USFM.L vs. SMGB.L
Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and VanEck Semiconductor UCITS ETF (SMGB.L).
USFM.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. USFM.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 27, 2017. 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 USFM.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: USFM.L or SMGB.L.
Key characteristics
| USFM.L | SMGB.L | |
|---|---|---|
| YTD Return | 12.30% | 16.01% |
| 1Y Return | 18.12% | 39.59% |
| 3Y Return (Ann) | 9.03% | 17.70% |
| Sharpe Ratio | 1.63 | 1.38 |
| Daily Std Dev | 10.66% | 28.63% |
| Max Drawdown | -27.52% | -35.48% |
| Current Drawdown | -0.73% | -19.54% |
Correlation
The correlation between USFM.L and SMGB.L is 0.74, 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
USFM.L vs. SMGB.L - Performance Comparison
In the year-to-date period, USFM.L achieves a 12.30% return, which is significantly lower than SMGB.L's 16.01% 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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USFM.L vs. SMGB.L - Expense Ratio Comparison
USFM.L has a 0.25% expense ratio, which is lower than SMGB.L's 0.35% expense ratio.
Risk-Adjusted Performance
USFM.L vs. SMGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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
USFM.L vs. SMGB.L - Dividend Comparison
USFM.L's dividend yield for the trailing twelve months is around 1.22%, while SMGB.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
USFM.L UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis | 1.22% | 1.37% | 1.22% | 1.01% | 1.34% | 1.30% | 1.37% | 0.30% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USFM.L vs. SMGB.L - Drawdown Comparison
The maximum USFM.L drawdown since its inception was -27.52%, smaller than the maximum SMGB.L drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for USFM.L and SMGB.L. For additional features, visit the drawdowns tool.
Volatility
USFM.L vs. SMGB.L - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) is 4.31%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 10.19%. This indicates that USFM.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.