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

Performance

XTL vs. SMH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
40.47%
4.05%
XTL
SMH

Returns By Period

In the year-to-date period, XTL achieves a 31.72% return, which is significantly lower than SMH's 39.64% return. Over the past 10 years, XTL has underperformed SMH with an annualized return of 7.60%, while SMH has yielded a comparatively higher 28.11% annualized return.


XTL

YTD

31.72%

1M

0.24%

6M

40.47%

1Y

49.28%

5Y (annualized)

10.05%

10Y (annualized)

7.60%

SMH

YTD

39.64%

1M

-2.91%

6M

4.05%

1Y

48.97%

5Y (annualized)

33.21%

10Y (annualized)

28.11%

Key characteristics


XTLSMH
Sharpe Ratio2.381.48
Sortino Ratio3.171.99
Omega Ratio1.401.26
Calmar Ratio1.542.06
Martin Ratio8.495.55
Ulcer Index6.04%9.21%
Daily Std Dev21.53%34.46%
Max Drawdown-37.01%-95.73%
Current Drawdown-4.19%-13.19%

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XTL vs. SMH - Expense Ratio Comparison

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


XTL
SPDR S&P Telecom ETF
Expense ratio chart for XTL: 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 SMH: 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%

Correlation

-0.50.00.51.00.6

The correlation between XTL and SMH is 0.61, 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.

Risk-Adjusted Performance

XTL vs. SMH - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for XTL, currently valued at 2.38, compared to the broader market0.002.004.006.002.381.48
The chart of Sortino ratio for XTL, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.0012.003.171.99
The chart of Omega ratio for XTL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.26
The chart of Calmar ratio for XTL, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.542.06
The chart of Martin ratio for XTL, currently valued at 8.49, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.495.55
XTL
SMH

The current XTL Sharpe Ratio is 2.38, which is higher than the SMH Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XTL 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.38
1.48
XTL
SMH

Dividends

XTL vs. SMH - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.59%, more than SMH's 0.43% yield.


TTM20232022202120202019201820172016201520142013
XTL
SPDR S&P Telecom ETF
0.59%0.80%0.74%1.25%0.88%0.92%1.89%2.08%1.11%1.38%1.03%0.45%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

XTL vs. SMH - Drawdown Comparison

The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for XTL and SMH. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.19%
-13.19%
XTL
SMH

Volatility

XTL vs. SMH - Volatility Comparison

The current volatility for SPDR S&P Telecom ETF (XTL) is 5.31%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.32%. This indicates that XTL 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.31%
8.32%
XTL
SMH