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SMH vs. IBTS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. IBTS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMH is traded in USD, while IBTS.L is traded in GBP. To make them comparable, the IBTS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMH achieves a 72.15% return, which is significantly higher than IBTS.L's 0.32% return. Over the past 10 years, SMH has outperformed IBTS.L with an annualized return of 37.49%, while IBTS.L has yielded a comparatively lower 1.72% annualized 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%

IBTS.L

1D
-0.65%
1M
0.01%
YTD
0.32%
6M
0.62%
1Y
3.01%
3Y*
4.18%
5Y*
1.83%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. IBTS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
72.15%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.32%5.49%4.02%3.79%-3.89%-0.28%2.72%4.39%1.15%0.10%

Correlation

The correlation between SMH and IBTS.L is 0.09, 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

0.09

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

0.07

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

0.10

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.06

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Return for Risk

SMH vs. IBTS.L — 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

IBTS.L
IBTS.L Risk / Return Rank: 2323
Overall Rank
IBTS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2323
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. IBTS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L). 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.


SMHIBTS.LDifference
Sharpe ratioReturn per unit of total volatility

+3.42

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.60

1.12

+0.48

Calmar ratioReturn relative to maximum drawdown

9.18

2.80

+6.38

Martin ratioReturn relative to average drawdown

33.74

8.03

+25.70

SMH vs. IBTS.L - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 4.13, which is higher than the IBTS.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SMH and IBTS.L, 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. IBTS.L - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than IBTS.L's maximum drawdown of -16.87%. Use the drawdown chart below to compare losses from any high point for SMH and IBTS.L.


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Drawdown Indicators


SMHIBTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-16.87%

-68.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-1.07%

-13.86%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-1.45%

-34.29%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-6.87%

-38.43%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

-7.24%

-38.06%

Current Drawdown

Current decline from peak

-2.81%

-0.65%

-2.16%

Average Drawdown

Average peak-to-trough decline

-41.04%

-10.07%

-30.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

0.37%

+3.69%

Volatility

SMH vs. IBTS.L - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 16.25% compared to iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) at 1.60%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than IBTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHIBTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.25%

1.60%

+14.65%

Volatility (6M)

Calculated over the trailing 6-month period

27.73%

3.46%

+24.27%

Volatility (1Y)

Calculated over the trailing 1-year period

33.20%

4.24%

+28.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

5.06%

+30.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

5.08%

+27.74%

SMH vs. IBTS.L - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is higher than IBTS.L's 0.07% expense ratio.


Dividends

SMH vs. IBTS.L - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.18%, less than IBTS.L's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
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 IBTS.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTS.L is cheaper with a 0.07% expense ratio, compared with 0.35% for SMH.

SMH is categorized as Semiconductors, while IBTS.L is Government Bonds. SMH tracks MVIS US Listed Semiconductor 25 Index, while IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for SMH and 0.07% for IBTS.L.

Portfolio Optimizer

Find the right allocation for SMH and IBTS.L

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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