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

Key characteristics


SNSRVGT
YTD Return2.42%29.70%
1Y Return22.97%44.81%
3Y Return (Ann)-2.59%12.42%
5Y Return (Ann)10.55%23.16%
Sharpe Ratio1.042.08
Sortino Ratio1.542.66
Omega Ratio1.181.37
Calmar Ratio0.862.89
Martin Ratio3.2210.41
Ulcer Index6.88%4.22%
Daily Std Dev21.27%21.11%
Max Drawdown-38.46%-54.63%
Current Drawdown-8.63%-0.18%

Correlation

-0.50.00.51.00.8

The correlation between SNSR and VGT is 0.79, 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. VGT - Performance Comparison

In the year-to-date period, SNSR achieves a 2.42% return, which is significantly lower than VGT's 29.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
1.36%
21.31%
SNSR
VGT

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SNSR vs. VGT - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than VGT's 0.10% 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SNSR vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and Vanguard Information Technology ETF (VGT). 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 1.04, compared to the broader market-2.000.002.004.001.04
Sortino ratio
The chart of Sortino ratio for SNSR, currently valued at 1.54, compared to the broader market0.005.0010.001.54
Omega ratio
The chart of Omega ratio for SNSR, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for SNSR, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.86
Martin ratio
The chart of Martin ratio for SNSR, currently valued at 3.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.22
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 2.08, compared to the broader market-2.000.002.004.002.08
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.66, compared to the broader market0.005.0010.002.66
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.89, compared to the broader market0.005.0010.0015.002.89
Martin ratio
The chart of Martin ratio for VGT, currently valued at 10.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.41

SNSR vs. VGT - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 1.04, which is lower than the VGT Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SNSR and VGT, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.04
2.08
SNSR
VGT

Dividends

SNSR vs. VGT - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.61%, more than VGT's 0.60% yield.


TTM20232022202120202019201820172016201520142013
SNSR
Global X Internet of Things ETF
0.61%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

SNSR vs. VGT - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SNSR and VGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.63%
-0.18%
SNSR
VGT

Volatility

SNSR vs. VGT - Volatility Comparison

The current volatility for Global X Internet of Things ETF (SNSR) is 5.82%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.35%. This indicates that SNSR experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.82%
6.35%
SNSR
VGT