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

Key characteristics


SNSRSCHX
YTD Return1.93%9.87%
1Y Return17.26%29.14%
3Y Return (Ann)3.38%8.68%
5Y Return (Ann)14.45%14.54%
Sharpe Ratio0.932.46
Daily Std Dev19.07%11.79%
Max Drawdown-38.46%-34.33%
Current Drawdown-9.07%-0.50%

Correlation

-0.50.00.51.00.8

The correlation between SNSR and SCHX is 0.83, 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.

Performance

SNSR vs. SCHX - Performance Comparison

In the year-to-date period, SNSR achieves a 1.93% return, which is significantly lower than SCHX's 9.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


110.00%120.00%130.00%140.00%150.00%160.00%170.00%180.00%December2024FebruaryMarchAprilMay
151.90%
176.97%
SNSR
SCHX

Compare stocks, funds, or ETFs

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


Global X Internet of Things ETF

Schwab U.S. Large-Cap ETF

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.


SNSR
Sharpe ratio
The chart of Sharpe ratio for SNSR, currently valued at 0.93, compared to the broader market0.002.004.000.93
Sortino ratio
The chart of Sortino ratio for SNSR, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.40
Omega ratio
The chart of Omega ratio for SNSR, currently valued at 1.16, compared to the broader market0.501.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for SNSR, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.0014.000.60
Martin ratio
The chart of Martin ratio for SNSR, currently valued at 2.07, compared to the broader market0.0020.0040.0060.0080.002.07
SCHX
Sharpe ratio
The chart of Sharpe ratio for SCHX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for SCHX, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.003.46
Omega ratio
The chart of Omega ratio for SCHX, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for SCHX, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.0012.0014.002.09
Martin ratio
The chart of Martin ratio for SCHX, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.009.70

SNSR vs. SCHX - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 0.93, which is lower than the SCHX Sharpe Ratio of 2.46. The chart below compares the 12-month rolling Sharpe Ratio of SNSR and SCHX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
0.93
2.46
SNSR
SCHX

Dividends

SNSR vs. SCHX - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.72%, less than SCHX's 1.30% yield.


TTM20232022202120202019201820172016201520142013
SNSR
Global X Internet of Things ETF
0.72%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
1.30%1.39%1.64%1.22%1.64%1.82%2.17%1.70%2.39%2.04%1.76%1.65%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.07%
-0.50%
SNSR
SCHX

Volatility

SNSR vs. SCHX - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 5.36% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.64%. 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%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.36%
3.64%
SNSR
SCHX