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

Performance

USPY.L vs. SMH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Cyber Security UCITS ETF (USPY.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, USPY.L achieves a 47.19% return, which is significantly lower than SMH.L's 76.50% return.


USPY.L

1D
-0.15%
1M
11.40%
6M
50.30%
YTD
47.19%
1Y
45.45%
3Y*
29.54%
5Y*
12.61%
10Y*
17.27%

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)

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


2026 (YTD)202520242023202220212020
USPY.L
L&G Cyber Security UCITS ETF
47.19%7.58%17.82%42.25%-32.63%7.68%13.75%
SMH.L
VanEck Semiconductor UCITS ETF
76.50%49.20%24.11%75.94%-35.54%42.75%4.36%

Correlation

The correlation between USPY.L and SMH.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.54

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

0.60

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

0.59

Over the past year, the correlation between USPY.L and SMH.L has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

USPY.L vs. SMH.L — Risk / Return Rank

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

USPY.L
USPY.L Risk / Return Rank: 5959
Overall Rank
USPY.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
USPY.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
USPY.L Omega Ratio Rank: 6262
Omega Ratio Rank
USPY.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
USPY.L Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.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.


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

-1.70

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.30

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

2.57

8.88

-6.31

Martin ratioReturn relative to average drawdown

6.67

27.77

-21.10

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

The current USPY.L Sharpe Ratio is 1.65, which is lower than the SMH.L Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of USPY.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

USPY.L vs. SMH.L - Drawdown Comparison

The maximum USPY.L drawdown since its inception was -39.35%, smaller than the maximum SMH.L drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for USPY.L and SMH.L.


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Drawdown Indicators


USPY.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-45.38%

+6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-13.91%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.03%

-36.25%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-45.38%

+6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

Current Drawdown

Current decline from peak

-2.42%

-11.91%

+9.49%

Average Drawdown

Average peak-to-trough decline

-9.82%

-11.12%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

4.46%

+2.52%

Volatility

USPY.L vs. SMH.L - Volatility Comparison

The current volatility for L&G Cyber Security UCITS ETF (USPY.L) is 11.34%, while VanEck Semiconductor UCITS ETF (SMH.L) has a volatility of 16.26%. This indicates that USPY.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


USPY.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

16.26%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

25.24%

30.80%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

28.22%

36.96%

-8.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

33.56%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

32.93%

-9.37%

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

USPY.L has a 0.69% expense ratio, which is higher than SMH.L's 0.35% expense ratio.


Dividends

USPY.L vs. SMH.L - Dividend Comparison

Neither USPY.L nor SMH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USPY.L and SMH.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMH.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMH.L is cheaper with a 0.35% expense ratio, compared with 0.69% for USPY.L.

USPY.L is categorized as Technology Equities, while SMH.L is Semiconductors. USPY.L tracks L&G Cyber Security UCITS ETF, while SMH.L tracks MarketVector US Listed Semiconductor 10% Capped Screened Index. They also come from different issuers: L&G and VanEck. Their fees differ too: 0.69% for USPY.L and 0.35% for SMH.L.

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