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SMGB.L vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMGB.L vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Semiconductor UCITS ETF (SMGB.L) and Netflix, Inc. (NFLX). 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 NFLX is traded in USD. To make them comparable, the NFLX 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 NFLX's -13.88% 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*

NFLX

1D
-1.06%
1M
-7.61%
YTD
-13.88%
6M
-15.81%
1Y
-32.90%
3Y*
20.15%
5Y*
11.59%
10Y*
24.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMGB.L vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMGB.L
VanEck Semiconductor UCITS ETF
87.48%38.79%26.32%66.15%-27.78%44.41%-0.72%
NFLX
Netflix, Inc.
-13.88%-2.30%86.27%56.86%-45.23%12.47%7.49%

Correlation

The correlation between SMGB.L and NFLX is -0.05, 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

-0.05

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

0.16

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

0.22

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

0.22

The correlation between SMGB.L and NFLX shifts across timeframes, from -0.05 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SMGB.L vs. NFLX — 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

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (SMGB.L) and Netflix, Inc. (NFLX). 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.LNFLXDifference
Sharpe ratioReturn per unit of total volatility

+6.05

Sortino ratioReturn per unit of downside risk

+6.56

Omega ratioGain probability vs. loss probability

1.68

0.83

+0.84

Calmar ratioReturn relative to maximum drawdown

13.71

-0.77

+14.48

Martin ratioReturn relative to average drawdown

45.80

-1.38

+47.18

SMGB.L vs. NFLX - Sharpe Ratio Comparison

The current SMGB.L Sharpe Ratio is 5.07, which is higher than the NFLX Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of SMGB.L and NFLX, 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. NFLX - Drawdown Comparison

The maximum SMGB.L drawdown since its inception was -36.23%, smaller than the maximum NFLX drawdown of -82.03%. Use the drawdown chart below to compare losses from any high point for SMGB.L and NFLX.


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Drawdown Indicators


SMGB.LNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-36.23%

-82.03%

+45.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-42.91%

+30.97%

Max Drawdown (3Y)

Largest decline over 3 years

-36.23%

-42.91%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-73.51%

+37.28%

Max Drawdown (10Y)

Largest decline over 10 years

-73.51%

Current Drawdown

Current decline from peak

-1.44%

-38.56%

+37.12%

Average Drawdown

Average peak-to-trough decline

-9.83%

-19.72%

+9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

23.85%

-20.27%

Volatility

SMGB.L vs. NFLX - Volatility Comparison

VanEck Semiconductor UCITS ETF (SMGB.L) has a higher volatility of 13.95% compared to Netflix, Inc. (NFLX) at 5.81%. This indicates that SMGB.L's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMGB.LNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.95%

5.81%

+8.14%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

24.97%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

32.29%

33.90%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.70%

42.16%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.40%

41.27%

-10.87%

Dividends

SMGB.L vs. NFLX - Dividend Comparison

Neither SMGB.L nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMGB.L and NFLX have a correlation of -0.05, 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 NFLX

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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