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THNQ vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THNQ vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Artificial Intelligence ETF (THNQ) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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THNQ vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
THNQ
ROBO Global Artificial Intelligence ETF
-7.05%29.83%18.82%56.81%-39.84%9.10%58.41%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%60.87%

Returns By Period

In the year-to-date period, THNQ achieves a -7.05% return, which is significantly lower than SMH's 6.46% return.


THNQ

1D
5.60%
1M
-5.81%
YTD
-7.05%
6M
-7.67%
1Y
33.62%
3Y*
22.10%
5Y*
7.84%
10Y*

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THNQ vs. SMH - Expense Ratio Comparison

THNQ has a 0.68% expense ratio, which is higher than SMH's 0.35% expense ratio.


Return for Risk

THNQ vs. SMH — Risk / Return Rank

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

THNQ
THNQ Risk / Return Rank: 6666
Overall Rank
THNQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
THNQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
THNQ Omega Ratio Rank: 6363
Omega Ratio Rank
THNQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
THNQ Martin Ratio Rank: 6161
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
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.

THNQ vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and VanEck Semiconductor ETF (SMH). 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.


THNQSMHDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.23

-1.12

Sortino ratio

Return per unit of downside risk

1.67

2.85

-1.18

Omega ratio

Gain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratio

Return relative to maximum drawdown

1.74

5.10

-3.36

Martin ratio

Return relative to average drawdown

5.70

18.29

-12.60

THNQ vs. SMH - Sharpe Ratio Comparison

The current THNQ Sharpe Ratio is 1.11, which is lower than the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of THNQ and SMH, 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


THNQSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.23

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.74

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.28

+0.27

Correlation

The correlation between THNQ and SMH is 0.80, 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.


Dividends

THNQ vs. SMH - Dividend Comparison

THNQ's dividend yield for the trailing twelve months is around 0.22%, less than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
THNQ
ROBO Global Artificial Intelligence ETF
0.22%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

THNQ vs. SMH - Drawdown Comparison

The maximum THNQ drawdown since its inception was -50.56%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for THNQ and SMH.


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Drawdown Indicators


THNQSMHDifference

Max Drawdown

Largest peak-to-trough decline

-50.56%

-84.96%

+34.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-15.95%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-50.56%

-45.30%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-13.82%

-10.03%

-3.79%

Average Drawdown

Average peak-to-trough decline

-15.44%

-41.36%

+25.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

4.44%

+1.16%

Volatility

THNQ vs. SMH - Volatility Comparison

The current volatility for ROBO Global Artificial Intelligence ETF (THNQ) is 10.92%, while VanEck Semiconductor ETF (SMH) has a volatility of 12.11%. This indicates that THNQ experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THNQSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.92%

12.11%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

23.95%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

30.44%

36.84%

-6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.78%

34.71%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.58%

32.28%

-3.70%