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SMH vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMH achieves a 77.13% return, which is significantly lower than BNO's 90.47% return. Over the past 10 years, SMH has outperformed BNO with an annualized return of 37.68%, while BNO has yielded a comparatively lower 13.60% annualized return.


SMH

1D
0.90%
1M
25.87%
YTD
77.13%
6M
75.61%
1Y
157.20%
3Y*
64.17%
5Y*
39.21%
10Y*
37.68%

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
77.13%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%

Correlation

The correlation between SMH and BNO is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.03

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2010

0.18

The correlation between SMH and BNO shifts across timeframes, from -0.22 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMH vs. BNO — Risk / Return Rank

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

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

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

SMH vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and United States Brent Oil Fund LP (BNO). 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.


SMHBNODifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.72

1.38

+0.35

Calmar ratioReturn relative to maximum drawdown

10.59

5.17

+5.42

Martin ratioReturn relative to average drawdown

40.63

9.76

+30.87

SMH vs. BNO - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 5.19, which is higher than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SMH and BNO, 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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Sharpe Ratios by Period


SMHBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.19

2.23

+2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.69

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.37

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.14

+0.20

Drawdowns

SMH vs. BNO - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, roughly equal to the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for SMH and BNO.


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Drawdown Indicators


SMHBNODifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-87.06%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-17.87%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-23.75%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-33.70%

-11.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

-75.18%

+29.88%

Current Drawdown

Current decline from peak

0.00%

-10.29%

+10.29%

Average Drawdown

Average peak-to-trough decline

-41.09%

-40.17%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

9.45%

-5.56%

Volatility

SMH vs. BNO - Volatility Comparison

The current volatility for VanEck Semiconductor ETF (SMH) is 11.47%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that SMH experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

14.22%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

24.29%

36.10%

-11.81%

Volatility (1Y)

Calculated over the trailing 1-year period

30.56%

41.46%

-10.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.01%

35.38%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

36.68%

-4.11%

SMH vs. BNO - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

SMH vs. BNO - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.17%, while BNO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.17%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


SMH and BNO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to SMH (11.47%). In terms of maximum drawdown, SMH dropped -84.96% vs BNO's -87.06%.

On 10-year performance, SMH leads with 37.68% vs 13.60% for BNO. On fees, SMH is cheaper at 0.35% per year. On volatility, SMH has been the lower-risk option at 11.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMH has performed better with a 37.68% return vs 13.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMH is cheaper with a 0.35% expense ratio, compared with 0.90% for BNO.

SMH has the higher dividend yield at 0.17%, compared with 0.00% for BNO.

SMH is categorized as Semiconductors, while BNO is Oil & Gas. SMH tracks MVIS US Listed Semiconductor 25 Index, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: VanEck and Concierge Technologies. Their fees differ too: 0.35% for SMH and 0.90% for BNO.

SMH currently has the higher Sharpe Ratio (5.19 vs 2.23), 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.

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