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iShares PHLX Semiconductor ETF (SOXX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642875235
CUSIP464287523
IssueriShares
Inception DateJul 10, 2001
RegionNorth America (U.S.)
CategoryTechnology Equities
Index TrackedPHLX Semiconductor Sector Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The iShares PHLX Semiconductor ETF has a high expense ratio of 0.46%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.46%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares PHLX Semiconductor ETF

Popular comparisons: SOXX vs. SMH, SOXX vs. SOXQ, SOXX vs. XSD, SOXX vs. SOXL, SOXX vs. QQQ, SOXX vs. VGT, SOXX vs. FSELX, SOXX vs. SOXS, SOXX vs. VOO, SOXX vs. PSI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares PHLX Semiconductor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%NovemberDecember2024FebruaryMarchApril
1,414.96%
313.12%
SOXX (iShares PHLX Semiconductor ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares PHLX Semiconductor ETF had a return of 9.66% year-to-date (YTD) and 51.77% in the last 12 months. Over the past 10 years, iShares PHLX Semiconductor ETF had an annualized return of 27.60%, outperforming the S&P 500 benchmark which had an annualized return of 10.43%.


PeriodReturnBenchmark
Year-To-Date9.66%5.29%
1 month-3.67%-2.47%
6 months34.85%16.40%
1 year51.77%20.88%
5 years (annualized)28.46%11.60%
10 years (annualized)27.60%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.73%11.27%4.04%
2023-6.25%-6.60%16.11%12.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SOXX is 84, placing it in the top 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SOXX is 8484
iShares PHLX Semiconductor ETF(SOXX)
The Sharpe Ratio Rank of SOXX is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 8383Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 8181Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 9191Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 8383Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares PHLX Semiconductor ETF (SOXX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SOXX
Sharpe ratio
The chart of Sharpe ratio for SOXX, currently valued at 1.87, compared to the broader market-1.000.001.002.003.004.005.001.87
Sortino ratio
The chart of Sortino ratio for SOXX, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.002.65
Omega ratio
The chart of Omega ratio for SOXX, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for SOXX, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.002.13
Martin ratio
The chart of Martin ratio for SOXX, currently valued at 8.38, compared to the broader market0.0020.0040.0060.0080.008.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current iShares PHLX Semiconductor ETF Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.87
1.79
SOXX (iShares PHLX Semiconductor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares PHLX Semiconductor ETF granted a 1.74% dividend yield in the last twelve months. The annual payout for that period amounted to $3.67 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.67$4.51$4.37$3.45$3.08$3.10$2.15$1.53$1.32$1.16$1.45$0.86

Dividend yield

1.74%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%

Monthly Dividends

The table displays the monthly dividend distributions for iShares PHLX Semiconductor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.23
2023$0.00$0.00$1.07$0.00$0.00$0.65$0.00$0.00$1.67$0.00$0.00$1.12
2022$0.00$0.00$0.88$0.00$0.00$0.63$0.00$0.00$1.80$0.00$0.00$1.06
2021$0.00$0.00$0.76$0.00$0.00$0.51$0.00$0.00$1.16$0.00$0.00$1.03
2020$0.00$0.00$0.70$0.00$0.00$0.56$0.00$0.00$1.07$0.00$0.00$0.75
2019$0.00$0.00$0.52$0.00$0.00$0.76$0.00$0.00$0.96$0.00$0.00$0.86
2018$0.00$0.00$0.38$0.00$0.00$0.62$0.00$0.00$0.82$0.00$0.00$0.34
2017$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$0.50$0.00$0.00$0.32
2016$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.46$0.00$0.00$0.29
2015$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.45$0.00$0.00$0.19
2014$0.00$0.00$0.21$0.00$0.00$0.24$0.00$0.00$0.24$0.00$0.00$0.76
2013$0.20$0.00$0.00$0.13$0.00$0.00$0.30$0.00$0.00$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.43%
-4.42%
SOXX (iShares PHLX Semiconductor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares PHLX Semiconductor ETF. 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 iShares PHLX Semiconductor ETF was 69.65%, occurring on Nov 20, 2008. Recovery took 1168 trading sessions.

The current iShares PHLX Semiconductor ETF drawdown is 11.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.65%Aug 3, 20011836Nov 20, 20081168Jul 16, 20133004
-44.75%Dec 28, 2021202Oct 14, 2022187Jul 17, 2023389
-34.25%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-24.25%Jun 2, 201560Aug 25, 2015209Jun 23, 2016269
-23.52%Jun 7, 2018139Dec 24, 201857Mar 19, 2019196

Volatility

Volatility Chart

The current iShares PHLX Semiconductor ETF volatility is 7.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.65%
3.35%
SOXX (iShares PHLX Semiconductor ETF)
Benchmark (^GSPC)