VVSM.DE vs. ASME.DE
Compare and contrast key facts about VanEck Semiconductor UCITS ETF (VVSM.DE) and ASML Holding NV (ASME.DE).
VVSM.DE is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 10% Capped ESG Index. It was launched on Dec 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVSM.DE or ASME.DE.
Performance
VVSM.DE vs. ASME.DE - Performance Comparison
Returns By Period
In the year-to-date period, VVSM.DE achieves a 26.38% return, which is significantly higher than ASME.DE's -7.39% return.
VVSM.DE
26.38%
-2.32%
-1.25%
38.44%
N/A
N/A
ASME.DE
-7.39%
-5.08%
-26.85%
1.05%
21.60%
23.65%
Key characteristics
| VVSM.DE | ASME.DE | |
|---|---|---|
| Sharpe Ratio | 1.24 | 0.01 |
| Sortino Ratio | 1.72 | 0.29 |
| Omega Ratio | 1.23 | 1.04 |
| Calmar Ratio | 1.47 | 0.01 |
| Martin Ratio | 3.75 | 0.03 |
| Ulcer Index | 9.94% | 16.80% |
| Daily Std Dev | 29.89% | 40.03% |
| Max Drawdown | -44.53% | -88.84% |
| Current Drawdown | -14.76% | -37.04% |
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Correlation
The correlation between VVSM.DE and ASME.DE is 0.81, 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.
Risk-Adjusted Performance
VVSM.DE vs. ASME.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (VVSM.DE) and ASML Holding NV (ASME.DE). 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
VVSM.DE vs. ASME.DE - Dividend Comparison
VVSM.DE has not paid dividends to shareholders, while ASME.DE's dividend yield for the trailing twelve months is around 0.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVSM.DE VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASME.DE ASML Holding NV | 0.99% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% | 0.68% | 0.77% |
Drawdowns
VVSM.DE vs. ASME.DE - Drawdown Comparison
The maximum VVSM.DE drawdown since its inception was -44.53%, smaller than the maximum ASME.DE drawdown of -88.84%. Use the drawdown chart below to compare losses from any high point for VVSM.DE and ASME.DE. For additional features, visit the drawdowns tool.
Volatility
VVSM.DE vs. ASME.DE - Volatility Comparison
The current volatility for VanEck Semiconductor UCITS ETF (VVSM.DE) is 8.00%, while ASML Holding NV (ASME.DE) has a volatility of 11.34%. This indicates that VVSM.DE experiences smaller price fluctuations and is considered to be less risky than ASME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.