DJIA vs. SOXY

Last updated Aug 2, 2026

DJIA (Global X Dow 30 Covered Call ETF) and SOXY (YieldMax Target 12™ Semiconductor Option Income ETF) are both Derivative Income funds. DJIA is passively managed, while SOXY is actively managed. Over the past year, DJIA returned 17.26% vs 93.60% for SOXY. Their 0.47 correlation means their historical movements had little consistent relationship. DJIA charges 0.60%/yr vs 1.06%/yr for SOXY.

Performance

DJIA vs. SOXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call ETF (DJIA) and YieldMax Target 12™ Semiconductor Option Income ETF (SOXY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJIA achieves a 7.17% return, which is significantly lower than SOXY's 58.34% return.

DJIA

• 1D: 0.54%
• 1M: 1.96%
• 6M: 5.45%
• YTD: 7.17%
• 1Y: 17.26%
• 3Y*: 10.61%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.68%

SOXY

• 1D: 0.60%
• 1M: -12.01%
• 6M: 42.45%
• YTD: 58.34%
• 1Y: 93.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 58.65%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DJIA Global X Dow 30 Covered Call ETF	$1.40M	$1.28M	$1.40M
SOXY YieldMax Target 12™ Semiconductor Option Income ETF	$2.13M	$2.44M	$2.09M

DJIA vs. SOXY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DJIA Global X Dow 30 Covered Call ETF	7.17%	9.11%	-0.42%
SOXY YieldMax Target 12™ Semiconductor Option Income ETF	58.34%	37.00%	-0.99%

Correlation

The correlation between DJIA and SOXY is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.47

DJIA vs. SOXY - Sectors Allocation Comparison

Sectors	DJIA	SOXY
Financial Services	26.7%	0.1%
Industrials	18.9%	0.0%
Technology	16.1%	100.0%
Healthcare	13.2%	0.0%
Consumer Cyclical	10.3%	0.0%
Communication Services	5.2%	0.0%
Basic Materials	3.9%	0.0%
Consumer Defensive	3.9%	0.0%
Energy	1.9%	0.0%
Real Estate	-	-
Utilities	-	0.0%

Return for Risk

DJIA vs. SOXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DJIA

DJIA Risk / Return Rank: 80
DJIA Sharpe Ratio Rank: 88
DJIA Sortino Ratio Rank: 88
DJIA Omega Ratio Rank: 91
DJIA Calmar Ratio Rank: 64
DJIA Martin Ratio Rank: 68

SOXY

SOXY Risk / Return Rank: 87
SOXY Sharpe Ratio Rank: 91
SOXY Sortino Ratio Rank: 83
SOXY Omega Ratio Rank: 85
SOXY Calmar Ratio Rank: 85
SOXY Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DJIA vs. SOXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and YieldMax Target 12™ Semiconductor Option Income ETF (SOXY). 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.

	DJIA	SOXY	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.30	-0.19
Sortino ratio: Return per unit of downside risk	2.99	2.73	+0.26
Omega ratio: Gain probability vs. loss probability	1.43	1.37	+0.06
Calmar ratio: Return relative to maximum drawdown	2.21	3.21	-1.00
Martin ratio: Return relative to average drawdown	8.24	14.50	-6.26

DJIA vs. SOXY - Sharpe Ratio Comparison

The current DJIA Sharpe Ratio is 2.11, which is comparable to the SOXY Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of DJIA and SOXY, 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

DJIA vs. SOXY - Drawdown Comparison

The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum SOXY drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for DJIA and SOXY.

Drawdown Indicators

	DJIA	SOXY	Difference
Max Drawdown Largest peak-to-trough decline	-16.91%	-30.22%	+13.31%
Max Drawdown (1Y) Largest decline over 1 year	-7.34%	-28.56%	+21.22%
Max Drawdown (3Y) Largest decline over 3 years	-12.09%	—	—
Current Drawdown Current decline from peak	-0.13%	-21.71%	+21.58%
Average Drawdown Average peak-to-trough decline	-3.47%	-5.49%	+2.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	6.31%	-4.34%

Volatility

DJIA vs. SOXY - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 2.36%, while YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) has a volatility of 18.62%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than SOXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJIA	SOXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.36%	18.62%	-16.26%
Volatility (6M) Calculated over the trailing 6-month period	6.47%	35.73%	-29.26%
Volatility (1Y) Calculated over the trailing 1-year period	7.68%	39.94%	-32.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.09%	39.31%	-28.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.09%	39.31%	-28.22%

DJIA vs. SOXY - Expense Ratio Comparison

DJIA has a 0.60% expense ratio, which is lower than SOXY's 1.06% expense ratio.

Dividends

DJIA vs. SOXY - Dividend Comparison

DJIA's dividend yield for the trailing twelve months is around 10.44%, more than SOXY's 9.41% yield.

Position	TTM	2025	2024	2023	2022
DJIA Global X Dow 30 Covered Call ETF	10.44%	10.60%	11.44%	7.16%	9.18%
SOXY YieldMax Target 12™ Semiconductor Option Income ETF	9.41%	11.47%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DJIA and SOXY in my portfolio?

DJIA and SOXY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJIA or SOXY?

SOXY has higher volatility (18.62%) compared to DJIA (2.36%). In terms of maximum drawdown, DJIA dropped -16.91% vs SOXY's -30.22%.

Which ETF is better, DJIA or SOXY?

On 1-year performance, SOXY leads with 93.60% vs 17.26% for DJIA. On fees, DJIA is cheaper at 0.60% per year. On volatility, DJIA has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJIA or SOXY?

Over the 1-year period, SOXY has performed better with a 93.60% return vs 17.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJIA or SOXY?

DJIA is cheaper with a 0.60% expense ratio, compared with 1.06% for SOXY.

Which ETF pays a higher dividend yield, DJIA or SOXY?

DJIA has the higher dividend yield at 10.44%, compared with 9.41% for SOXY.

What is the main difference between DJIA and SOXY?

They also come from different issuers: Global X and YieldMax. Their fees differ too: 0.60% for DJIA and 1.06% for SOXY.

Which has better risk-adjusted returns?

SOXY currently has the higher Sharpe Ratio (2.30 vs 2.11), 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.