CIE.NEO vs. SOXX
CIE.NEO (iShares International Fundamental Common Class) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - CIE.NEO is a Global Equities fund tracking the FTSE RAFI Developed ex US 1000 Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, CIE.NEO returned 11.97%/yr vs 36.65%/yr for SOXX. At a 0.43 correlation, their price movements are largely independent. CIE.NEO charges 0.73%/yr vs 0.34%/yr for SOXX.
Performance
CIE.NEO vs. SOXX - Performance Comparison
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Different Trading Currencies
CIE.NEO is traded in CAD, while SOXX is traded in USD. To make them comparable, the SOXX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CIE.NEO achieves a 18.32% return, which is significantly lower than SOXX's 103.02% return. Over the past 10 years, CIE.NEO has underperformed SOXX with an annualized return of 11.97%, while SOXX has yielded a comparatively higher 36.65% annualized return.
CIE.NEO
- 1D
- 0.42%
- 1M
- 6.88%
- YTD
- 18.32%
- 6M
- 20.08%
- 1Y
- 40.12%
- 3Y*
- 24.89%
- 5Y*
- 15.60%
- 10Y*
- 11.97%
SOXX
- 1D
- -2.01%
- 1M
- 27.53%
- YTD
- 103.02%
- 6M
- 96.52%
- 1Y
- 184.54%
- 3Y*
- 58.88%
- 5Y*
- 37.78%
- 10Y*
- 36.65%
CIE.NEO vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 18.32% | 34.92% | 12.83% | 15.59% | -2.83% | 14.42% | 1.33% | 11.29% | -8.19% | 16.74% |
SOXX iShares Semiconductor ETF | 103.02% | 34.28% | 22.63% | 63.44% | -30.46% | 42.79% | 50.14% | 54.43% | 1.44% | 30.88% |
Correlation
The correlation between CIE.NEO and SOXX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2009 | 0.43 |
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Return for Risk
CIE.NEO vs. SOXX — Risk / Return Rank
CIE.NEO
SOXX
CIE.NEO vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) 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.
| CIE.NEO | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.73 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 13.05 | -9.42 |
| Martin ratioReturn relative to average drawdown | 15.02 | 46.76 | -31.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIE.NEO | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 5.49 | -2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.10 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 1.15 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.04 | -0.60 |
Drawdowns
CIE.NEO vs. SOXX - Drawdown Comparison
The maximum CIE.NEO drawdown since its inception was -40.08%, roughly equal to the maximum SOXX drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and SOXX.
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Drawdown Indicators
| CIE.NEO | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.08% | -41.09% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -14.23% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -38.59% | +23.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -41.09% | +20.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.08% | -41.09% | +1.01% |
Current DrawdownCurrent decline from peak | 0.00% | -2.01% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -8.12% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.96% | -1.28% |
Volatility
CIE.NEO vs. SOXX - Volatility Comparison
The current volatility for iShares International Fundamental Common Class (CIE.NEO) is 4.82%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.95%. This indicates that CIE.NEO 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
| CIE.NEO | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 13.95% | -9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 27.10% | -15.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 33.84% | -19.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 34.47% | -20.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 31.90% | -13.72% |
CIE.NEO vs. SOXX - Expense Ratio Comparison
CIE.NEO has a 0.73% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
CIE.NEO vs. SOXX - Dividend Comparison
CIE.NEO's dividend yield for the trailing twelve months is around 2.11%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 2.11% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
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
CIE.NEO and SOXX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SOXX is cheaper with a 0.34% expense ratio, compared with 0.73% for CIE.NEO.
CIE.NEO is categorized as Global Equities, while SOXX is Semiconductors. CIE.NEO tracks FTSE RAFI Developed ex US 1000 Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.73% for CIE.NEO and 0.34% for SOXX.
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