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

Performance

SMH vs. IEMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L). 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 83.23% return, which is significantly higher than IEMB.L's 2.13% return. Over the past 10 years, SMH has outperformed IEMB.L with an annualized return of 38.22%, while IEMB.L has yielded a comparatively lower 3.34% annualized return.


SMH

1D
5.76%
1M
14.50%
YTD
83.23%
6M
85.82%
1Y
154.33%
3Y*
63.38%
5Y*
40.67%
10Y*
38.22%

IEMB.L

1D
-0.06%
1M
2.10%
YTD
2.13%
6M
2.52%
1Y
11.42%
3Y*
9.58%
5Y*
1.92%
10Y*
3.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. IEMB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
83.23%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
2.13%13.71%5.70%10.54%-18.35%-2.28%5.57%16.06%-5.53%9.73%

Correlation

The correlation between SMH and IEMB.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.21

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

0.30

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2008

0.22

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Return for Risk

SMH vs. IEMB.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: 9797
Martin Ratio Rank

IEMB.L
IEMB.L Risk / Return Rank: 6565
Overall Rank
IEMB.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 6969
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6565
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. IEMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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.


SMHIEMB.LDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.64

1.40

+0.24

Calmar ratioReturn relative to maximum drawdown

10.25

2.73

+7.52

Martin ratioReturn relative to average drawdown

37.49

11.30

+26.19

SMH vs. IEMB.L - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 4.49, which is higher than the IEMB.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SMH and IEMB.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. IEMB.L - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than IEMB.L's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for SMH and IEMB.L.


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Drawdown Indicators


SMHIEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-31.65%

-53.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-4.32%

-10.61%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-7.54%

-28.20%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-28.62%

-16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

-28.62%

-16.68%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-41.02%

-4.98%

-36.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

1.04%

+3.03%

Volatility

SMH vs. IEMB.L - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 17.53% compared to iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) at 1.69%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than IEMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHIEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.53%

1.69%

+15.84%

Volatility (6M)

Calculated over the trailing 6-month period

28.48%

4.97%

+23.51%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

5.94%

+28.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.67%

8.88%

+26.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

9.25%

+23.69%

SMH vs. IEMB.L - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is lower than IEMB.L's 0.45% expense ratio.


Dividends

SMH vs. IEMB.L - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.17%, less than IEMB.L's 5.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.74%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%
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 IEMB.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMH is cheaper with a 0.35% expense ratio, compared with 0.45% for IEMB.L.

SMH is categorized as Semiconductors, while IEMB.L is Emerging Markets Bonds. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for SMH and 0.45% for IEMB.L.

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