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SMHN.DE vs. QQEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMHN.DE vs. QQEW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SÜSS MicroTec SE (SMHN.DE) and First Trust Nasdaq-100 Equal Weighted Index Fund (QQEW). The values are adjusted to include any dividend payments, if applicable.

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SMHN.DE vs. QQEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMHN.DE
SÜSS MicroTec SE
29.28%-18.92%76.21%84.45%-27.21%11.11%57.50%37.93%-47.72%160.00%
QQEW
First Trust Nasdaq-100 Equal Weighted Index Fund
-8.60%0.67%14.07%29.32%-19.91%26.56%25.98%38.94%-0.85%10.55%
Different Trading Currencies

SMHN.DE is traded in EUR, while QQEW is traded in USD. To make them comparable, the QQEW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMHN.DE achieves a 29.28% return, which is significantly higher than QQEW's -8.60% return. Over the past 10 years, SMHN.DE has outperformed QQEW with an annualized return of 18.55%, while QQEW has yielded a comparatively lower 12.08% annualized return.


SMHN.DE

1D
-1.27%
1M
-5.24%
YTD
29.28%
6M
53.52%
1Y
44.67%
3Y*
29.96%
5Y*
13.42%
10Y*
18.55%

QQEW

1D
0.42%
1M
-3.26%
YTD
-8.60%
6M
-9.13%
1Y
-2.03%
3Y*
6.89%
5Y*
4.92%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SMHN.DE vs. QQEW — Risk / Return Rank

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

SMHN.DE
SMHN.DE Risk / Return Rank: 6464
Overall Rank
SMHN.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SMHN.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SMHN.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SMHN.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
SMHN.DE Martin Ratio Rank: 6565
Martin Ratio Rank

QQEW
QQEW Risk / Return Rank: 1717
Overall Rank
QQEW Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QQEW Sortino Ratio Rank: 1717
Sortino Ratio Rank
QQEW Omega Ratio Rank: 1717
Omega Ratio Rank
QQEW Calmar Ratio Rank: 1717
Calmar Ratio Rank
QQEW Martin Ratio Rank: 1818
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.

SMHN.DE vs. QQEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SÜSS MicroTec SE (SMHN.DE) and First Trust Nasdaq-100 Equal Weighted Index Fund (QQEW). 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.


SMHN.DEQQEWDifference

Sharpe ratio

Return per unit of total volatility

0.67

-0.09

+0.76

Sortino ratio

Return per unit of downside risk

1.24

0.04

+1.20

Omega ratio

Gain probability vs. loss probability

1.19

1.01

+0.18

Calmar ratio

Return relative to maximum drawdown

1.33

-0.11

+1.45

Martin ratio

Return relative to average drawdown

2.98

-0.30

+3.28

SMHN.DE vs. QQEW - Sharpe Ratio Comparison

The current SMHN.DE Sharpe Ratio is 0.67, which is higher than the QQEW Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SMHN.DE and QQEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMHN.DEQQEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.09

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.25

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.58

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.52

-0.43

Correlation

The correlation between SMHN.DE and QQEW is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SMHN.DE vs. QQEW - Dividend Comparison

SMHN.DE's dividend yield for the trailing twelve months is around 0.59%, more than QQEW's 0.35% yield.


TTM20252024202320222021202020192018201720162015
SMHN.DE
SÜSS MicroTec SE
0.59%0.77%0.41%0.72%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQEW
First Trust Nasdaq-100 Equal Weighted Index Fund
0.35%0.41%0.57%0.70%0.66%0.24%0.34%0.48%0.56%0.48%0.73%0.61%

Drawdowns

SMHN.DE vs. QQEW - Drawdown Comparison

The maximum SMHN.DE drawdown since its inception was -98.23%, which is greater than QQEW's maximum drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for SMHN.DE and QQEW.


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Drawdown Indicators


SMHN.DEQQEWDifference

Max Drawdown

Largest peak-to-trough decline

-98.23%

-58.16%

-40.07%

Max Drawdown (1Y)

Largest decline over 1 year

-47.78%

-15.74%

-32.04%

Max Drawdown (5Y)

Largest decline over 5 years

-66.29%

-32.12%

-34.17%

Max Drawdown (10Y)

Largest decline over 10 years

-69.66%

-32.12%

-37.54%

Current Drawdown

Current decline from peak

-27.67%

-12.64%

-15.03%

Average Drawdown

Average peak-to-trough decline

-74.07%

-8.33%

-65.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.37%

4.89%

+16.48%

Volatility

SMHN.DE vs. QQEW - Volatility Comparison

SÜSS MicroTec SE (SMHN.DE) has a higher volatility of 19.69% compared to First Trust Nasdaq-100 Equal Weighted Index Fund (QQEW) at 5.45%. This indicates that SMHN.DE's price experiences larger fluctuations and is considered to be riskier than QQEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHN.DEQQEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.69%

5.45%

+14.24%

Volatility (6M)

Calculated over the trailing 6-month period

54.50%

12.75%

+41.75%

Volatility (1Y)

Calculated over the trailing 1-year period

66.02%

23.56%

+42.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.15%

20.04%

+35.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.49%

21.03%

+30.46%