SEMI vs. USD
Compare and contrast key facts about Columbia Seligman Semiconductor & Technology ETF (SEMI) and ProShares Ultra Semiconductors (USD).
SEMI and USD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEMI is an actively managed fund by Columbia. It was launched on Mar 29, 2022. USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEMI or USD.
Key characteristics
| SEMI | USD | |
|---|---|---|
| YTD Return | 13.18% | 154.94% |
| 1Y Return | 26.44% | 200.78% |
| Sharpe Ratio | 0.89 | 2.53 |
| Sortino Ratio | 1.35 | 2.69 |
| Omega Ratio | 1.17 | 1.35 |
| Calmar Ratio | 1.21 | 4.19 |
| Martin Ratio | 3.37 | 11.10 |
| Ulcer Index | 8.24% | 18.06% |
| Daily Std Dev | 31.25% | 79.18% |
| Max Drawdown | -31.64% | -87.93% |
| Current Drawdown | -13.44% | -15.71% |
Correlation
The correlation between SEMI and USD is 0.91, 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. USD - Performance Comparison
In the year-to-date period, SEMI achieves a 13.18% return, which is significantly lower than USD's 154.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEMI vs. USD - Expense Ratio Comparison
SEMI has a 0.75% expense ratio, which is lower than USD's 0.95% expense ratio.
Risk-Adjusted Performance
SEMI vs. USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Semiconductor & Technology ETF (SEMI) and ProShares Ultra Semiconductors (USD). 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.
Dividends
SEMI vs. USD - Dividend Comparison
SEMI's dividend yield for the trailing twelve months is around 0.77%, more than USD's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEMI Columbia Seligman Semiconductor & Technology ETF | 0.77% | 0.87% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.30% | 0.00% | 0.22% | 1.08% | 1.33% | 0.57% | 7.43% | 0.39% | 2.89% | 1.08% |
Drawdowns
SEMI vs. USD - Drawdown Comparison
The maximum SEMI drawdown since its inception was -31.64%, smaller than the maximum USD drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for SEMI and USD. For additional features, visit the drawdowns tool.
Volatility
SEMI vs. USD - Volatility Comparison
The current volatility for Columbia Seligman Semiconductor & Technology ETF (SEMI) is 7.11%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.50%. This indicates that SEMI experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.