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XWEM.L vs. SMH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEM.L vs. SMH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) and VanEck Semiconductor UCITS ETF (SMH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XWEM.L achieves a 22.01% return, which is significantly lower than SMH.L's 88.70% return.


XWEM.L

1D
-0.15%
1M
5.82%
YTD
22.01%
6M
24.55%
1Y
36.83%
3Y*
5Y*
10Y*

SMH.L

1D
-2.57%
1M
15.71%
YTD
88.70%
6M
96.06%
1Y
163.01%
3Y*
59.29%
5Y*
36.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEM.L vs. SMH.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWEM.L
Xtrackers MSCI World Momentum ESG UCITS ETF 1C
22.01%21.57%28.83%9.50%
SMH.L
VanEck Semiconductor UCITS ETF
88.70%49.20%24.11%16.28%

Correlation

The correlation between XWEM.L and SMH.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.78

The correlation between XWEM.L and SMH.L has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

XWEM.L vs. SMH.L — Risk / Return Rank

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

XWEM.L
XWEM.L Risk / Return Rank: 7171
Overall Rank
XWEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XWEM.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XWEM.L Omega Ratio Rank: 6868
Omega Ratio Rank
XWEM.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
XWEM.L Martin Ratio Rank: 7676
Martin Ratio Rank

SMH.L
SMH.L Risk / Return Rank: 9696
Overall Rank
SMH.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SMH.L Omega Ratio Rank: 9494
Omega Ratio Rank
SMH.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMH.L Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWEM.L vs. SMH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) and VanEck Semiconductor UCITS ETF (SMH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XWEM.LSMH.LDifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.38

1.64

-0.26

Calmar ratioReturn relative to maximum drawdown

3.11

11.65

-8.53

Martin ratioReturn relative to average drawdown

13.39

41.09

-27.69

XWEM.L vs. SMH.L - Sharpe Ratio Comparison

The current XWEM.L Sharpe Ratio is 2.07, which is lower than the SMH.L Sharpe Ratio of 4.79. The chart below compares the historical Sharpe Ratios of XWEM.L and SMH.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XWEM.L vs. SMH.L - Drawdown Comparison

The maximum XWEM.L drawdown since its inception was -19.12%, smaller than the maximum SMH.L drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XWEM.L and SMH.L.


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Drawdown Indicators


XWEM.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-45.38%

+26.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-13.91%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-36.25%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

Current Drawdown

Current decline from peak

-0.15%

-2.57%

+2.42%

Average Drawdown

Average peak-to-trough decline

-2.22%

-11.20%

+8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.95%

-1.21%

Volatility

XWEM.L vs. SMH.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.L) is 6.17%, while VanEck Semiconductor UCITS ETF (SMH.L) has a volatility of 14.42%. This indicates that XWEM.L experiences smaller price fluctuations and is considered to be less risky than SMH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEM.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

14.42%

-8.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

27.56%

-12.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

33.84%

-16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

32.88%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

32.48%

-15.09%

XWEM.L vs. SMH.L - Expense Ratio Comparison

XWEM.L has a 0.25% expense ratio, which is lower than SMH.L's 0.35% expense ratio.


Dividends

XWEM.L vs. SMH.L - Dividend Comparison

Neither XWEM.L nor SMH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEM.L and SMH.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEM.L is cheaper with a 0.25% expense ratio, compared with 0.35% for SMH.L.

XWEM.L is categorized as Global Equities, while SMH.L is Semiconductors. XWEM.L tracks MSCI World Momentum Low Carbon SRI Screened Select, while SMH.L tracks MarketVector US Listed Semiconductor 10% Capped Screened Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.25% for XWEM.L and 0.35% for SMH.L.

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