^DJUSSC vs. SOXX

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Semiconductors Index (^DJUSSC) and iShares Semiconductor ETF (SOXX).

SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.

Performance

^DJUSSC vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Semiconductors Index (^DJUSSC) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

^DJUSSC vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUSSC Dow Jones U.S. Semiconductors Index	-0.43%	43.83%	73.10%	94.85%	-37.53%	49.65%	44.87%	49.35%	-10.46%	35.52%
SOXX iShares Semiconductor ETF	12.48%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%

Returns By Period

In the year-to-date period, ^DJUSSC achieves a -0.43% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, ^DJUSSC has outperformed SOXX with an annualized return of 31.25%, while SOXX has yielded a comparatively lower 28.39% annualized return.

^DJUSSC

• 1D: 1.88%
• 1M: -3.32%
• YTD: -0.43%
• 6M: 3.71%
• 1Y: 72.87%
• 3Y*: 52.95%
• 5Y*: 31.87%
• 10Y*: 31.25%

SOXX

• 1D: 3.01%
• 1M: -3.78%
• YTD: 12.48%
• 6M: 22.76%
• 1Y: 80.97%
• 3Y*: 32.61%
• 5Y*: 19.19%
• 10Y*: 28.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DJUSSC vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUSSC

^DJUSSC Risk / Return Rank: 94
^DJUSSC Sharpe Ratio Rank: 92
^DJUSSC Sortino Ratio Rank: 93
^DJUSSC Omega Ratio Rank: 92
^DJUSSC Calmar Ratio Rank: 97
^DJUSSC Martin Ratio Rank: 95

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 90
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJUSSC vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Semiconductors Index (^DJUSSC) and iShares Semiconductor ETF (SOXX). 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.

	^DJUSSC	SOXX	Difference
Sharpe ratio Return per unit of total volatility	1.87	2.03	-0.16
Sortino ratio Return per unit of downside risk	2.54	2.63	-0.08
Omega ratio Gain probability vs. loss probability	1.35	1.38	-0.03
Calmar ratio Return relative to maximum drawdown	4.82	4.44	+0.38
Martin ratio Return relative to average drawdown	14.32	16.46	-2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUSSC vs. SOXX - Sharpe Ratio Comparison

The current ^DJUSSC Sharpe Ratio is 1.87, which is comparable to the SOXX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ^DJUSSC and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJUSSC	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	2.03	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.54	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.86	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.37	-0.12

Correlation

The correlation between ^DJUSSC and SOXX is 0.96, 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.

Drawdowns

^DJUSSC vs. SOXX - Drawdown Comparison

The maximum ^DJUSSC drawdown since its inception was -86.02%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ^DJUSSC and SOXX.

Drawdown Indicators

	^DJUSSC	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-86.02%	-70.21%	-15.81%
Max Drawdown (1Y) Largest decline over 1 year	-15.46%	-18.27%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	-48.54%	-45.75%	-2.79%
Max Drawdown (10Y) Largest decline over 10 years	-48.54%	-45.75%	-2.79%
Current Drawdown Current decline from peak	-8.53%	-7.95%	-0.58%
Average Drawdown Average peak-to-trough decline	-45.31%	-20.10%	-25.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.21%	4.92%	+0.29%

Volatility

^DJUSSC vs. SOXX - Volatility Comparison

The current volatility for Dow Jones U.S. Semiconductors Index (^DJUSSC) is 11.01%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that ^DJUSSC experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJUSSC	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.01%	12.83%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	24.57%	26.41%	-1.84%
Volatility (1Y) Calculated over the trailing 1-year period	39.15%	40.12%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.54%	35.48%	+3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.77%	32.98%	+1.79%