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SMGB.L vs. ^SPNY
Performance
Return for Risk
Drawdowns
Volatility

Performance

SMGB.L vs. ^SPNY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Semiconductor UCITS ETF (SMGB.L) and S&P 500 Energy Index (^SPNY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMGB.L is traded in GBP, while ^SPNY is traded in USD. To make them comparable, the ^SPNY values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMGB.L achieves a 95.48% return, which is significantly higher than ^SPNY's 30.24% return.


SMGB.L

1D
1.71%
1M
10.88%
YTD
95.48%
6M
96.93%
1Y
166.11%
3Y*
60.25%
5Y*
38.69%
10Y*

^SPNY

1D
1.74%
1M
1.68%
YTD
30.24%
6M
31.73%
1Y
40.38%
3Y*
10.67%
5Y*
17.74%
10Y*
6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMGB.L vs. ^SPNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMGB.L
VanEck Semiconductor UCITS ETF
95.48%38.79%26.32%66.15%-27.78%44.41%-0.72%
^SPNY
S&P 500 Energy Index
30.24%-2.52%4.10%-9.56%77.95%49.14%-6.77%

Correlation

The correlation between SMGB.L and ^SPNY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.06

The correlation between SMGB.L and ^SPNY shifts across timeframes, from -0.07 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMGB.L vs. ^SPNY — Risk / Return Rank

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

SMGB.L
SMGB.L Risk / Return Rank: 9797
Overall Rank
SMGB.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMGB.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMGB.L Omega Ratio Rank: 9595
Omega Ratio Rank
SMGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMGB.L Martin Ratio Rank: 9898
Martin Ratio Rank

^SPNY
^SPNY Risk / Return Rank: 6868
Overall Rank
^SPNY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^SPNY Sortino Ratio Rank: 6565
Sortino Ratio Rank
^SPNY Omega Ratio Rank: 6363
Omega Ratio Rank
^SPNY Calmar Ratio Rank: 8282
Calmar Ratio Rank
^SPNY Martin Ratio Rank: 6262
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.

SMGB.L vs. ^SPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (SMGB.L) and S&P 500 Energy Index (^SPNY). 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.


SMGB.L^SPNYDifference
Sharpe ratioReturn per unit of total volatility

+3.07

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.66

1.32

+0.34

Calmar ratioReturn relative to maximum drawdown

13.83

2.98

+10.84

Martin ratioReturn relative to average drawdown

45.63

8.38

+37.25

SMGB.L vs. ^SPNY - Sharpe Ratio Comparison

The current SMGB.L Sharpe Ratio is 4.97, which is higher than the ^SPNY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SMGB.L and ^SPNY, 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

SMGB.L vs. ^SPNY - Drawdown Comparison

The maximum SMGB.L drawdown since its inception was -36.23%, smaller than the maximum ^SPNY drawdown of -66.14%. Use the drawdown chart below to compare losses from any high point for SMGB.L and ^SPNY.


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Drawdown Indicators


SMGB.L^SPNYDifference

Max Drawdown

Largest peak-to-trough decline

-36.23%

-66.14%

+29.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-14.07%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-36.23%

-23.61%

-12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-26.82%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-66.14%

Current Drawdown

Current decline from peak

-4.06%

-8.44%

+4.38%

Average Drawdown

Average peak-to-trough decline

-9.78%

-17.20%

+7.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

5.01%

-1.38%

Volatility

SMGB.L vs. ^SPNY - Volatility Comparison

VanEck Semiconductor UCITS ETF (SMGB.L) has a higher volatility of 14.05% compared to S&P 500 Energy Index (^SPNY) at 8.91%. This indicates that SMGB.L's price experiences larger fluctuations and is considered to be riskier than ^SPNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMGB.L^SPNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.05%

8.91%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

26.51%

17.81%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

33.19%

22.10%

+11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.92%

25.80%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.53%

29.35%

+1.18%

Frequently Asked Questions


SMGB.L and ^SPNY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SMGB.L and ^SPNY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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