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SMT.L vs. DAPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMT.L vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Scottish Mortgage Investment Trust plc (SMT.L) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

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SMT.L vs. DAPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMT.L
Scottish Mortgage Investment Trust plc
0.42%24.72%18.75%12.46%-45.71%10.01%
DAPP
VanEck Digital Transformation ETF
-8.03%6.84%47.40%265.77%-83.89%-37.54%
Different Trading Currencies

SMT.L is traded in GBp, while DAPP is traded in USD. To make them comparable, the DAPP values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMT.L achieves a 0.42% return, which is significantly higher than DAPP's -8.03% return.


SMT.L

1D
1.36%
1M
-3.76%
YTD
0.42%
6M
4.86%
1Y
26.79%
3Y*
21.23%
5Y*
0.91%
10Y*
16.93%

DAPP

1D
6.56%
1M
-4.50%
YTD
-8.03%
6M
-30.23%
1Y
61.43%
3Y*
45.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMT.L vs. DAPP - Expense Ratio Comparison

SMT.L has a 0.31% expense ratio, which is lower than DAPP's 0.50% expense ratio.


Return for Risk

SMT.L vs. DAPP — Risk / Return Rank

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

SMT.L
SMT.L Risk / Return Rank: 6969
Overall Rank
SMT.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 6464
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 6464
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 5353
Overall Rank
DAPP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 6969
Sortino Ratio Rank
DAPP Omega Ratio Rank: 5454
Omega Ratio Rank
DAPP Calmar Ratio Rank: 5353
Calmar Ratio Rank
DAPP Martin Ratio Rank: 3232
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.

SMT.L vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scottish Mortgage Investment Trust plc (SMT.L) and VanEck Digital Transformation ETF (DAPP). 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.


SMT.LDAPPDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.94

+0.30

Sortino ratio

Return per unit of downside risk

1.77

1.61

+0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.91

1.16

+0.76

Martin ratio

Return relative to average drawdown

6.19

2.55

+3.64

SMT.L vs. DAPP - Sharpe Ratio Comparison

The current SMT.L Sharpe Ratio is 1.23, which is higher than the DAPP Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SMT.L and DAPP, 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


SMT.LDAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.94

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.17

+0.70

Correlation

The correlation between SMT.L and DAPP is 0.38, 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

SMT.L vs. DAPP - Dividend Comparison

SMT.L's dividend yield for the trailing twelve months is around 0.37%, while DAPP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SMT.L
Scottish Mortgage Investment Trust plc
0.37%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMT.L vs. DAPP - Drawdown Comparison

The maximum SMT.L drawdown since its inception was -62.61%, smaller than the maximum DAPP drawdown of -90.88%. Use the drawdown chart below to compare losses from any high point for SMT.L and DAPP.


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Drawdown Indicators


SMT.LDAPPDifference

Max Drawdown

Largest peak-to-trough decline

-62.61%

-91.90%

+29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-48.21%

+33.95%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

Current Drawdown

Current decline from peak

-21.23%

-50.51%

+29.28%

Average Drawdown

Average peak-to-trough decline

-16.09%

-58.23%

+42.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

22.05%

-17.88%

Volatility

SMT.L vs. DAPP - Volatility Comparison

The current volatility for Scottish Mortgage Investment Trust plc (SMT.L) is 8.11%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 18.62%. This indicates that SMT.L experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMT.LDAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.11%

18.62%

-10.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

49.14%

-34.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

66.05%

-44.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.89%

71.39%

-41.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

71.39%

-42.76%