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

Performance

SEMI.AX vs. USD.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X Semiconductor ETF (SEMI.AX) and BetaShares U.S. Dollar ETF (USD.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 USD.AX's -2.28% return.


SEMI.AX

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

USD.AX

1D
0.21%
1M
1.46%
6M
-2.21%
YTD
-2.28%
1Y
-3.95%
3Y*
3.53%
5Y*
4.51%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AX vs. USD.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%
USD.AX
BetaShares U.S. Dollar ETF
-2.28%-3.37%15.22%3.37%8.32%0.15%

Correlation

The correlation between SEMI.AX and USD.AX is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.33

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

-0.20

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

-0.24

The correlation between SEMI.AX and USD.AX shifts across timeframes, from -0.33 (1 year) to -0.20 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SEMI.AX vs. USD.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

USD.AX
USD.AX Risk / Return Rank: 66
Overall Rank
USD.AX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
USD.AX Sortino Ratio Rank: 66
Sortino Ratio Rank
USD.AX Omega Ratio Rank: 66
Omega Ratio Rank
USD.AX Calmar Ratio Rank: 66
Calmar Ratio Rank
USD.AX Martin Ratio Rank: 66
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. USD.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Semiconductor ETF (SEMI.AX) and BetaShares U.S. Dollar ETF (USD.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.AXUSD.AXDifference
Sharpe ratioReturn per unit of total volatility

+3.23

Sortino ratioReturn per unit of downside risk

+3.72

Omega ratioGain probability vs. loss probability

1.44

0.94

+0.50

Calmar ratioReturn relative to maximum drawdown

4.80

-0.39

+5.19

Martin ratioReturn relative to average drawdown

21.73

-0.71

+22.44

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

The current SEMI.AX Sharpe Ratio is 2.81, which is higher than the USD.AX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SEMI.AX and USD.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. USD.AX - Drawdown Comparison

The maximum SEMI.AX drawdown since its inception was -38.85%, which is greater than USD.AX's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for SEMI.AX and USD.AX.


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Drawdown Indicators


SEMI.AXUSD.AXDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-30.05%

-8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.90%

-9.84%

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-32.53%

-14.54%

-17.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-30.05%

Current Drawdown

Current decline from peak

-20.90%

-10.55%

-10.35%

Average Drawdown

Average peak-to-trough decline

-10.86%

-9.62%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

5.50%

-0.83%

Volatility

SEMI.AX vs. USD.AX - Volatility Comparison

Global X Semiconductor ETF (SEMI.AX) has a higher volatility of 16.59% compared to BetaShares U.S. Dollar ETF (USD.AX) at 1.68%. This indicates that SEMI.AX's price experiences larger fluctuations and is considered to be riskier than USD.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.AXUSD.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

1.68%

+14.91%

Volatility (6M)

Calculated over the trailing 6-month period

30.75%

7.32%

+23.43%

Volatility (1Y)

Calculated over the trailing 1-year period

35.63%

9.45%

+26.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.80%

11.02%

+20.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.80%

10.56%

+21.24%

Dividends

SEMI.AX vs. USD.AX - Dividend Comparison

SEMI.AX's dividend yield for the trailing twelve months is around 8.25%, while USD.AX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
USD.AX
BetaShares U.S. Dollar ETF
0.00%2.53%3.89%3.39%0.00%0.00%1.19%2.37%0.76%0.17%0.08%

Frequently Asked Questions


SEMI.AX and USD.AX have a correlation of -0.33, 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 USD.AX tracks BetaShares U.S. Dollar Index. They also come from different issuers: Global X and BetaShares.

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