DLR vs. SOXX
DLR (Digital Realty Trust, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, DLR returned 9.82%/yr vs 36.39%/yr for SOXX. At a 0.37 correlation, their price movements are largely independent.
Performance
DLR vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, DLR achieves a 21.13% return, which is significantly lower than SOXX's 108.91% return. Over the past 10 years, DLR has underperformed SOXX with an annualized return of 9.82%, while SOXX has yielded a comparatively higher 36.39% annualized return.
DLR
- 1D
- 1.05%
- 1M
- -1.26%
- YTD
- 21.13%
- 6M
- 22.57%
- 1Y
- 9.04%
- 3Y*
- 24.50%
- 5Y*
- 6.84%
- 10Y*
- 9.82%
SOXX
- 1D
- 5.45%
- 1M
- 23.64%
- YTD
- 108.91%
- 6M
- 111.42%
- 1Y
- 186.37%
- 3Y*
- 55.91%
- 5Y*
- 35.21%
- 10Y*
- 36.39%
DLR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 21.13% | -10.07% | 35.90% | 39.95% | -41.00% | 30.66% | 20.37% | 16.52% | -3.00% | 19.80% |
SOXX iShares Semiconductor ETF | 108.91% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between DLR and SOXX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2004 | 0.37 |
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Return for Risk
DLR vs. SOXX — Risk / Return Rank
DLR
SOXX
DLR vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) 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.
| DLR | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.60 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.68 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 11.90 | -11.36 |
| Martin ratioReturn relative to average drawdown | 1.32 | 43.29 | -41.97 |
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Drawdowns
DLR vs. SOXX - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for DLR and SOXX.
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Drawdown Indicators
| DLR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.80% | -70.21% | +13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | -15.77% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | -41.36% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | -45.75% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -48.52% | -45.75% | -2.77% |
Current DrawdownCurrent decline from peak | -8.72% | 0.00% | -8.72% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -19.95% | +8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 4.32% | +2.52% |
Volatility
DLR vs. SOXX - Volatility Comparison
The current volatility for Digital Realty Trust, Inc. (DLR) is 7.72%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.99%. This indicates that DLR 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
| DLR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 19.99% | -12.27% |
Volatility (6M)Calculated over the trailing 6-month period | 16.32% | 31.81% | -15.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 37.63% | -14.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.58% | 36.81% | -8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.20% | 33.82% | -5.62% |
Dividends
DLR vs. SOXX - Dividend Comparison
DLR's dividend yield for the trailing twelve months is around 2.64%, more than SOXX's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 2.64% | 3.15% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 4.50% |
SOXX iShares Semiconductor ETF | 0.31% | 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
DLR and SOXX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.99%) compared to DLR (7.72%). In terms of maximum drawdown, DLR dropped -56.80% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.99 vs 0.40), 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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