XYF vs. SMH
XYF (X Financial) is a stock, while SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index. Over the past 5 years, XYF returned -3.84%/yr vs 33.46%/yr for SMH. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
XYF vs. SMH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYF achieves a -6.48% return, which is significantly lower than SMH's 50.09% return.
XYF
- 1D
- -1.59%
- 1M
- 0.00%
- 6M
- 1.69%
- YTD
- -6.48%
- 1Y
- -62.31%
- 3Y*
- 8.30%
- 5Y*
- -3.84%
- 10Y*
- —
- ALL TIME*
- -22.25%
SMH
- 1D
- 0.30%
- 1M
- -8.74%
- 6M
- 33.97%
- YTD
- 50.09%
- 1Y
- 90.95%
- 3Y*
- 50.56%
- 5Y*
- 33.46%
- 10Y*
- 34.16%
- ALL TIME*
- 11.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.28B | $7.64B | $7.07B | |
XYF X Financial | $224.36K | $232.29K | $432.19K |
XYF vs. SMH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYF X Financial | -6.48% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -60.55% | -59.73% | -71.53% |
SMH VanEck Semiconductor ETF | 50.09% | 49.17% | 39.10% | 73.38% | -33.53% | 42.13% | 55.53% | 64.45% | -16.11% |
Correlation
The correlation between XYF and SMH is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2018 | 0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYF vs. SMH — Risk / Return Rank
XYF
SMH
XYF vs. SMH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for X Financial (XYF) and VanEck 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.
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.
| XYF | SMH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.37 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.36 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 3.58 | -4.39 |
| Martin ratioReturn relative to average drawdown | -1.15 | 14.64 | -15.79 |
Loading charts...
Drawdowns
XYF vs. SMH - Drawdown Comparison
The maximum XYF drawdown since its inception was -96.61%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for XYF and SMH.
Loading charts...
Drawdown Indicators
| XYF | SMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.61% | -84.96% | -11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -77.91% | -24.62% | -53.29% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -35.74% | -46.90% |
Max Drawdown (5Y)Largest decline over 5 years | -82.64% | -45.30% | -37.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.30% | — |
Current DrawdownCurrent decline from peak | -86.18% | -19.19% | -66.99% |
Average DrawdownAverage peak-to-trough decline | -84.07% | -40.89% | -43.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.86% | 6.01% | +48.85% |
Volatility
XYF vs. SMH - Volatility Comparison
The current volatility for X Financial (XYF) is 8.66%, while VanEck Semiconductor ETF (SMH) has a volatility of 14.70%. This indicates that XYF 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.
Loading charts...
Volatility by Period
| XYF | SMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.66% | 14.70% | -6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 45.57% | 33.13% | +12.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.37% | 38.57% | +21.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.15% | 36.50% | +37.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.82% | 33.32% | +57.50% |
Dividends
XYF vs. SMH - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 11.34%, more than SMH's 0.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMH VanEck Semiconductor ETF | 0.20% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
XYF X Financial | 11.34% | 9.46% | 4.08% | 4.64% | 0.00% | 0.00% | 0.00% | 5.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYF and SMH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMH has higher volatility (14.70%) compared to XYF (8.66%). In terms of maximum drawdown, XYF dropped -96.61% vs SMH's -84.96%.
SMH currently has the higher Sharpe Ratio (2.29 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XYF and SMH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer