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VVSM.DE vs. FB2A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVSM.DE vs. FB2A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Semiconductor UCITS ETF (VVSM.DE) and Meta Platforms Inc (FB2A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVSM.DE achieves a 86.02% return, which is significantly higher than FB2A.DE's -2.07% return.


VVSM.DE

1D
-2.77%
1M
17.60%
YTD
86.02%
6M
84.42%
1Y
162.55%
3Y*
56.95%
5Y*
38.05%
10Y*

FB2A.DE

1D
3.45%
1M
5.00%
YTD
-2.07%
6M
-4.59%
1Y
-8.94%
3Y*
29.06%
5Y*
15.16%
10Y*
18.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVSM.DE vs. FB2A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VVSM.DE
VanEck Semiconductor UCITS ETF
86.02%33.22%31.47%70.16%-32.77%58.37%1.50%
FB2A.DE
Meta Platforms Inc
-2.07%-1.21%75.83%191.72%-63.41%34.69%-3.34%

Correlation

The correlation between VVSM.DE and FB2A.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.47

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

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.51

The correlation between VVSM.DE and FB2A.DE shifts across timeframes, from 0.35 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VVSM.DE vs. FB2A.DE — Risk / Return Rank

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

VVSM.DE
VVSM.DE Risk / Return Rank: 9696
Overall Rank
VVSM.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VVSM.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VVSM.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VVSM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVSM.DE Martin Ratio Rank: 9797
Martin Ratio Rank

FB2A.DE
FB2A.DE Risk / Return Rank: 3131
Overall Rank
FB2A.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FB2A.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
FB2A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
FB2A.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
FB2A.DE Martin Ratio Rank: 3333
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.

VVSM.DE vs. FB2A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (VVSM.DE) and Meta Platforms Inc (FB2A.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.


VVSM.DEFB2A.DEDifference
Sharpe ratioReturn per unit of total volatility

+5.41

Sortino ratioReturn per unit of downside risk

+5.42

Omega ratioGain probability vs. loss probability

1.68

0.98

+0.70

Calmar ratioReturn relative to maximum drawdown

14.16

-0.24

+14.41

Martin ratioReturn relative to average drawdown

48.94

-0.49

+49.43

VVSM.DE vs. FB2A.DE - Sharpe Ratio Comparison

The current VVSM.DE Sharpe Ratio is 5.17, which is higher than the FB2A.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of VVSM.DE and FB2A.DE, 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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Sharpe Ratios by Period


VVSM.DEFB2A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.17

-0.24

+5.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.36

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.59

+0.65

Drawdowns

VVSM.DE vs. FB2A.DE - Drawdown Comparison

The maximum VVSM.DE drawdown since its inception was -37.64%, smaller than the maximum FB2A.DE drawdown of -72.11%. Use the drawdown chart below to compare losses from any high point for VVSM.DE and FB2A.DE.


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Drawdown Indicators


VVSM.DEFB2A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.64%

-72.11%

+34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-32.82%

+21.17%

Max Drawdown (3Y)

Largest decline over 3 years

-37.53%

-38.68%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-37.64%

-72.11%

+34.47%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

Current Drawdown

Current decline from peak

-2.77%

-22.02%

+19.25%

Average Drawdown

Average peak-to-trough decline

-10.22%

-14.86%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

16.17%

-12.79%

Volatility

VVSM.DE vs. FB2A.DE - Volatility Comparison

VanEck Semiconductor UCITS ETF (VVSM.DE) has a higher volatility of 12.04% compared to Meta Platforms Inc (FB2A.DE) at 7.00%. This indicates that VVSM.DE's price experiences larger fluctuations and is considered to be riskier than FB2A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVSM.DEFB2A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.04%

7.00%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.35%

24.84%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

31.92%

33.14%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

41.51%

-10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.81%

36.73%

-5.92%

Dividends

VVSM.DE vs. FB2A.DE - Dividend Comparison

VVSM.DE has not paid dividends to shareholders, while FB2A.DE's dividend yield for the trailing twelve months is around 0.28%.


PositionTTM20252024
FB2A.DE
Meta Platforms Inc
0.28%0.28%0.28%
VVSM.DE
VanEck Semiconductor UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


VVSM.DE and FB2A.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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