SMH vs. VRT
SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index, while VRT (Vertiv Holdings Co.) is a stock. Over the past 5 years, SMH returned 37.89%/yr vs 62.98%/yr for VRT. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SMH vs. VRT - Performance Comparison
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Returns By Period
In the year-to-date period, SMH achieves a 66.10% return, which is significantly lower than VRT's 85.57% return.
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%
VRT
- 1D
- 0.02%
- 1M
- -11.59%
- YTD
- 85.57%
- 6M
- 61.97%
- 1Y
- 160.87%
- 3Y*
- 142.34%
- 5Y*
- 62.98%
- 10Y*
- —
SMH vs. VRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMH VanEck Semiconductor ETF | 66.10% | 49.17% | 39.10% | 73.38% | -33.53% | 42.13% | 55.53% | 64.45% | -16.72% |
VRT Vertiv Holdings Co. | 85.57% | 42.80% | 136.82% | 251.81% | -45.25% | 33.80% | 69.36% | 12.55% | 1.03% |
Correlation
The correlation between SMH and VRT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018 | 0.53 |
The correlation between SMH and VRT shifts across timeframes, from 0.53 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SMH vs. VRT — Risk / Return Rank
SMH
VRT
SMH vs. VRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and Vertiv Holdings Co. (VRT). 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.
| SMH | VRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 9.26 | 6.53 | +2.73 |
| Martin ratioReturn relative to average drawdown | 34.80 | 18.20 | +16.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMH | VRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.27 | 2.79 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 1.03 | +0.05 |
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 | 1.00 | -0.67 |
Drawdowns
SMH vs. VRT - Drawdown Comparison
The maximum SMH drawdown since its inception was -84.96%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for SMH and VRT.
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Drawdown Indicators
| SMH | VRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.96% | -71.24% | -13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.93% | -24.78% | +9.85% |
Max Drawdown (3Y)Largest decline over 3 years | -35.74% | -61.28% | +25.54% |
Max Drawdown (5Y)Largest decline over 5 years | -45.30% | -71.24% | +25.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.30% | — | — |
Current DrawdownCurrent decline from peak | -6.23% | -20.11% | +13.88% |
Average DrawdownAverage peak-to-trough decline | -41.07% | -16.22% | -24.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 8.89% | -4.93% |
Volatility
SMH vs. VRT - Volatility Comparison
The current volatility for VanEck Semiconductor ETF (SMH) is 15.45%, while Vertiv Holdings Co. (VRT) has a volatility of 16.60%. This indicates that SMH experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMH | VRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.45% | 16.60% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 26.71% | 45.55% | -18.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.42% | 58.11% | -25.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.32% | 61.81% | -26.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.75% | 54.61% | -21.86% |
Dividends
SMH vs. VRT - Dividend Comparison
SMH's dividend yield for the trailing twelve months is around 0.18%, more than VRT's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRT Vertiv Holdings Co. | 0.07% | 0.11% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMH and VRT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (16.60%) compared to SMH (15.45%). In terms of maximum drawdown, SMH dropped -84.96% vs VRT's -71.24%.
SMH currently has the higher Sharpe Ratio (4.27 vs 2.79), 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.
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