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XSD vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSD and SMH is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XSD vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Semiconductor ETF (XSD) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
712.70%
1,938.74%
XSD
SMH

Key characteristics

Sharpe Ratio

XSD:

-0.16

SMH:

0.06

Sortino Ratio

XSD:

0.08

SMH:

0.38

Omega Ratio

XSD:

1.01

SMH:

1.05

Calmar Ratio

XSD:

-0.18

SMH:

0.07

Martin Ratio

XSD:

-0.49

SMH:

0.17

Ulcer Index

XSD:

15.00%

SMH:

14.52%

Daily Std Dev

XSD:

45.64%

SMH:

43.08%

Max Drawdown

XSD:

-64.56%

SMH:

-83.29%

Current Drawdown

XSD:

-28.80%

SMH:

-24.30%

Returns By Period

In the year-to-date period, XSD achieves a -21.57% return, which is significantly lower than SMH's -12.47% return. Over the past 10 years, XSD has underperformed SMH with an annualized return of 16.98%, while SMH has yielded a comparatively higher 23.77% annualized return.


XSD

YTD

-21.57%

1M

-10.24%

6M

-20.08%

1Y

-11.53%

5Y*

15.76%

10Y*

16.98%

SMH

YTD

-12.47%

1M

-4.52%

6M

-15.83%

1Y

0.33%

5Y*

27.24%

10Y*

23.77%

*Annualized

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XSD vs. SMH - Expense Ratio Comparison

Both XSD and SMH have an expense ratio of 0.35%.


Expense ratio chart for XSD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSD: 0.35%
Expense ratio chart for SMH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMH: 0.35%

Risk-Adjusted Performance

XSD vs. SMH — Risk-Adjusted Performance Rank

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

XSD
The Risk-Adjusted Performance Rank of XSD is 1313
Overall Rank
The Sharpe Ratio Rank of XSD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of XSD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XSD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XSD is 99
Calmar Ratio Rank
The Martin Ratio Rank of XSD is 1111
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2626
Overall Rank
The Sharpe Ratio Rank of SMH is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XSD vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) 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.


The chart of Sharpe ratio for XSD, currently valued at -0.16, compared to the broader market-1.000.001.002.003.004.00
XSD: -0.16
SMH: 0.06
The chart of Sortino ratio for XSD, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.00
XSD: 0.08
SMH: 0.38
The chart of Omega ratio for XSD, currently valued at 1.01, compared to the broader market0.501.001.502.00
XSD: 1.01
SMH: 1.05
The chart of Calmar ratio for XSD, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
XSD: -0.18
SMH: 0.07
The chart of Martin ratio for XSD, currently valued at -0.49, compared to the broader market0.0020.0040.0060.00
XSD: -0.49
SMH: 0.17

The current XSD Sharpe Ratio is -0.16, which is lower than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XSD 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.16
0.06
XSD
SMH

Dividends

XSD vs. SMH - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.31%, less than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
XSD
SPDR S&P Semiconductor ETF
0.31%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

XSD vs. SMH - Drawdown Comparison

The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for XSD and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.80%
-24.30%
XSD
SMH

Volatility

XSD vs. SMH - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 28.55% compared to VanEck Vectors Semiconductor ETF (SMH) at 23.93%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.55%
23.93%
XSD
SMH