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SEMI vs. NJNK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEMI vs. NJNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Technology ETF (SEMI) and Columbia U.S. High Yield ETF (NJNK). The values are adjusted to include any dividend payments, if applicable.

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SEMI vs. NJNK - Yearly Performance Comparison


2026 (YTD)20252024
SEMI
Columbia Select Technology ETF
-4.20%24.91%9.37%
NJNK
Columbia U.S. High Yield ETF
-0.36%9.03%0.62%

Returns By Period

In the year-to-date period, SEMI achieves a -4.20% return, which is significantly lower than NJNK's -0.36% return.


SEMI

1D
1.64%
1M
-4.22%
YTD
-4.20%
6M
-2.68%
1Y
38.05%
3Y*
18.74%
5Y*
10Y*

NJNK

1D
0.22%
1M
-0.72%
YTD
-0.36%
6M
1.20%
1Y
7.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEMI vs. NJNK - Expense Ratio Comparison

SEMI has a 0.75% expense ratio, which is higher than NJNK's 0.46% expense ratio.


Return for Risk

SEMI vs. NJNK — Risk / Return Rank

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

SEMI
SEMI Risk / Return Rank: 7777
Overall Rank
SEMI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SEMI Sortino Ratio Rank: 7676
Sortino Ratio Rank
SEMI Omega Ratio Rank: 7272
Omega Ratio Rank
SEMI Calmar Ratio Rank: 8686
Calmar Ratio Rank
SEMI Martin Ratio Rank: 8181
Martin Ratio Rank

NJNK
NJNK Risk / Return Rank: 7373
Overall Rank
NJNK Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NJNK Sortino Ratio Rank: 7575
Sortino Ratio Rank
NJNK Omega Ratio Rank: 7575
Omega Ratio Rank
NJNK Calmar Ratio Rank: 6666
Calmar Ratio Rank
NJNK Martin Ratio Rank: 7878
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 vs. NJNK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Technology ETF (SEMI) and Columbia U.S. High Yield ETF (NJNK). 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.


SEMINJNKDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.36

-0.01

Sortino ratio

Return per unit of downside risk

1.98

2.03

-0.05

Omega ratio

Gain probability vs. loss probability

1.28

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

2.72

1.96

+0.76

Martin ratio

Return relative to average drawdown

9.45

9.57

-0.12

SEMI vs. NJNK - Sharpe Ratio Comparison

The current SEMI Sharpe Ratio is 1.35, which is comparable to the NJNK Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SEMI and NJNK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SEMINJNKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.36

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.22

-0.84

Correlation

The correlation between SEMI and NJNK is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SEMI vs. NJNK - Dividend Comparison

SEMI's dividend yield for the trailing twelve months is around 4.68%, less than NJNK's 6.37% yield.


TTM2025202420232022
SEMI
Columbia Select Technology ETF
4.68%4.48%0.96%0.87%0.67%
NJNK
Columbia U.S. High Yield ETF
6.37%6.34%2.05%0.00%0.00%

Drawdowns

SEMI vs. NJNK - Drawdown Comparison

The maximum SEMI drawdown since its inception was -32.93%, which is greater than NJNK's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for SEMI and NJNK.


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Drawdown Indicators


SEMINJNKDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-4.48%

-28.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-3.83%

-10.58%

Current Drawdown

Current decline from peak

-8.86%

-1.23%

-7.63%

Average Drawdown

Average peak-to-trough decline

-9.62%

-0.50%

-9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

0.79%

+3.36%

Volatility

SEMI vs. NJNK - Volatility Comparison

Columbia Select Technology ETF (SEMI) has a higher volatility of 9.40% compared to Columbia U.S. High Yield ETF (NJNK) at 2.08%. This indicates that SEMI's price experiences larger fluctuations and is considered to be riskier than NJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMINJNKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

2.08%

+7.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

3.07%

+14.41%

Volatility (1Y)

Calculated over the trailing 1-year period

28.36%

5.38%

+22.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.84%

4.84%

+27.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

4.84%

+27.00%