XEG.TO vs. SMH
Compare and contrast key facts about iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and VanEck Vectors Semiconductor ETF (SMH).
XEG.TO and SMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEG.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX Capped Energy Index. It was launched on Mar 19, 2001. 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. Both XEG.TO and SMH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEG.TO or SMH.
Key characteristics
| XEG.TO | SMH | |
|---|---|---|
| YTD Return | 15.61% | 44.03% |
| 1Y Return | 7.46% | 62.09% |
| 3Y Return (Ann) | 22.57% | 20.37% |
| 5Y Return (Ann) | 19.56% | 33.67% |
| 10Y Return (Ann) | 3.54% | 28.85% |
| Sharpe Ratio | 0.36 | 1.78 |
| Sortino Ratio | 0.63 | 2.29 |
| Omega Ratio | 1.08 | 1.30 |
| Calmar Ratio | 0.34 | 2.46 |
| Martin Ratio | 1.14 | 6.77 |
| Ulcer Index | 7.16% | 9.02% |
| Daily Std Dev | 22.49% | 34.35% |
| Max Drawdown | -87.73% | -95.73% |
| Current Drawdown | -9.79% | -10.46% |
Correlation
The correlation between XEG.TO and SMH is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XEG.TO vs. SMH - Performance Comparison
In the year-to-date period, XEG.TO achieves a 15.61% return, which is significantly lower than SMH's 44.03% return. Over the past 10 years, XEG.TO has underperformed SMH with an annualized return of 3.54%, while SMH has yielded a comparatively higher 28.85% annualized return. 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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XEG.TO vs. SMH - Expense Ratio Comparison
XEG.TO has a 0.61% expense ratio, which is higher than SMH's 0.35% expense ratio.
Risk-Adjusted Performance
XEG.TO vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) 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
XEG.TO vs. SMH - Dividend Comparison
XEG.TO's dividend yield for the trailing twelve months is around 3.02%, more than SMH's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 3.02% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% | 2.56% | 2.32% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
XEG.TO vs. SMH - Drawdown Comparison
The maximum XEG.TO drawdown since its inception was -87.73%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for XEG.TO and SMH. For additional features, visit the drawdowns tool.
Volatility
XEG.TO vs. SMH - Volatility Comparison
The current volatility for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) is 6.68%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.39%. This indicates that XEG.TO 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.