TI5G.L vs. SMGB.L
Compare and contrast key facts about iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and VanEck Semiconductor UCITS ETF (SMGB.L).
TI5G.L and SMGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TI5G.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury Inflation Linked Bond Index 0-5. It was launched on Mar 5, 2018. SMGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 1, 2020. Both TI5G.L and SMGB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TI5G.L or SMGB.L.
Key characteristics
| TI5G.L | SMGB.L | |
|---|---|---|
| YTD Return | 4.22% | 23.70% |
| 1Y Return | 5.57% | 36.10% |
| 3Y Return (Ann) | 1.28% | 15.20% |
| Sharpe Ratio | 2.29 | 1.18 |
| Sortino Ratio | 3.73 | 1.66 |
| Omega Ratio | 1.50 | 1.21 |
| Calmar Ratio | 2.06 | 1.37 |
| Martin Ratio | 18.98 | 3.48 |
| Ulcer Index | 0.30% | 9.90% |
| Daily Std Dev | 2.52% | 29.04% |
| Max Drawdown | -5.63% | -35.48% |
| Current Drawdown | -0.64% | -14.21% |
Correlation
The correlation between TI5G.L and SMGB.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TI5G.L vs. SMGB.L - Performance Comparison
In the year-to-date period, TI5G.L achieves a 4.22% return, which is significantly lower than SMGB.L's 23.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TI5G.L vs. SMGB.L - Expense Ratio Comparison
TI5G.L has a 0.12% expense ratio, which is lower than SMGB.L's 0.35% expense ratio.
Risk-Adjusted Performance
TI5G.L vs. SMGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and VanEck Semiconductor UCITS ETF (SMGB.L). 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.
Dividends
TI5G.L vs. SMGB.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 7.70%, while SMGB.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 7.70% | 5.19% | 31.51% | 34.35% | 3.06% | 3.28% | 70.29% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TI5G.L vs. SMGB.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum SMGB.L drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TI5G.L and SMGB.L. For additional features, visit the drawdowns tool.
Volatility
TI5G.L vs. SMGB.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 2.73%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 7.44%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.