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WUGI vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WUGI vs. SMH - Performance Comparison

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

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WUGI vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WUGI
Esoterica NextG Economy ETF
-9.42%22.66%47.14%61.30%-49.55%25.18%95.37%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%87.76%

Returns By Period

In the year-to-date period, WUGI achieves a -9.42% return, which is significantly lower than SMH's 6.46% return.


WUGI

1D
4.62%
1M
-5.75%
YTD
-9.42%
6M
-10.37%
1Y
22.87%
3Y*
28.52%
5Y*
9.93%
10Y*

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WUGI vs. SMH - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than SMH's 0.35% expense ratio.


Return for Risk

WUGI vs. SMH — Risk / Return Rank

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

WUGI
WUGI Risk / Return Rank: 4747
Overall Rank
WUGI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WUGI Sortino Ratio Rank: 5151
Sortino Ratio Rank
WUGI Omega Ratio Rank: 4949
Omega Ratio Rank
WUGI Calmar Ratio Rank: 4949
Calmar Ratio Rank
WUGI Martin Ratio Rank: 4242
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
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.

WUGI vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) 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.


WUGISMHDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.23

-1.41

Sortino ratio

Return per unit of downside risk

1.33

2.85

-1.52

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.21

5.10

-3.89

Martin ratio

Return relative to average drawdown

3.94

18.29

-14.35

WUGI vs. SMH - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 0.83, which is lower than the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of WUGI and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WUGISMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.23

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.74

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.28

+0.43

Correlation

The correlation between WUGI and SMH is 0.87, 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.


Dividends

WUGI vs. SMH - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 25.21%, more than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
WUGI
Esoterica NextG Economy ETF
25.21%22.83%4.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

WUGI vs. SMH - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for WUGI and SMH.


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Drawdown Indicators


WUGISMHDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-84.96%

+28.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-15.95%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.41%

-45.30%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-14.20%

-10.03%

-4.17%

Average Drawdown

Average peak-to-trough decline

-17.07%

-41.36%

+24.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

4.44%

+1.08%

Volatility

WUGI vs. SMH - Volatility Comparison

The current volatility for Esoterica NextG Economy ETF (WUGI) is 9.71%, while VanEck Semiconductor ETF (SMH) has a volatility of 12.11%. This indicates that WUGI 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


WUGISMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

12.11%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

23.95%

-6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

36.84%

-8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

34.71%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.93%

32.28%

-1.35%