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SEMI.AX vs. IVE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMI.AX vs. IVE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X Semiconductor ETF (SEMI.AX) and iShares MSCI EAFE ETF (AU) (IVE.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEMI.AX achieves a 59.90% return, which is significantly higher than IVE.AX's 3.52% return.


SEMI.AX

1D
-7.68%
1M
-15.15%
6M
42.26%
YTD
59.90%
1Y
104.12%
3Y*
51.37%
5Y*
10Y*

IVE.AX

1D
-1.72%
1M
-1.09%
6M
0.19%
YTD
3.52%
1Y
10.92%
3Y*
12.87%
5Y*
9.77%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AX vs. IVE.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEMI.AX
Global X Semiconductor ETF
59.90%43.80%35.17%69.12%-30.92%15.60%
IVE.AX
iShares MSCI EAFE ETF (AU)
3.52%21.53%11.29%16.82%-6.23%-0.18%

Correlation

The correlation between SEMI.AX and IVE.AX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2021

0.49

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Return for Risk

SEMI.AX vs. IVE.AX — Risk / Return Rank

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

SEMI.AX
SEMI.AX Risk / Return Rank: 9292
Overall Rank
SEMI.AX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SEMI.AX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SEMI.AX Omega Ratio Rank: 9090
Omega Ratio Rank
SEMI.AX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SEMI.AX Martin Ratio Rank: 9595
Martin Ratio Rank

IVE.AX
IVE.AX Risk / Return Rank: 3030
Overall Rank
IVE.AX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IVE.AX Sortino Ratio Rank: 3030
Sortino Ratio Rank
IVE.AX Omega Ratio Rank: 3131
Omega Ratio Rank
IVE.AX Calmar Ratio Rank: 2727
Calmar Ratio Rank
IVE.AX Martin Ratio Rank: 3131
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.AX vs. IVE.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Semiconductor ETF (SEMI.AX) and iShares MSCI EAFE ETF (AU) (IVE.AX). 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.AXIVE.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.44

1.17

+0.28

Calmar ratioReturn relative to maximum drawdown

4.80

0.99

+3.80

Martin ratioReturn relative to average drawdown

21.73

3.36

+18.37

SEMI.AX vs. IVE.AX - Sharpe Ratio Comparison

The current SEMI.AX Sharpe Ratio is 2.81, which is higher than the IVE.AX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SEMI.AX and IVE.AX, 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.AX vs. IVE.AX - Drawdown Comparison

The maximum SEMI.AX drawdown since its inception was -38.85%, smaller than the maximum IVE.AX drawdown of -45.63%. Use the drawdown chart below to compare losses from any high point for SEMI.AX and IVE.AX.


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Drawdown Indicators


SEMI.AXIVE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-45.63%

+6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-20.90%

-10.66%

-10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-32.53%

-10.66%

-21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-24.20%

Current Drawdown

Current decline from peak

-20.90%

-3.35%

-17.55%

Average Drawdown

Average peak-to-trough decline

-10.86%

-13.68%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

3.18%

+1.49%

Volatility

SEMI.AX vs. IVE.AX - Volatility Comparison

Global X Semiconductor ETF (SEMI.AX) has a higher volatility of 16.59% compared to iShares MSCI EAFE ETF (AU) (IVE.AX) at 3.31%. This indicates that SEMI.AX's price experiences larger fluctuations and is considered to be riskier than IVE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMI.AXIVE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

3.31%

+13.28%

Volatility (6M)

Calculated over the trailing 6-month period

30.75%

10.99%

+19.76%

Volatility (1Y)

Calculated over the trailing 1-year period

35.63%

12.52%

+23.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.80%

12.14%

+19.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.80%

12.77%

+19.03%

Dividends

SEMI.AX vs. IVE.AX - Dividend Comparison

SEMI.AX's dividend yield for the trailing twelve months is around 8.25%, more than IVE.AX's 3.65% yield.


PositionTTM202520242023202220212020201920182017
IVE.AX
iShares MSCI EAFE ETF (AU)
3.65%3.54%1.59%2.76%3.74%3.49%2.53%4.82%3.37%1.17%
SEMI.AX
Global X Semiconductor ETF
8.25%5.60%3.44%0.54%0.96%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEMI.AX and IVE.AX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEMI.AX tracks Global X Semiconductor Index, while IVE.AX tracks iShares MSCI EAFE Index. They also come from different issuers: Global X and iShares.

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