Semiconductor ETFs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FTXL First Trust Nasdaq Semiconductor ETF | Technology Equities | 12.50% |
PXI Invesco DWA Energy Momentum ETF | Energy Equities | 12.50% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 12.50% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | Leveraged Equities, Leveraged | 12.50% |
SOXQ Invesco PHLX Semiconductor ETF | Technology Equities | 12.50% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 12.50% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 12.50% |
XSD SPDR S&P Semiconductor ETF | Technology Equities | 12.50% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 11, 2021, corresponding to the inception date of SOXQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| Semiconductor ETFs | -8.06% | 19.96% | -7.61% | -17.96% | N/A | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 1.16% | 16.29% | 3.28% | -1.51% | 29.67% | 24.79% |
USD ProShares Ultra Semiconductors | -14.77% | 43.27% | -8.55% | -12.41% | 53.53% | 40.80% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -36.49% | 40.68% | -35.53% | -67.67% | 13.24% | 21.23% |
SOXX iShares PHLX Semiconductor ETF | -2.75% | 13.45% | -1.26% | -13.16% | 21.72% | 21.33% |
SOXQ Invesco PHLX Semiconductor ETF | -2.18% | 14.85% | 0.50% | -8.15% | N/A | N/A |
PXI Invesco DWA Energy Momentum ETF | -5.62% | 4.54% | -16.31% | -11.83% | 23.84% | 0.50% |
XSD SPDR S&P Semiconductor ETF | -7.26% | 18.30% | -5.23% | -7.39% | 17.42% | 18.06% |
FTXL First Trust Nasdaq Semiconductor ETF | -3.80% | 12.67% | -3.43% | -13.00% | 15.93% | N/A |
Monthly Returns
The table below presents the monthly returns of Semiconductor ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.38% | -5.99% | -12.58% | -6.13% | 20.85% | -8.06% | |||||||
| 2024 | 2.64% | 15.76% | 7.17% | -6.81% | 13.49% | 7.64% | -6.17% | -3.63% | -0.94% | -4.16% | 2.27% | -1.36% | 25.53% |
| 2023 | 20.74% | 0.98% | 11.64% | -9.84% | 18.68% | 9.93% | 8.12% | -5.01% | -8.54% | -9.70% | 20.10% | 16.14% | 89.44% |
| 2022 | -13.90% | 0.13% | 2.14% | -19.20% | 8.14% | -21.90% | 22.68% | -12.07% | -17.49% | 5.63% | 22.23% | -14.17% | -40.72% |
| 2021 | 6.13% | -2.48% | 3.52% | -3.21% | 10.01% | 14.60% | 2.31% | 33.76% |
Expense Ratio
Semiconductor ETFs has an expense ratio of 0.54%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Semiconductor ETFs is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 0.02 | 0.43 | 1.06 | 0.11 | 0.26 |
USD ProShares Ultra Semiconductors | -0.05 | 0.79 | 1.10 | 0.09 | 0.20 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -0.51 | -0.22 | 0.97 | -0.73 | -1.14 |
SOXX iShares PHLX Semiconductor ETF | -0.27 | -0.05 | 0.99 | -0.25 | -0.56 |
SOXQ Invesco PHLX Semiconductor ETF | -0.14 | 0.17 | 1.02 | -0.12 | -0.27 |
PXI Invesco DWA Energy Momentum ETF | -0.33 | -0.28 | 0.96 | -0.35 | -0.83 |
XSD SPDR S&P Semiconductor ETF | -0.13 | 0.14 | 1.02 | -0.15 | -0.37 |
FTXL First Trust Nasdaq Semiconductor ETF | -0.27 | -0.05 | 0.99 | -0.26 | -0.57 |
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Dividends
Dividend yield
Semiconductor ETFs provided a 0.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.83% | 0.67% | 0.69% | 1.20% | 0.35% | 0.52% | 1.01% | 1.03% | 0.57% | 1.91% | 0.81% | 0.88% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
USD ProShares Ultra Semiconductors | 0.21% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 7.11% | 0.39% | 2.71% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 2.03% | 1.18% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.71% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
SOXQ Invesco PHLX Semiconductor ETF | 0.70% | 0.68% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PXI Invesco DWA Energy Momentum ETF | 1.81% | 1.52% | 1.82% | 3.14% | 0.57% | 1.73% | 2.80% | 0.93% | 0.80% | 0.73% | 2.06% | 1.15% |
XSD SPDR S&P Semiconductor ETF | 0.27% | 0.20% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% |
FTXL First Trust Nasdaq Semiconductor ETF | 0.51% | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.12% | 0.00% | 0.00% |
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 Semiconductor ETFs. 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 Semiconductor ETFs was 51.91%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Semiconductor ETFs drawdown is 27.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.91% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -50.38% | Jul 11, 2024 | 187 | Apr 8, 2025 | — | — | — |
| -20.13% | Mar 8, 2024 | 30 | Apr 19, 2024 | 25 | May 24, 2024 | 55 |
| -10.84% | Dec 8, 2021 | 9 | Dec 20, 2021 | 4 | Dec 27, 2021 | 13 |
| -10.53% | Jul 1, 2021 | 12 | Jul 19, 2021 | 12 | Aug 4, 2021 | 24 |
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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | PXI | USD | XSD | FTXL | SMH | SOXQ | SOXL | SOXX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.45 | 0.80 | 0.80 | 0.80 | 0.81 | 0.81 | 0.81 | 0.82 | 0.83 |
| PXI | 0.45 | 1.00 | 0.32 | 0.40 | 0.37 | 0.34 | 0.35 | 0.36 | 0.36 | 0.44 |
| USD | 0.80 | 0.32 | 1.00 | 0.88 | 0.91 | 0.98 | 0.95 | 0.95 | 0.95 | 0.96 |
| XSD | 0.80 | 0.40 | 0.88 | 1.00 | 0.94 | 0.92 | 0.94 | 0.95 | 0.95 | 0.95 |
| FTXL | 0.80 | 0.37 | 0.91 | 0.94 | 1.00 | 0.95 | 0.96 | 0.97 | 0.97 | 0.97 |
| SMH | 0.81 | 0.34 | 0.98 | 0.92 | 0.95 | 1.00 | 0.98 | 0.98 | 0.98 | 0.98 |
| SOXQ | 0.81 | 0.35 | 0.95 | 0.94 | 0.96 | 0.98 | 1.00 | 0.99 | 0.99 | 0.98 |
| SOXL | 0.81 | 0.36 | 0.95 | 0.95 | 0.97 | 0.98 | 0.99 | 1.00 | 1.00 | 0.99 |
| SOXX | 0.82 | 0.36 | 0.95 | 0.95 | 0.97 | 0.98 | 0.99 | 1.00 | 1.00 | 0.99 |
| Portfolio | 0.83 | 0.44 | 0.96 | 0.95 | 0.97 | 0.98 | 0.98 | 0.99 | 0.99 | 1.00 |