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VNQ vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNQ vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNQ achieves a 12.51% return, which is significantly lower than SMH's 72.15% return. Over the past 10 years, VNQ has underperformed SMH with an annualized return of 5.65%, while SMH has yielded a comparatively higher 37.49% annualized return.


VNQ

1D
0.92%
1M
3.35%
YTD
12.51%
6M
12.32%
1Y
14.02%
3Y*
10.14%
5Y*
2.55%
10Y*
5.65%

SMH

1D
1.72%
1M
7.20%
YTD
72.15%
6M
75.62%
1Y
141.99%
3Y*
60.05%
5Y*
38.42%
10Y*
37.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQ vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
12.51%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%
SMH
VanEck Semiconductor ETF
72.15%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Correlation

The correlation between VNQ and SMH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.21

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

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2004

0.44

Over the past year, the correlation between VNQ and SMH has dropped to 0.11 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

VNQ vs. SMH — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2828
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2828
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9696
Overall Rank
SMH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9494
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH 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.

VNQ vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) 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.

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.


VNQSMHDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.17

1.60

-0.43

Calmar ratioReturn relative to maximum drawdown

1.56

9.18

-7.63

Martin ratioReturn relative to average drawdown

4.90

33.74

-28.84

VNQ vs. SMH - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.96, which is lower than the SMH Sharpe Ratio of 4.13. The chart below compares the historical Sharpe Ratios of VNQ and SMH, 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

VNQ vs. SMH - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for VNQ and SMH.


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Drawdown Indicators


VNQSMHDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-84.96%

+11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-14.93%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

-35.74%

+18.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-45.30%

+10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

-45.30%

+2.90%

Current Drawdown

Current decline from peak

0.00%

-2.81%

+2.81%

Average Drawdown

Average peak-to-trough decline

-13.61%

-41.04%

+27.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.06%

-1.41%

Volatility

VNQ vs. SMH - Volatility Comparison

The current volatility for Vanguard Real Estate ETF (VNQ) is 4.72%, while VanEck Semiconductor ETF (SMH) has a volatility of 16.25%. This indicates that VNQ 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


VNQSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

16.25%

-11.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

27.73%

-17.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

33.20%

-19.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

35.47%

-16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

32.82%

-12.10%

VNQ vs. SMH - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is lower than SMH's 0.35% expense ratio.


Dividends

VNQ vs. SMH - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.54%, more than SMH's 0.18% yield.


PositionTTM20252024202320222021202020192018201720162015
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
VNQ
Vanguard Real Estate ETF
3.54%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


VNQ and SMH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMH has higher volatility (16.25%) compared to VNQ (4.72%). In terms of maximum drawdown, VNQ dropped -73.07% vs SMH's -84.96%.

On 10-year performance, SMH leads with 37.49% vs 5.65% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, VNQ has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMH has performed better with a 37.49% return vs 5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VNQ is cheaper with a 0.13% expense ratio, compared with 0.35% for SMH.

VNQ has the higher dividend yield at 3.54%, compared with 0.18% for SMH.

VNQ is categorized as REIT, while SMH is Semiconductors. VNQ tracks MSCI US Investable Market Real Estate 25/50 Index, while SMH tracks MVIS US Listed Semiconductor 25 Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.13% for VNQ and 0.35% for SMH.

SMH currently has the higher Sharpe Ratio (4.13 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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