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SMH vs. USXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMH vs. USXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and iShares ESG Advanced MSCI USA ETF (USXF). 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 8.94% return, which is significantly higher than USXF's -2.64% return.


SMH

1D
0.09%
1M
-0.77%
YTD
8.94%
6M
16.89%
1Y
117.67%
3Y*
44.85%
5Y*
26.17%
10Y*
31.69%

USXF

1D
0.47%
1M
-3.29%
YTD
-2.64%
6M
-2.70%
1Y
34.47%
3Y*
20.44%
5Y*
12.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMH vs. USXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMH
VanEck Semiconductor ETF
8.94%49.17%39.10%73.38%-33.53%42.13%45.18%
USXF
iShares ESG Advanced MSCI USA ETF
-2.64%16.97%26.16%31.65%-21.20%27.14%24.04%

Correlation

The correlation between SMH and USXF is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


SMH vs. USXF - Expense Ratio Comparison

SMH has a 0.35% expense ratio, which is higher than USXF's 0.10% expense ratio.


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Return for Risk

SMH vs. USXF — Risk / Return Rank

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

SMH
SMH Risk / Return Rank: 9494
Overall Rank
SMH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMH Omega Ratio Rank: 9191
Omega Ratio Rank
SMH Calmar Ratio Rank: 9696
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
Martin Ratio Rank

USXF
USXF Risk / Return Rank: 5151
Overall Rank
USXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 5050
Sortino Ratio Rank
USXF Omega Ratio Rank: 5050
Omega Ratio Rank
USXF Calmar Ratio Rank: 5454
Calmar Ratio Rank
USXF 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. USXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and iShares ESG Advanced MSCI USA ETF (USXF). 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.


SMHUSXFDifference

Sharpe ratio

Return per unit of total volatility

2.28

0.93

+1.35

Sortino ratio

Return per unit of downside risk

2.89

1.43

+1.46

Omega ratio

Gain probability vs. loss probability

1.41

1.20

+0.21

Calmar ratio

Return relative to maximum drawdown

5.34

1.73

+3.61

Martin ratio

Return relative to average drawdown

18.94

6.87

+12.07

SMH vs. USXF - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 2.28, which is higher than the USXF Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SMH and USXF, 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


SMHUSXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

0.93

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.62

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.83

-0.55

Drawdowns

SMH vs. USXF - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for SMH and USXF.


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Drawdown Indicators


SMHUSXFDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-29.54%

-55.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-10.19%

-4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-29.54%

-15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-7.94%

-5.76%

-2.18%

Average Drawdown

Average peak-to-trough decline

-41.35%

-6.57%

-34.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.02%

+1.48%

Volatility

SMH vs. USXF - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 11.55% compared to iShares ESG Advanced MSCI USA ETF (USXF) at 6.57%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHUSXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

6.57%

+4.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

12.80%

+11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

36.88%

21.22%

+15.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.67%

19.41%

+15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

19.21%

+13.07%

Dividends

SMH vs. USXF - Dividend Comparison

SMH's dividend yield for the trailing twelve months is around 0.28%, less than USXF's 1.00% yield.


TTM20252024202320222021202020192018201720162015
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
USXF
iShares ESG Advanced MSCI USA ETF
1.00%0.93%1.00%1.21%1.39%0.86%0.58%0.00%0.00%0.00%0.00%0.00%