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SNSR vs. SCHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNSR and SCHX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SNSR vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.57%
9.32%
SNSR
SCHX

Key characteristics

Sharpe Ratio

SNSR:

0.06

SCHX:

2.07

Sortino Ratio

SNSR:

0.23

SCHX:

2.75

Omega Ratio

SNSR:

1.03

SCHX:

1.38

Calmar Ratio

SNSR:

0.06

SCHX:

3.09

Martin Ratio

SNSR:

0.17

SCHX:

13.73

Ulcer Index

SNSR:

7.24%

SCHX:

1.93%

Daily Std Dev

SNSR:

20.92%

SCHX:

12.76%

Max Drawdown

SNSR:

-38.46%

SCHX:

-34.33%

Current Drawdown

SNSR:

-11.36%

SCHX:

-3.78%

Returns By Period

In the year-to-date period, SNSR achieves a -0.65% return, which is significantly lower than SCHX's 25.58% return.


SNSR

YTD

-0.65%

1M

0.72%

6M

-4.30%

1Y

0.42%

5Y*

8.84%

10Y*

N/A

SCHX

YTD

25.58%

1M

-0.27%

6M

8.98%

1Y

25.64%

5Y*

16.37%

10Y*

15.47%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNSR vs. SCHX - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than SCHX's 0.03% expense ratio.


SNSR
Global X Internet of Things ETF
Expense ratio chart for SNSR: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SNSR vs. SCHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and Schwab U.S. Large-Cap ETF (SCHX). 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.


Sharpe ratio
The chart of Sharpe ratio for SNSR, currently valued at 0.06, compared to the broader market0.002.004.000.062.07
The chart of Sortino ratio for SNSR, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.232.75
The chart of Omega ratio for SNSR, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.38
The chart of Calmar ratio for SNSR, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.063.09
The chart of Martin ratio for SNSR, currently valued at 0.17, compared to the broader market0.0020.0040.0060.0080.00100.000.1713.73
SNSR
SCHX

The current SNSR Sharpe Ratio is 0.06, which is lower than the SCHX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SNSR and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.06
2.07
SNSR
SCHX

Dividends

SNSR vs. SCHX - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.63%, less than SCHX's 1.81% yield.


TTM20232022202120202019201820172016201520142013
SNSR
Global X Internet of Things ETF
0.63%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.81%2.71%4.08%3.61%2.38%4.61%5.31%5.10%3.51%4.98%2.60%2.58%

Drawdowns

SNSR vs. SCHX - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SNSR and SCHX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.36%
-3.78%
SNSR
SCHX

Volatility

SNSR vs. SCHX - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 4.96% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.82%. This indicates that SNSR's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.96%
3.82%
SNSR
SCHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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