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SOXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

SOXX

Currency in USD · Last updated Aug 1, 2026

Asset Allocation

SOXX 100.00%EquityEquity
PositionCategory/SectorTarget Weight
SOXX
iShares Semiconductor ETF		Semiconductors, Technology Equities
100%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SOXX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 1, 2026, the SOXX returned 67.84% Year-To-Date and 32.19% of annualized return in the last 10 years.

Position1D1M6MYTD1Y3Y*5Y*10Y*ALL TIME*
Benchmark
S&P 500 Index
0.70%0.09%7.94%9.41%18.15%17.84%11.25%13.26%8.09%
Portfolio
SOXX
0.07%-15.81%45.95%67.84%111.33%42.35%28.10%32.19%13.83%
Portfolio components:
SOXX
iShares Semiconductor ETF		0.07%-15.81%45.95%67.84%111.33%42.35%28.10%32.19%13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 13, 2001, SOXX's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +40.4%, while the worst month was Sep 2001 at -30.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SOXX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +18.6%, while the worst single day was Mar 16, 2020 at -15.2%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.99%1.73%-6.65%40.40%23.33%12.65%-21.20%67.84%
20251.23%-4.41%-9.64%-2.30%11.48%16.73%0.56%2.20%10.75%13.07%-3.20%1.63%40.74%
20241.73%11.27%4.04%-5.28%9.36%5.53%-4.56%-1.80%0.01%-5.35%-1.31%0.20%12.92%
202316.01%1.52%8.77%-7.32%15.66%6.55%5.53%-4.60%-6.92%-6.60%16.11%12.38%67.12%
2022-11.59%-1.11%0.00%-15.32%6.33%-17.83%16.51%-9.24%-13.32%2.43%18.85%-10.07%-35.09%
20213.23%6.51%1.89%-0.46%2.52%5.10%0.59%2.47%-4.53%6.45%11.51%2.67%44.09%

Benchmark Metrics

SOXX has an annualized alpha of 6.36%, beta of 1.37, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since July 13, 2001.

  • This portfolio captured 188.63% of S&P 500 Index gains and 141.26% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 6.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Alpha
6.36%
Beta
1.37
R²
0.60
Upside Capture
188.63%
Downside Capture
141.26%
See how alpha, beta & R² have trended over time →

Expense Ratio

SOXX has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SOXX
iShares Semiconductor ETF

Return for Risk

Risk / Return Rank

SOXX ranks 85 for risk / return — above 85% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

SOXX Risk / Return Rank: 8585
Overall Rank
SOXX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8181
Omega Ratio Rank
SOXX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for SOXX and compares them with S&P 500 Index.

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.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.53

1.42

+1.11

Sortino ratioReturn per unit of downside risk

2.83

1.98

+0.85

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

3.86

2.00

+1.86

Martin ratioReturn relative to average drawdown

16.24

8.49

+7.75

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SOXX
iShares Semiconductor ETF
90
2.532.831.383.8616.24

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current SOXX Sharpe ratio is 2.53 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of SOXX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

SOXX provided a 0.29% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.29%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
Portfolio components:
SOXX
iShares Semiconductor ETF		0.29%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.21$0.00$0.00$0.28$0.00$0.49
2025$0.00$0.00$0.26$0.00$0.00$0.48$0.00$0.00$0.54$0.00$0.00$0.44$1.72
2024$0.00$0.00$0.22$0.00$0.00$0.31$0.00$0.00$0.55$0.00$0.00$0.36$1.45
2023$0.00$0.00$0.36$0.00$0.00$0.22$0.00$0.00$0.56$0.00$0.00$0.37$1.50
2022$0.00$0.00$0.29$0.00$0.00$0.21$0.00$0.00$0.60$0.00$0.00$0.35$1.46
2021$0.00$0.00$0.25$0.00$0.00$0.17$0.00$0.00$0.39$0.00$0.00$0.34$1.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SOXX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SOXX was 70.21%, occurring on Nov 20, 2008. Recovery took 1299 trading sessions.

The current SOXX drawdown is 22.92%.

Drawdown

Fall

Recovery

Underwater

Related event

-70.21%Nov 2008
7y 3mo5y 2mo
12y 5moAug 2001 - Jan 2014
Financial crisis2007–2009
-45.75%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
Bear market2022
-41.36%Apr 2025
9mo 1d5mo 13d
1y 2moJul 2024 - Sep 2025
2025 selloff2025
-34.25%Mar 2020
29d2mo 17d
3mo 16dFeb 2020 - Jun 2020
COVID crash2020
-29.01%Jul 2026
1mo 6d—
1mo 9dJun 2026 - now
—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.00

1.00

1.00

1.00

1.00

The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.

SOXX correlation to the S&P 500 Index

SOXX has a 0.73 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.76

Benchmark Correlations

Correlation vs. S&P 500 Index

SOXX
0.76

Portfolio Correlations

Correlation vs. SOXX

SOXX
1.00
Diversification Analysis

Find what SOXX is missing

See which holdings overlap, where SOXX is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification