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SMH vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SMH vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SMH

1D
5.00%
1M
5.58%
YTD
66.10%
6M
62.81%
1Y
137.42%
3Y*
60.43%
5Y*
37.89%
10Y*
36.92%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
66.10%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SMH vs. USD=X — 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: 9393
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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and USD Cash (USD=X). 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.


SMHUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.62

Calmar ratioReturn relative to maximum drawdown

9.26

Martin ratioReturn relative to average drawdown

34.80

SMH vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SMHUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Drawdowns

SMH vs. USD=X - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SMH and USD=X.


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Drawdown Indicators


SMHUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

0.00%

-84.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

0.00%

-14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

0.00%

-35.74%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

0.00%

-45.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

0.00%

-45.30%

Current Drawdown

Current decline from peak

-6.23%

0.00%

-6.23%

Average Drawdown

Average peak-to-trough decline

-41.07%

0.00%

-41.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

0.00%

+3.96%

Volatility

SMH vs. USD=X - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 15.45% compared to USD Cash (USD=X) at 0.00%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

0.00%

+15.45%

Volatility (6M)

Calculated over the trailing 6-month period

26.71%

0.00%

+26.71%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

0.00%

+32.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.32%

0.00%

+35.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.75%

0.00%

+32.75%

Frequently Asked Questions


SMH has higher volatility (15.45%) compared to USD=X (0.00%). In terms of maximum drawdown, SMH dropped -84.96% vs USD=X's 0.00%.

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