SMGB.L vs. EQQQ.DE
Compare and contrast key facts about VanEck Semiconductor UCITS ETF (SMGB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
SMGB.L and EQQQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 1, 2020. EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both SMGB.L and EQQQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMGB.L or EQQQ.DE.
Performance
SMGB.L vs. EQQQ.DE - Performance Comparison
Returns By Period
In the year-to-date period, SMGB.L achieves a 21.09% return, which is significantly lower than EQQQ.DE's 27.33% return.
SMGB.L
21.09%
-1.27%
-2.67%
32.30%
N/A
N/A
EQQQ.DE
27.33%
3.62%
13.87%
34.11%
21.13%
19.61%
Key characteristics
| SMGB.L | EQQQ.DE | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.03 |
| Sortino Ratio | 1.54 | 2.70 |
| Omega Ratio | 1.20 | 1.38 |
| Calmar Ratio | 1.25 | 2.53 |
| Martin Ratio | 3.16 | 8.37 |
| Ulcer Index | 9.99% | 4.06% |
| Daily Std Dev | 29.20% | 16.62% |
| Max Drawdown | -35.48% | -47.04% |
| Current Drawdown | -16.02% | -2.52% |
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SMGB.L vs. EQQQ.DE - Expense Ratio Comparison
SMGB.L has a 0.35% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.
Correlation
The correlation between SMGB.L and EQQQ.DE is 0.83, 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.
Risk-Adjusted Performance
SMGB.L vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (SMGB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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
SMGB.L vs. EQQQ.DE - Dividend Comparison
SMGB.L has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
SMGB.L vs. EQQQ.DE - Drawdown Comparison
The maximum SMGB.L drawdown since its inception was -35.48%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for SMGB.L and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
SMGB.L vs. EQQQ.DE - Volatility Comparison
VanEck Semiconductor UCITS ETF (SMGB.L) has a higher volatility of 7.69% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 5.06%. This indicates that SMGB.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.