DURA vs. SOXQ
Compare and contrast key facts about VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Invesco PHLX Semiconductor ETF (SOXQ).
DURA and SOXQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DURA is a passively managed fund by VanEck that tracks the performance of the Morningstar US Dividend Valuation Index. It was launched on Oct 30, 2018. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021. Both DURA and SOXQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURA or SOXQ.
Key characteristics
| DURA | SOXQ | |
|---|---|---|
| YTD Return | 15.00% | 25.67% |
| 1Y Return | 21.77% | 51.39% |
| 3Y Return (Ann) | 6.82% | 12.72% |
| Sharpe Ratio | 2.23 | 1.51 |
| Sortino Ratio | 3.20 | 2.00 |
| Omega Ratio | 1.40 | 1.27 |
| Calmar Ratio | 2.09 | 2.08 |
| Martin Ratio | 13.35 | 5.66 |
| Ulcer Index | 1.59% | 9.25% |
| Daily Std Dev | 9.52% | 34.73% |
| Max Drawdown | -33.12% | -46.01% |
| Current Drawdown | -0.37% | -11.56% |
Correlation
The correlation between DURA and SOXQ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DURA vs. SOXQ - Performance Comparison
In the year-to-date period, DURA achieves a 15.00% return, which is significantly lower than SOXQ's 25.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DURA vs. SOXQ - Expense Ratio Comparison
DURA has a 0.29% expense ratio, which is higher than SOXQ's 0.00% expense ratio.
Risk-Adjusted Performance
DURA vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
Dividends
DURA vs. SOXQ - Dividend Comparison
DURA's dividend yield for the trailing twelve months is around 2.88%, more than SOXQ's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DURA VanEck Vectors Morningstar Durable Dividend ETF | 2.88% | 3.58% | 3.01% | 2.89% | 3.49% | 3.08% | 0.66% |
SOXQ Invesco PHLX Semiconductor ETF | 0.67% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% |
Drawdowns
DURA vs. SOXQ - Drawdown Comparison
The maximum DURA drawdown since its inception was -33.12%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for DURA and SOXQ. For additional features, visit the drawdowns tool.
Volatility
DURA vs. SOXQ - Volatility Comparison
The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 2.69%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 9.61%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.