SEMI vs. XDEQ.L
Compare and contrast key facts about Columbia Seligman Semiconductor & Technology ETF (SEMI) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
SEMI and XDEQ.L 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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEMI or XDEQ.L.
Key characteristics
| SEMI | XDEQ.L | |
|---|---|---|
| YTD Return | 13.18% | 19.98% |
| 1Y Return | 26.44% | 24.51% |
| Sharpe Ratio | 0.89 | 2.33 |
| Sortino Ratio | 1.35 | 3.35 |
| Omega Ratio | 1.17 | 1.44 |
| Calmar Ratio | 1.21 | 3.91 |
| Martin Ratio | 3.37 | 14.00 |
| Ulcer Index | 8.24% | 1.80% |
| Daily Std Dev | 31.25% | 10.77% |
| Max Drawdown | -31.64% | -23.79% |
| Current Drawdown | -13.44% | 0.00% |
Correlation
The correlation between SEMI and XDEQ.L is 0.60, 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.
Performance
SEMI vs. XDEQ.L - Performance Comparison
In the year-to-date period, SEMI achieves a 13.18% return, which is significantly lower than XDEQ.L's 19.98% 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. XDEQ.L - Expense Ratio Comparison
SEMI has a 0.75% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
SEMI vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Semiconductor & Technology ETF (SEMI) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). 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. XDEQ.L - Dividend Comparison
SEMI's dividend yield for the trailing twelve months is around 0.77%, while XDEQ.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
SEMI vs. XDEQ.L - Drawdown Comparison
The maximum SEMI drawdown since its inception was -31.64%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for SEMI and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
SEMI vs. XDEQ.L - Volatility Comparison
Columbia Seligman Semiconductor & Technology ETF (SEMI) has a higher volatility of 7.11% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.52%. This indicates that SEMI's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.