DAT vs. SOXX

Last updated Jun 24, 2026

DAT (ProShares Big Data Refiners ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - DAT is a Technology Equities fund tracking the FactSet Big Data Refiners Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 3 years, DAT returned 13.08%/yr vs 56.18%/yr for SOXX. A 0.60 correlation means they provide meaningful diversification when combined. DAT charges 0.58%/yr vs 0.34%/yr for SOXX.

Performance

DAT vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Big Data Refiners ETF (DAT) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAT achieves a -12.34% return, which is significantly lower than SOXX's 100.58% return.

DAT

• 1D: 0.37%
• 1M: -3.21%
• YTD: -12.34%
• 6M: -14.06%
• 1Y: -11.44%
• 3Y*: 13.08%
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -7.88%
• 1M: 12.35%
• YTD: 100.58%
• 6M: 98.07%
• 1Y: 167.63%
• 3Y*: 56.18%
• 5Y*: 33.69%
• 10Y*: 36.08%

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

DAT vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DAT ProShares Big Data Refiners ETF	-12.34%	3.49%	33.22%	51.76%	-44.33%	-4.44%
SOXX iShares Semiconductor ETF	100.58%	40.74%	12.92%	67.12%	-35.09%	21.81%

Correlation

The correlation between DAT and SOXX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021	0.60

Over the past year, the correlation between DAT and SOXX has dropped to 0.29 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

DAT vs. SOXX - Sectors Allocation Comparison

Sectors	DAT	SOXX
Technology	96.9%	100.0%
Communication Services	2.3%	-
Utilities	1.2%	-
Healthcare	0.7%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	-
Real Estate	-	-

Return for Risk

DAT vs. SOXX — Risk / Return Rank

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

DAT

DAT Risk / Return Rank: 6
DAT Sharpe Ratio Rank: 6
DAT Sortino Ratio Rank: 6
DAT Omega Ratio Rank: 6
DAT Calmar Ratio Rank: 6
DAT Martin Ratio Rank: 6

SOXX

SOXX Risk / Return Rank: 95
SOXX Sharpe Ratio Rank: 97
SOXX Sortino Ratio Rank: 92
SOXX Omega Ratio Rank: 92
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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.

DAT vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.

	DAT	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	4.28	-4.66
Sortino ratio: Return per unit of downside risk	-0.35	4.15	-4.50
Omega ratio: Gain probability vs. loss probability	0.96	1.60	-0.64
Calmar ratio: Return relative to maximum drawdown	-0.33	10.70	-11.03
Martin ratio: Return relative to average drawdown	-0.74	38.46	-39.20

DAT vs. SOXX - Sharpe Ratio Comparison

The current DAT Sharpe Ratio is -0.38, which is lower than the SOXX Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of DAT 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.

Drawdowns

DAT vs. SOXX - Drawdown Comparison

The maximum DAT drawdown since its inception was -56.22%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for DAT and SOXX.

Drawdown Indicators

	DAT	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-56.22%	-70.21%	+13.99%
Max Drawdown (1Y) Largest decline over 1 year	-34.70%	-15.77%	-18.93%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	-41.36%	+6.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-45.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.75%	—
Current Drawdown Current decline from peak	-18.65%	-7.88%	-10.77%
Average Drawdown Average peak-to-trough decline	-26.09%	-19.94%	-6.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.47%	4.38%	+11.09%

Volatility

DAT vs. SOXX - Volatility Comparison

The current volatility for ProShares Big Data Refiners ETF (DAT) is 13.75%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that DAT 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

	DAT	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.75%	22.75%	-9.00%
Volatility (6M) Calculated over the trailing 6-month period	25.40%	33.44%	-8.04%
Volatility (1Y) Calculated over the trailing 1-year period	30.30%	39.42%	-9.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.94%	37.21%	-3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.94%	34.00%	-0.06%

DAT vs. SOXX - Expense Ratio Comparison

DAT has a 0.58% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

DAT vs. SOXX - Dividend Comparison

DAT has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAT ProShares Big Data Refiners ETF	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	0.24%	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

Can I hold both DAT and SOXX in my portfolio?

DAT and SOXX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAT or SOXX?

SOXX has higher volatility (22.75%) compared to DAT (13.75%). In terms of maximum drawdown, DAT dropped -56.22% vs SOXX's -70.21%.

Which ETF is better, DAT or SOXX?

On 3-year performance, SOXX leads with 56.18% vs 13.08% for DAT. On fees, SOXX is cheaper at 0.34% per year. On volatility, DAT has been the lower-risk option at 13.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAT or SOXX?

Over the 3-year period, SOXX has performed better with a 56.18% return vs 13.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAT or SOXX?

SOXX is cheaper with a 0.34% expense ratio, compared with 0.58% for DAT.

Which ETF pays a higher dividend yield, DAT or SOXX?

SOXX has the higher dividend yield at 0.24%, compared with 0.00% for DAT.

What is the main difference between DAT and SOXX?

DAT is categorized as Technology Equities, while SOXX is Semiconductors. DAT tracks FactSet Big Data Refiners Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.58% for DAT and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (4.28 vs -0.38), 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.