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SMH vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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 72.15% return, which is significantly higher than ESPO's -15.10% return.


SMH

1D
1.72%
1M
8.30%
YTD
72.15%
6M
75.62%
1Y
136.32%
3Y*
60.05%
5Y*
38.42%
10Y*
37.49%

ESPO

1D
-0.29%
1M
-3.31%
YTD
-15.10%
6M
-16.17%
1Y
-14.92%
3Y*
16.96%
5Y*
5.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SMH
VanEck Semiconductor ETF
72.15%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-10.63%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.49%

Correlation

The correlation between SMH and ESPO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.59

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.70

Over the past year, the correlation between SMH and ESPO has dropped to 0.49 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

SMH vs. ESPO - Sectors Allocation Comparison


Sectors
SMH
ESPO

Technology

100.0%
8.2%

Basic Materials

-

-

Communication Services

-

78.1%

Consumer Cyclical

-

13.8%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

SMH
100.0%
ESPO
8.2%

Basic Materials

SMH

-

ESPO

-

Communication Services

SMH

-

ESPO
78.1%

Consumer Cyclical

SMH

-

ESPO
13.8%

Consumer Defensive

SMH

-

ESPO

-

Energy

SMH

-

ESPO

-

Financial Services

SMH

-

ESPO

-

Healthcare

SMH

-

ESPO

-

Industrials

SMH

-

ESPO

-

Real Estate

SMH

-

ESPO

-

Utilities

SMH

-

ESPO

-

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Return for Risk

SMH vs. ESPO — 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: 9797
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9494
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
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. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


SMHESPODifference
Sharpe ratioReturn per unit of total volatility

+4.93

Sortino ratioReturn per unit of downside risk

+5.28

Omega ratioGain probability vs. loss probability

1.60

0.88

+0.72

Calmar ratioReturn relative to maximum drawdown

9.18

-0.54

+9.72

Martin ratioReturn relative to average drawdown

33.74

-0.94

+34.68

SMH vs. ESPO - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 4.13, which is higher than the ESPO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of SMH and ESPO, 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

SMH vs. ESPO - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SMH and ESPO.


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Drawdown Indicators


SMHESPODifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-50.99%

-33.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-27.81%

+12.88%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-27.81%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-48.33%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-2.81%

-27.19%

+24.38%

Average Drawdown

Average peak-to-trough decline

-41.04%

-15.06%

-25.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

15.95%

-11.89%

Volatility

SMH vs. ESPO - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 16.25% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.25%

4.42%

+11.83%

Volatility (6M)

Calculated over the trailing 6-month period

27.73%

14.67%

+13.06%

Volatility (1Y)

Calculated over the trailing 1-year period

33.20%

18.83%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

25.10%

+10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

25.71%

+7.11%

SMH vs. ESPO - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is lower than ESPO's 0.55% expense ratio.


Dividends

SMH vs. ESPO - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.18%, less than ESPO's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.18%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 ESPO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMH has higher volatility (16.25%) compared to ESPO (4.42%). In terms of maximum drawdown, SMH dropped -84.96% vs ESPO's -50.99%.

On 5-year performance, SMH leads with 38.42% vs 5.49% for ESPO. On fees, SMH is cheaper at 0.35% per year. On volatility, ESPO has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SMH has performed better with a 38.42% return vs 5.49%. 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 0.55% for ESPO.

ESPO has the higher dividend yield at 1.47%, compared with 0.18% for SMH.

SMH is categorized as Semiconductors, while ESPO is Large Cap Growth Equities. SMH tracks MVIS US Listed Semiconductor 25 Index, while ESPO tracks MVIS Global Video Gaming and eSports Index. Their fees differ too: 0.35% for SMH and 0.55% for ESPO.

SMH currently has the higher Sharpe Ratio (4.13 vs -0.80), 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.

Portfolio Optimizer

Find the right allocation for SMH and ESPO

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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