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TSWE.L vs. SMH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSWE.L vs. SMH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck World Equal Weight Screened UCITS ETF (TSWE.L) and VanEck Semiconductor UCITS ETF (SMH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSWE.L achieves a 13.54% return, which is significantly lower than SMH.L's 76.50% return.


TSWE.L

1D
-0.01%
1M
-0.24%
6M
11.06%
YTD
13.54%
1Y
26.45%
3Y*
18.83%
5Y*
10.79%
10Y*
0.54%

SMH.L

1D
-3.48%
1M
-8.87%
6M
62.90%
YTD
76.50%
1Y
124.23%
3Y*
54.24%
5Y*
35.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSWE.L vs. SMH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TSWE.L
VanEck World Equal Weight Screened UCITS ETF
13.54%27.64%9.78%20.41%-17.42%22.23%6.13%
SMH.L
VanEck Semiconductor UCITS ETF
76.50%49.20%24.11%75.94%-35.54%42.75%4.36%

Correlation

The correlation between TSWE.L and SMH.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.71

The correlation between TSWE.L and SMH.L has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

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Return for Risk

TSWE.L vs. SMH.L — Risk / Return Rank

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

TSWE.L
TSWE.L Risk / Return Rank: 6767
Overall Rank
TSWE.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TSWE.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
TSWE.L Omega Ratio Rank: 6868
Omega Ratio Rank
TSWE.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
TSWE.L Martin Ratio Rank: 6767
Martin Ratio Rank

SMH.L
SMH.L Risk / Return Rank: 9595
Overall Rank
SMH.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMH.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMH.L Omega Ratio Rank: 9191
Omega Ratio Rank
SMH.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH.L Martin Ratio Rank: 9696
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.

TSWE.L vs. SMH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck World Equal Weight Screened UCITS ETF (TSWE.L) and VanEck Semiconductor UCITS ETF (SMH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSWE.LSMH.LDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

2.55

8.88

-6.33

Martin ratioReturn relative to average drawdown

9.55

27.77

-18.22

TSWE.L vs. SMH.L - Sharpe Ratio Comparison

The current TSWE.L Sharpe Ratio is 1.75, which is lower than the SMH.L Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of TSWE.L and SMH.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSWE.L vs. SMH.L - Drawdown Comparison

The maximum TSWE.L drawdown since its inception was -76.86%, which is greater than SMH.L's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for TSWE.L and SMH.L.


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Drawdown Indicators


TSWE.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.86%

-45.38%

-31.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-13.91%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-36.25%

+19.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-45.38%

+17.07%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

Current Drawdown

Current decline from peak

-19.17%

-11.91%

-7.26%

Average Drawdown

Average peak-to-trough decline

-31.89%

-11.12%

-20.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.46%

-1.66%

Volatility

TSWE.L vs. SMH.L - Volatility Comparison

The current volatility for VanEck World Equal Weight Screened UCITS ETF (TSWE.L) is 3.58%, while VanEck Semiconductor UCITS ETF (SMH.L) has a volatility of 16.26%. This indicates that TSWE.L experiences smaller price fluctuations and is considered to be less risky than SMH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWE.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

16.26%

-12.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

30.80%

-17.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

36.96%

-21.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

33.56%

-17.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

32.93%

-5.26%

TSWE.L vs. SMH.L - Expense Ratio Comparison

TSWE.L has a 0.20% expense ratio, which is lower than SMH.L's 0.35% expense ratio.


Dividends

TSWE.L vs. SMH.L - Dividend Comparison

TSWE.L's dividend yield for the trailing twelve months is around 1.81%, while SMH.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
SMH.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSWE.L
VanEck World Equal Weight Screened UCITS ETF
1.81%1.89%2.28%2.15%2.33%4.41%7.06%9.31%2.86%2.40%

Frequently Asked Questions


TSWE.L and SMH.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSWE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSWE.L is cheaper with a 0.20% expense ratio, compared with 0.35% for SMH.L.

TSWE.L is categorized as Global Equities, while SMH.L is Semiconductors. TSWE.L tracks VanEck World Equal Weight Screened UCITS ETF, while SMH.L tracks MarketVector US Listed Semiconductor 10% Capped Screened Index. Their fees differ too: 0.20% for TSWE.L and 0.35% for SMH.L.

Portfolio Optimizer

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