SNSR vs. ASMH

Last updated Jul 17, 2026

SNSR (Global X Internet of Things ETF) and ASMH (ASML Holding NV ADR Hedged ETF) are both Technology Equities funds - SNSR tracks the Indxx Global Internet of Things Thematic Index while ASMH tracks the ASML Holding NV Sponsored ADR. Both are passively managed. Over the past year, SNSR returned 22.35% vs 143.52% for ASMH. A 0.62 correlation means they provide meaningful diversification when combined. SNSR charges 0.68%/yr vs 0.19%/yr for ASMH.

Performance

SNSR vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNSR achieves a 25.28% return, which is significantly lower than ASMH's 71.44% return.

SNSR

• 1D: -1.49%
• 1M: -7.72%
• 6M: 21.34%
• YTD: 25.28%
• 1Y: 22.35%
• 3Y*: 9.76%
• 5Y*: 6.22%
• 10Y*: —

ASMH

• 1D: -2.11%
• 1M: 0.25%
• 6M: 36.58%
• YTD: 71.44%
• 1Y: 143.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. ASMH - Yearly Performance Comparison

	2026 (YTD)	2025
SNSR Global X Internet of Things ETF	25.28%	23.93%
ASMH ASML Holding NV ADR Hedged ETF	71.44%	59.22%

Correlation

The correlation between SNSR and ASMH is 0.64, 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	0.64
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.62

The correlation between SNSR and ASMH has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

Return for Risk

SNSR vs. ASMH — Risk / Return Rank

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

SNSR

SNSR Risk / Return Rank: 31
SNSR Sharpe Ratio Rank: 27
SNSR Sortino Ratio Rank: 28
SNSR Omega Ratio Rank: 27
SNSR Calmar Ratio Rank: 37
SNSR Martin Ratio Rank: 34

ASMH

ASMH Risk / Return Rank: 95
ASMH Sharpe Ratio Rank: 97
ASMH Sortino Ratio Rank: 93
ASMH Omega Ratio Rank: 89
ASMH Calmar Ratio Rank: 98
ASMH Martin Ratio Rank: 96

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.

SNSR vs. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and ASML Holding NV ADR Hedged ETF (ASMH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SNSR	ASMH	Difference
Sharpe ratio: Return per unit of total volatility	0.83	3.37	-2.54
Sortino ratio: Return per unit of downside risk	1.28	3.73	-2.45
Omega ratio: Gain probability vs. loss probability	1.16	1.45	-0.29
Calmar ratio: Return relative to maximum drawdown	1.57	9.79	-8.22
Martin ratio: Return relative to average drawdown	4.10	28.17	-24.08

SNSR vs. ASMH - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 0.83, which is lower than the ASMH Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of SNSR and ASMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNSR vs. ASMH - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for SNSR and ASMH.

Drawdown Indicators

	SNSR	ASMH	Difference
Max Drawdown Largest peak-to-trough decline	-38.46%	-15.89%	-22.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-14.75%	+0.45%
Max Drawdown (3Y) Largest decline over 3 years	-28.32%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.03%	—	—
Current Drawdown Current decline from peak	-13.95%	-10.51%	-3.44%
Average Drawdown Average peak-to-trough decline	-9.48%	-4.41%	-5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	5.17%	+0.30%

Volatility

SNSR vs. ASMH - Volatility Comparison

The current volatility for Global X Internet of Things ETF (SNSR) is 9.90%, while ASML Holding NV ADR Hedged ETF (ASMH) has a volatility of 18.11%. This indicates that SNSR experiences smaller price fluctuations and is considered to be less risky than ASMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNSR	ASMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.90%	18.11%	-8.21%
Volatility (6M) Calculated over the trailing 6-month period	22.68%	34.14%	-11.46%
Volatility (1Y) Calculated over the trailing 1-year period	27.01%	43.78%	-16.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.86%	41.26%	-15.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.92%	41.26%	-16.34%

SNSR vs. ASMH - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than ASMH's 0.19% expense ratio.

Dividends

SNSR vs. ASMH - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.50%, less than ASMH's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ASMH ASML Holding NV ADR Hedged ETF	1.63%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SNSR Global X Internet of Things ETF	0.50%	0.54%	0.73%	0.74%	0.82%	0.43%	0.21%	1.12%	1.25%	1.11%	0.31%

Frequently Asked Questions

Can I hold both SNSR and ASMH in my portfolio?

SNSR and ASMH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNSR or ASMH?

ASMH has higher volatility (18.11%) compared to SNSR (9.90%). In terms of maximum drawdown, SNSR dropped -38.46% vs ASMH's -15.89%.

Which ETF is better, SNSR or ASMH?

On 1-year performance, ASMH leads with 143.52% vs 22.35% for SNSR. On fees, ASMH is cheaper at 0.19% per year. On volatility, SNSR has been the lower-risk option at 9.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNSR or ASMH?

Over the 1-year period, ASMH has performed better with a 143.52% return vs 22.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNSR or ASMH?

ASMH is cheaper with a 0.19% expense ratio, compared with 0.68% for SNSR.

Which ETF pays a higher dividend yield, SNSR or ASMH?

ASMH has the higher dividend yield at 1.63%, compared with 0.50% for SNSR.

What is the main difference between SNSR and ASMH?

SNSR tracks Indxx Global Internet of Things Thematic Index, while ASMH tracks ASML Holding NV Sponsored ADR. They also come from different issuers: Global X and Precidian Funds. Their fees differ too: 0.68% for SNSR and 0.19% for ASMH.

Which has better risk-adjusted returns?

ASMH currently has the higher Sharpe Ratio (3.37 vs 0.83), 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.