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BITW vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITW vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise 10 Crypto Index Fund (BITW) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITW achieves a -31.38% return, which is significantly lower than SOXX's 98.11% return.


BITW

1D
-0.37%
1M
-20.68%
YTD
-31.38%
6M
-34.10%
1Y
-35.34%
3Y*
61.40%
5Y*
-0.81%
10Y*

SOXX

1D
1.59%
1M
17.25%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITW vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BITW
Bitwise 10 Crypto Index Fund
-31.38%-2.63%160.69%331.10%-85.92%-36.83%403.25%
SOXX
iShares Semiconductor ETF
98.11%40.74%12.92%67.12%-35.09%44.09%15.80%

Correlation

The correlation between BITW and SOXX is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.35

The correlation between BITW and SOXX shifts across timeframes, from 0.35 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BITW vs. SOXX — Risk / Return Rank

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

BITW
BITW Risk / Return Rank: 1414
Overall Rank
BITW Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 1313
Sortino Ratio Rank
BITW Omega Ratio Rank: 1515
Omega Ratio Rank
BITW Calmar Ratio Rank: 1818
Calmar Ratio Rank
BITW Martin Ratio Rank: 1616
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

BITW vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index Fund (BITW) 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.

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.


BITWSOXXDifference
Sharpe ratioReturn per unit of total volatility

-5.19

Sortino ratioReturn per unit of downside risk

-5.34

Omega ratioGain probability vs. loss probability

0.89

1.62

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.68

10.50

-11.18

Martin ratioReturn relative to average drawdown

-1.19

38.20

-39.39

BITW vs. SOXX - Sharpe Ratio Comparison

The current BITW Sharpe Ratio is -0.76, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of BITW and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BITW vs. SOXX - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for BITW and SOXX.


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Drawdown Indicators


BITWSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-70.21%

-26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-15.77%

-39.74%

Max Drawdown (3Y)

Largest decline over 3 years

-55.51%

-41.36%

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-91.93%

-45.75%

-46.18%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

Current Drawdown

Current decline from peak

-70.99%

-3.16%

-67.83%

Average Drawdown

Average peak-to-trough decline

-69.55%

-19.95%

-49.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.55%

4.33%

+27.22%

Volatility

BITW vs. SOXX - Volatility Comparison

The current volatility for Bitwise 10 Crypto Index Fund (BITW) is 12.56%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that BITW 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.


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Volatility by Period


BITWSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

19.42%

-6.86%

Volatility (6M)

Calculated over the trailing 6-month period

37.05%

31.46%

+5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

49.59%

37.35%

+12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.86%

36.73%

+29.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.52%

33.77%

+74.75%

Dividends

BITW vs. SOXX - Dividend Comparison

BITW has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.


PositionTTM20252024202320222021202020192018201720162015
BITW
Bitwise 10 Crypto Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.28%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


BITW and SOXX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to BITW (12.56%). In terms of maximum drawdown, BITW dropped -96.46% vs SOXX's -70.21%.

SOXX currently has the higher Sharpe Ratio (4.43 vs -0.76), 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.

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