WUGI vs. SMH
Compare and contrast key facts about Esoterica NextG Economy ETF (WUGI) and VanEck Vectors Semiconductor ETF (SMH).
WUGI and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WUGI is an actively managed fund by Esoterica. It was launched on Mar 31, 2020. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WUGI or SMH.
Key characteristics
| WUGI | SMH | |
|---|---|---|
| YTD Return | 48.62% | 48.30% |
| 1Y Return | 66.65% | 72.60% |
| 3Y Return (Ann) | 3.89% | 21.36% |
| Sharpe Ratio | 2.55 | 2.10 |
| Sortino Ratio | 3.25 | 2.59 |
| Omega Ratio | 1.43 | 1.35 |
| Calmar Ratio | 1.93 | 2.91 |
| Martin Ratio | 13.41 | 8.05 |
| Ulcer Index | 4.90% | 8.98% |
| Daily Std Dev | 25.73% | 34.46% |
| Max Drawdown | -56.41% | -95.73% |
| Current Drawdown | -2.04% | -7.80% |
Correlation
The correlation between WUGI and SMH is 0.88, 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.
Performance
WUGI vs. SMH - Performance Comparison
The year-to-date returns for both stocks are quite close, with WUGI having a 48.62% return and SMH slightly lower at 48.30%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
WUGI vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and VanEck Vectors 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.
Dividends
WUGI vs. SMH - Dividend Comparison
WUGI has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WUGI Esoterica NextG Economy 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% |
SMH VanEck Vectors Semiconductor ETF | 0.40% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
WUGI vs. SMH - Drawdown Comparison
The maximum WUGI drawdown since its inception was -56.41%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for WUGI and SMH. For additional features, visit the drawdowns tool.
Volatility
WUGI vs. SMH - Volatility Comparison
The current volatility for Esoterica NextG Economy ETF (WUGI) is 8.12%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.32%. 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.