.AS Omega Ratio Rank: 9696
Omega Ratio Rank
SEMI.AS Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEMI.AS Martin Ratio Rank: 9797
Martin Ratio Rank

V3AA.DE
V3AA.DE Risk / Return Rank: 6868
Overall Rank
V3AA.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
V3AA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
V3AA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
V3AA.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
V3AA.DE Martin Ratio Rank: 7272
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. V3AA.DE - 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 Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). 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.


SEMI.ASV3AA.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.75

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.76

1.39

+0.37

Calmar ratioReturn relative to maximum drawdown

13.30

2.83

+10.48

Martin ratioReturn relative to average drawdown

49.34

11.76

+37.57

SEMI.AS vs. V3AA.DE - Sharpe Ratio Comparison

The current SEMI.AS Sharpe Ratio is 5.96, which is higher than the V3AA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of SEMI.AS and V3AA.DE, 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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Sharpe Ratios by Period


SEMI.ASV3AA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.96

2.20

+3.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.73

+0.36

Drawdowns

SEMI.AS vs. V3AA.DE - Drawdown Comparison

The maximum SEMI.AS drawdown since its inception was -45.27%, which is greater than V3AA.DE's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for SEMI.AS and V3AA.DE.


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Drawdown Indicators


SEMI.ASV3AA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-29.60%

-15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-10.30%

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-38.23%

-18.70%

-19.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

Current Drawdown

Current decline from peak

-2.70%

-0.91%

-1.79%

Average Drawdown

Average peak-to-trough decline

-13.39%

-7.42%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.48%

+1.47%

Volatility

SEMI.AS vs. V3AA.DE - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) has a higher volatility of 13.20% compared to Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) at 3.81%. This indicates that SEMI.AS's price experiences larger fluctuations and is considered to be riskier than V3AA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMI.ASV3AA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

3.81%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

25.85%

10.18%

+15.67%

Volatility (1Y)

Calculated over the trailing 1-year period

32.56%

13.20%

+19.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.61%

15.92%

+15.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

15.87%

+15.74%

SEMI.AS vs. V3AA.DE - Expense Ratio Comparison

SEMI.AS has a 0.35% expense ratio, which is higher than V3AA.DE's 0.24% expense ratio.


Dividends

SEMI.AS vs. V3AA.DE - Dividend Comparison

Neither SEMI.AS nor V3AA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SEMI.AS and V3AA.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3AA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3AA.DE is cheaper with a 0.24% expense ratio, compared with 0.35% for SEMI.AS.

SEMI.AS is categorized as Semiconductors, while V3AA.DE is Global Equities. SEMI.AS tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index, while V3AA.DE tracks FTSE Global All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for SEMI.AS and 0.24% for V3AA.DE.

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