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^SIXT vs. SMH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXT and SMH is 0.84, 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.


-0.50.00.51.00.8

Performance

^SIXT vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.48%
-8.65%
^SIXT
SMH

Key characteristics

Sharpe Ratio

^SIXT:

1.09

SMH:

1.24

Sortino Ratio

^SIXT:

1.54

SMH:

1.75

Omega Ratio

^SIXT:

1.20

SMH:

1.22

Calmar Ratio

^SIXT:

1.42

SMH:

1.74

Martin Ratio

^SIXT:

4.83

SMH:

4.33

Ulcer Index

^SIXT:

5.00%

SMH:

9.95%

Daily Std Dev

^SIXT:

22.13%

SMH:

34.82%

Max Drawdown

^SIXT:

-33.93%

SMH:

-95.73%

Current Drawdown

^SIXT:

-2.31%

SMH:

-13.97%

Returns By Period

In the year-to-date period, ^SIXT achieves a 22.38% return, which is significantly lower than SMH's 38.38% return. Over the past 10 years, ^SIXT has underperformed SMH with an annualized return of 18.89%, while SMH has yielded a comparatively higher 27.29% annualized return.


^SIXT

YTD

22.38%

1M

1.99%

6M

3.48%

1Y

22.79%

5Y*

21.13%

10Y*

18.89%

SMH

YTD

38.38%

1M

-0.90%

6M

-10.01%

1Y

43.12%

5Y*

30.53%

10Y*

27.29%

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Risk-Adjusted Performance

^SIXT vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) 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 ^SIXT, currently valued at 1.09, compared to the broader market0.001.002.001.091.24
The chart of Sortino ratio for ^SIXT, currently valued at 1.54, compared to the broader market-1.000.001.002.003.001.541.75
The chart of Omega ratio for ^SIXT, currently valued at 1.20, compared to the broader market0.901.001.101.201.301.401.201.22
The chart of Calmar ratio for ^SIXT, currently valued at 1.42, compared to the broader market0.001.002.003.001.421.74
The chart of Martin ratio for ^SIXT, currently valued at 4.83, compared to the broader market0.005.0010.0015.0020.004.834.33
^SIXT
SMH

The current ^SIXT Sharpe Ratio is 1.09, which is comparable to the SMH Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ^SIXT 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.09
1.24
^SIXT
SMH

Drawdowns

^SIXT vs. SMH - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -33.93%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for ^SIXT and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.31%
-13.97%
^SIXT
SMH

Volatility

^SIXT vs. SMH - Volatility Comparison

The current volatility for Technology Select Sector Index (^SIXT) is 5.41%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 7.77%. This indicates that ^SIXT 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%JulyAugustSeptemberOctoberNovemberDecember
5.41%
7.77%
^SIXT
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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