SMPIX vs. XLY
Compare and contrast key facts about ProFunds Semiconductor UltraSector Fund (SMPIX) and Consumer Discretionary Select Sector SPDR Fund (XLY).
SMPIX is managed by ProFunds. It was launched on Jun 18, 2000. XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMPIX or XLY.
Key characteristics
| SMPIX | XLY | |
|---|---|---|
| YTD Return | 119.74% | 21.87% |
| 1Y Return | 160.41% | 34.68% |
| 3Y Return (Ann) | 36.41% | 2.91% |
| 5Y Return (Ann) | 50.26% | 13.36% |
| 10Y Return (Ann) | 32.96% | 13.41% |
| Sharpe Ratio | 2.64 | 1.97 |
| Sortino Ratio | 2.84 | 2.67 |
| Omega Ratio | 1.38 | 1.33 |
| Calmar Ratio | 4.24 | 1.60 |
| Martin Ratio | 12.17 | 9.55 |
| Ulcer Index | 13.04% | 3.69% |
| Daily Std Dev | 60.09% | 17.92% |
| Max Drawdown | -93.64% | -59.05% |
| Current Drawdown | -6.45% | -1.34% |
Correlation
The correlation between SMPIX and XLY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SMPIX vs. XLY - Performance Comparison
In the year-to-date period, SMPIX achieves a 119.74% return, which is significantly higher than XLY's 21.87% return. Over the past 10 years, SMPIX has outperformed XLY with an annualized return of 32.96%, while XLY has yielded a comparatively lower 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SMPIX vs. XLY - Expense Ratio Comparison
SMPIX has a 1.49% expense ratio, which is higher than XLY's 0.13% expense ratio.
Risk-Adjusted Performance
SMPIX vs. XLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Semiconductor UltraSector Fund (SMPIX) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.
Dividends
SMPIX vs. XLY - Dividend Comparison
SMPIX has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMPIX ProFunds Semiconductor UltraSector Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.34% | 12.90% | 0.85% | 1.17% | 0.00% | 0.00% | 1.16% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.69% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
SMPIX vs. XLY - Drawdown Comparison
The maximum SMPIX drawdown since its inception was -93.64%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SMPIX and XLY. For additional features, visit the drawdowns tool.
Volatility
SMPIX vs. XLY - Volatility Comparison
ProFunds Semiconductor UltraSector Fund (SMPIX) has a higher volatility of 15.10% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 6.26%. This indicates that SMPIX's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.