PortfolioMetrics

FTXL vs. SMH - ETF Comparison

FTXL - First Trust Nasdaq Semiconductor ETF

The First Trust Nasdaq Semiconductor ETF is an exchange-traded fund that tracks the performance of the Nasdaq U.S. Smart Semiconductor Index, providing investors with diversified exposure to the U.S. semiconductor sector.

SMH - VanEck Semiconductor ETF

The VanEck Semiconductor ETF (SMH) tracks the performance of the 25 largest US-listed semiconductor companies, providing investors with concentrated exposure to the American semiconductor industry. The fund offers a well-balanced risk/return profile, with a mix of giant, large, and mid-cap companies, and may appeal as a long-term, core holding for buy-and-hold investors seeking to tilt their exposure towards the technology sector.

FTXLSMH
Fund NameFirst Trust Nasdaq Semiconductor ETFVanEck Semiconductor ETF
Fund ProviderFirst TrustVanEck
IndexNasdaq U.S. Smart Semiconductor IndexMVIS US Listed Semiconductor 25
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.60%0.35%
Inception Date2016-09-202000-05-05
Number Of Holdings3226
CurrencyUSDUSD
RegionUnited StatesDeveloped Markets
Investment StyleGrowthGrowth
Market CapBlendLarge-Cap
SectorTechnologyTechnology
Sector DetailSemiconductorsSemiconductors
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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