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SEMI vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SEMISOXX
YTD Return9.52%13.64%
1Y Return27.60%37.50%
Sharpe Ratio0.851.08
Daily Std Dev31.17%33.67%
Max Drawdown-31.64%-70.21%
Current Drawdown-16.24%-17.99%

Correlation

-0.50.00.51.01.0

The correlation between SEMI and SOXX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SEMI vs. SOXX - Performance Comparison

In the year-to-date period, SEMI achieves a 9.52% return, which is significantly lower than SOXX's 13.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
1.96%
-1.01%
SEMI
SOXX

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SEMI vs. SOXX - Expense Ratio Comparison

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


SEMI
Columbia Seligman Semiconductor & Technology ETF
Expense ratio chart for SEMI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

SEMI vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Semiconductor & Technology ETF (SEMI) and iShares PHLX Semiconductor ETF (SOXX). 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
Sharpe ratio
The chart of Sharpe ratio for SEMI, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for SEMI, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.0012.001.31
Omega ratio
The chart of Omega ratio for SEMI, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for SEMI, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.15
Martin ratio
The chart of Martin ratio for SEMI, currently valued at 3.68, compared to the broader market0.0020.0040.0060.0080.00100.003.68
SOXX
Sharpe ratio
The chart of Sharpe ratio for SOXX, currently valued at 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for SOXX, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.0012.001.56
Omega ratio
The chart of Omega ratio for SOXX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for SOXX, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.46
Martin ratio
The chart of Martin ratio for SOXX, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.00100.004.39

SEMI vs. SOXX - Sharpe Ratio Comparison

The current SEMI Sharpe Ratio is 0.85, which roughly equals the SOXX Sharpe Ratio of 1.08. The chart below compares the 12-month rolling Sharpe Ratio of SEMI and SOXX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.85
1.08
SEMI
SOXX

Dividends

SEMI vs. SOXX - Dividend Comparison

SEMI's dividend yield for the trailing twelve months is around 0.80%, more than SOXX's 0.67% yield.


TTM20232022202120202019201820172016201520142013
SEMI
Columbia Seligman Semiconductor & Technology ETF
0.80%0.87%0.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%

Drawdowns

SEMI vs. SOXX - Drawdown Comparison

The maximum SEMI drawdown since its inception was -31.64%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SEMI and SOXX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-16.24%
-17.99%
SEMI
SOXX

Volatility

SEMI vs. SOXX - Volatility Comparison

The current volatility for Columbia Seligman Semiconductor & Technology ETF (SEMI) is 11.17%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 12.64%. This indicates that SEMI experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AprilMayJuneJulyAugustSeptember
11.17%
12.64%
SEMI
SOXX