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XRSG.L vs. SMGB.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XRSG.LSMGB.L
YTD Return18.11%25.18%
1Y Return38.05%39.53%
3Y Return (Ann)2.78%15.70%
Sharpe Ratio1.901.35
Sortino Ratio2.861.83
Omega Ratio1.351.24
Calmar Ratio1.871.56
Martin Ratio9.214.00
Ulcer Index4.06%9.83%
Daily Std Dev19.64%29.08%
Max Drawdown-35.31%-35.48%
Current Drawdown0.00%-13.18%

Correlation

-0.50.00.51.00.6

The correlation between XRSG.L and SMGB.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

XRSG.L vs. SMGB.L - Performance Comparison

In the year-to-date period, XRSG.L achieves a 18.11% return, which is significantly lower than SMGB.L's 25.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.08%
5.81%
XRSG.L
SMGB.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XRSG.L vs. SMGB.L - Expense Ratio Comparison

XRSG.L has a 0.30% expense ratio, which is lower than SMGB.L's 0.35% expense ratio.


SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XRSG.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

XRSG.L vs. SMGB.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) and VanEck Semiconductor UCITS ETF (SMGB.L). 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.


XRSG.L
Sharpe ratio
The chart of Sharpe ratio for XRSG.L, currently valued at 2.11, compared to the broader market-2.000.002.004.006.002.11
Sortino ratio
The chart of Sortino ratio for XRSG.L, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for XRSG.L, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for XRSG.L, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.66
Martin ratio
The chart of Martin ratio for XRSG.L, currently valued at 11.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.61
SMGB.L
Sharpe ratio
The chart of Sharpe ratio for SMGB.L, currently valued at 1.53, compared to the broader market-2.000.002.004.006.001.53
Sortino ratio
The chart of Sortino ratio for SMGB.L, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for SMGB.L, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for SMGB.L, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.96
Martin ratio
The chart of Martin ratio for SMGB.L, currently valued at 4.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.89

XRSG.L vs. SMGB.L - Sharpe Ratio Comparison

The current XRSG.L Sharpe Ratio is 1.90, which is higher than the SMGB.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XRSG.L and SMGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.11
1.53
XRSG.L
SMGB.L

Dividends

XRSG.L vs. SMGB.L - Dividend Comparison

Neither XRSG.L nor SMGB.L has paid dividends to shareholders.


TTM20232022
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%

Drawdowns

XRSG.L vs. SMGB.L - Drawdown Comparison

The maximum XRSG.L drawdown since its inception was -35.31%, roughly equal to the maximum SMGB.L drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for XRSG.L and SMGB.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-12.99%
XRSG.L
SMGB.L

Volatility

XRSG.L vs. SMGB.L - Volatility Comparison

The current volatility for Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) is 6.48%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 8.86%. This indicates that XRSG.L experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.48%
8.86%
XRSG.L
SMGB.L