XSD vs. SEMY
XSD (SPDR S&P Semiconductor ETF) and SEMY (GraniteShares YieldBOOST Semiconductors ETF) are both exchange-traded funds - XSD is a Semiconductors fund tracking the S&P Semiconductor Select Industry, while SEMY is a Derivative Income fund actively managed by GraniteShares. XSD is passively managed, while SEMY is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. XSD charges 0.35%/yr vs 1.07%/yr for SEMY.
Performance
XSD vs. SEMY - Performance Comparison
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Returns By Period
In the year-to-date period, XSD achieves a 102.14% return, which is significantly higher than SEMY's 39.74% return.
XSD
- 1D
- 1.51%
- 1M
- 30.91%
- YTD
- 102.14%
- 6M
- 92.84%
- 1Y
- 180.25%
- 3Y*
- 46.41%
- 5Y*
- 29.69%
- 10Y*
- 31.10%
SEMY
- 1D
- 0.24%
- 1M
- 7.57%
- YTD
- 39.74%
- 6M
- 34.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSD vs. SEMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XSD SPDR S&P Semiconductor ETF | 102.14% | 8.56% |
SEMY GraniteShares YieldBOOST Semiconductors ETF | 39.74% | -0.24% |
Correlation
The correlation between XSD and SEMY is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025 | 0.75 |
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Return for Risk
XSD vs. SEMY — Risk / Return Rank
XSD
SEMY
XSD vs. SEMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and GraniteShares YieldBOOST Semiconductors ETF (SEMY). 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.
| XSD | SEMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.65 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 9.75 | — | — |
| Martin ratioReturn relative to average drawdown | 33.91 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSD | SEMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.00 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 3.31 | -2.87 |
Drawdowns
XSD vs. SEMY - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, which is greater than SEMY's maximum drawdown of -11.46%. Use the drawdown chart below to compare losses from any high point for XSD and SEMY.
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Drawdown Indicators
| XSD | SEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -11.46% | -53.10% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -41.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -2.60% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | — | — |
Volatility
XSD vs. SEMY - Volatility Comparison
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Volatility by Period
| XSD | SEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.39% | 26.31% | +10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.25% | 26.31% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.96% | 26.31% | +8.65% |
XSD vs. SEMY - Expense Ratio Comparison
XSD has a 0.35% expense ratio, which is lower than SEMY's 1.07% expense ratio.
Dividends
XSD vs. SEMY - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.12%, less than SEMY's 82.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEMY GraniteShares YieldBOOST Semiconductors ETF | 82.11% | 17.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSD SPDR S&P Semiconductor ETF | 0.12% | 0.26% | 0.20% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% |
Frequently Asked Questions
XSD and SEMY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSD is cheaper with a 0.35% expense ratio, compared with 1.07% for SEMY.
SEMY has the higher dividend yield at 82.11%, compared with 0.12% for XSD.
XSD is categorized as Semiconductors, while SEMY is Derivative Income. They also come from different issuers: State Street and GraniteShares. Their fees differ too: 0.35% for XSD and 1.07% for SEMY.
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