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SHLD vs. SMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. SMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) and NuScale Power Corporation (SMR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly higher than SMR's -30.20% return.


SHLD

1D
-2.04%
1M
2.37%
YTD
-1.50%
6M
-1.03%
1Y
8.26%
3Y*
5Y*
10Y*

SMR

1D
3.34%
1M
-11.93%
YTD
-30.20%
6M
-46.07%
1Y
-74.52%
3Y*
5.43%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. SMR - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
SMR
NuScale Power Corporation
-30.20%-20.97%444.98%-46.76%

Correlation

The correlation between SHLD and SMR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.33

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Return for Risk

SHLD vs. SMR — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

SMR
SMR Risk / Return Rank: 1010
Overall Rank
SMR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 99
Sortino Ratio Rank
SMR Omega Ratio Rank: 1212
Omega Ratio Rank
SMR Calmar Ratio Rank: 66
Calmar Ratio Rank
SMR Martin Ratio Rank: 1212
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.

SHLD vs. SMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) and NuScale Power Corporation (SMR). 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.


SHLDSMRDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.09

0.87

+0.22

Calmar ratioReturn relative to maximum drawdown

0.52

-0.91

+1.43

Martin ratioReturn relative to average drawdown

1.28

-1.32

+2.60

SHLD vs. SMR - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the SMR Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of SHLD and SMR, 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

SHLD vs. SMR - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum SMR drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for SHLD and SMR.


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Drawdown Indicators


SHLDSMRDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-87.47%

+67.37%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-82.86%

+62.76%

Max Drawdown (3Y)

Largest decline over 3 years

-82.86%

Max Drawdown (5Y)

Largest decline over 5 years

-87.47%

Current Drawdown

Current decline from peak

-18.20%

-81.49%

+63.29%

Average Drawdown

Average peak-to-trough decline

-3.34%

-35.08%

+31.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

57.39%

-49.27%

Volatility

SHLD vs. SMR - Volatility Comparison

The current volatility for Global X Defense Tech ETF (SHLD) is 9.05%, while NuScale Power Corporation (SMR) has a volatility of 28.93%. This indicates that SHLD experiences smaller price fluctuations and is considered to be less risky than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHLDSMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

28.93%

-19.88%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

69.57%

-49.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

102.59%

-78.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

93.50%

-72.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

89.31%

-68.02%

Dividends

SHLD vs. SMR - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, while SMR has not paid dividends to shareholders.


PositionTTM202520242023
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%
SMR
NuScale Power Corporation
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHLD and SMR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMR has higher volatility (28.93%) compared to SHLD (9.05%). In terms of maximum drawdown, SHLD dropped -20.10% vs SMR's -87.47%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SHLD and SMR

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