AQLT vs. SOXX
AQLT (iShares MSCI Global Quality Factor ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - AQLT is a Global Equities fund tracking the MSCI ACWI Quality Index (Net), while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past year, AQLT returned 29.00% vs 190.05% for SOXX. A 0.74 correlation means they provide meaningful diversification when combined. AQLT charges 0.20%/yr vs 0.34%/yr for SOXX.
Performance
AQLT vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AQLT achieves a 12.40% return, which is significantly lower than SOXX's 104.57% return.
AQLT
- 1D
- -0.37%
- 1M
- 4.34%
- YTD
- 12.40%
- 6M
- 12.67%
- 1Y
- 29.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 1.76%
- 1M
- 33.25%
- YTD
- 104.57%
- 6M
- 99.43%
- 1Y
- 190.05%
- 3Y*
- 57.39%
- 5Y*
- 34.50%
- 10Y*
- 35.79%
AQLT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 12.40% | 17.65% | -3.14% |
SOXX iShares Semiconductor ETF | 104.57% | 40.74% | -0.65% |
Correlation
The correlation between AQLT and SOXX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024 | 0.74 |
The correlation between AQLT and SOXX has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AQLT vs. SOXX — Risk / Return Rank
AQLT
SOXX
AQLT vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) 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.
| AQLT | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.74 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 12.13 | -9.41 |
| Martin ratioReturn relative to average drawdown | 12.25 | 46.43 | -34.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AQLT | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 5.61 | -3.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.45 | +0.64 |
Drawdowns
AQLT vs. SOXX - Drawdown Comparison
The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for AQLT and SOXX.
Loading charts...
Drawdown Indicators
| AQLT | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.84% | -70.21% | +53.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -15.77% | +5.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -0.37% | 0.00% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -19.97% | +17.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 4.11% | -1.74% |
Volatility
AQLT vs. SOXX - Volatility Comparison
The current volatility for iShares MSCI Global Quality Factor ETF (AQLT) is 3.54%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that AQLT 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.
Loading charts...
Volatility by Period
| AQLT | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 14.03% | -10.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 27.35% | -16.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 34.18% | -20.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 36.11% | -19.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 33.43% | -16.44% |
AQLT vs. SOXX - Expense Ratio Comparison
AQLT has a 0.20% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
AQLT vs. SOXX - Dividend Comparison
AQLT's dividend yield for the trailing twelve months is around 0.93%, more than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 0.93% | 1.05% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.27% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
AQLT and SOXX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.03%) compared to AQLT (3.54%). In terms of maximum drawdown, AQLT dropped -16.84% vs SOXX's -70.21%.
On 1-year performance, SOXX leads with 190.05% vs 29.00% for AQLT. On fees, AQLT is cheaper at 0.20% per year. On volatility, AQLT has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SOXX has performed better with a 190.05% return vs 29.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AQLT is cheaper with a 0.20% expense ratio, compared with 0.34% for SOXX.
AQLT has the higher dividend yield at 0.93%, compared with 0.27% for SOXX.
AQLT is categorized as Global Equities, while SOXX is Semiconductors. AQLT tracks MSCI ACWI Quality Index (Net), while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.20% for AQLT and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (5.61 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AQLT and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer