SMGB.L vs. LLY
SMGB.L (VanEck Semiconductor UCITS ETF) is Semiconductors fund tracking the MarketVector US Listed Semiconductor 10% Capped Screened Index, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, SMGB.L returned 38.58%/yr vs 41.04%/yr for LLY. At a 0.05 correlation, their price movements are largely independent.
Performance
SMGB.L vs. LLY - Performance Comparison
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Different Trading Currencies
SMGB.L is traded in GBP, while LLY is traded in USD. To make them comparable, the LLY 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 87.48% return, which is significantly higher than LLY's 6.32% return.
SMGB.L
- 1D
- 5.59%
- 1M
- 11.03%
- YTD
- 87.48%
- 6M
- 89.61%
- 1Y
- 168.08%
- 3Y*
- 55.48%
- 5Y*
- 38.58%
- 10Y*
- —
LLY
- 1D
- -2.32%
- 1M
- 12.72%
- YTD
- 6.32%
- 6M
- 10.37%
- 1Y
- 40.99%
- 3Y*
- 34.68%
- 5Y*
- 41.04%
- 10Y*
- 34.14%
SMGB.L vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMGB.L VanEck Semiconductor UCITS ETF | 87.48% | 38.79% | 26.32% | 66.15% | -27.78% | 44.41% | -0.72% |
LLY Eli Lilly and Company | 6.32% | 30.25% | 35.63% | 52.87% | 50.22% | 67.65% | 4.85% |
Correlation
The correlation between SMGB.L and LLY is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.05 |
The correlation between SMGB.L and LLY shifts across timeframes, from -0.03 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SMGB.L vs. LLY — Risk / Return Rank
SMGB.L
LLY
SMGB.L vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (SMGB.L) and Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.94 | ||
| Sortino ratioReturn per unit of downside risk | +3.56 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.23 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 13.71 | 1.72 | +11.99 |
| Martin ratioReturn relative to average drawdown | 45.80 | 4.13 | +41.67 |
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Drawdowns
SMGB.L vs. LLY - Drawdown Comparison
The maximum SMGB.L drawdown since its inception was -36.23%, roughly equal to the maximum LLY drawdown of -36.33%. Use the drawdown chart below to compare losses from any high point for SMGB.L and LLY.
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Drawdown Indicators
| SMGB.L | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.23% | -36.33% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -24.98% | +13.04% |
Max Drawdown (3Y)Largest decline over 3 years | -36.23% | -36.33% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -36.23% | -36.33% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -1.44% | -2.32% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -8.41% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 10.38% | -6.80% |
Volatility
SMGB.L vs. LLY - Volatility Comparison
VanEck Semiconductor UCITS ETF (SMGB.L) has a higher volatility of 13.95% compared to Eli Lilly and Company (LLY) at 9.52%. This indicates that SMGB.L's price experiences larger fluctuations and is considered to be riskier than LLY 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 | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.95% | 9.52% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 25.73% | 27.10% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.29% | 37.94% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.70% | 32.85% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 31.30% | -0.90% |
Dividends
SMGB.L vs. LLY - Dividend Comparison
SMGB.L has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMGB.L and LLY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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