EGUS vs. SOXX

Last updated Jul 14, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 3 years, EGUS returned 23.49%/yr vs 48.43%/yr for SOXX. A 0.77 correlation means they provide meaningful diversification when combined. EGUS charges 0.18%/yr vs 0.34%/yr for SOXX.

Performance

EGUS vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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, EGUS achieves a 9.90% return, which is significantly lower than SOXX's 84.03% return.

EGUS

• 1D: -1.31%
• 1M: 1.92%
• 6M: 9.08%
• YTD: 9.90%
• 1Y: 23.75%
• 3Y*: 23.49%
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -4.77%
• 1M: -7.11%
• 6M: 67.77%
• YTD: 84.03%
• 1Y: 125.94%
• 3Y*: 48.43%
• 5Y*: 31.11%
• 10Y*: 34.00%

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

EGUS vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	9.90%	19.02%	32.85%	27.00%
SOXX iShares Semiconductor ETF	84.03%	40.74%	12.92%	36.92%

Correlation

The correlation between EGUS and SOXX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.77

The correlation between EGUS and SOXX has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

EGUS vs. SOXX - Sectors Allocation Comparison

Sectors	EGUS	SOXX
Technology	53.6%	100.0%
Consumer Cyclical	12.8%	-
Communication Services	10.9%	-
Industrials	7.4%	-
Healthcare	6.4%	-
Financial Services	4.0%	-
Real Estate	1.5%	-
Utilities	1.1%	-
Energy	1.1%	-
Basic Materials	0.8%	-
Consumer Defensive	0.2%	-

Return for Risk

EGUS vs. SOXX — Risk / Return Rank

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

EGUS

EGUS Risk / Return Rank: 43
EGUS Sharpe Ratio Rank: 49
EGUS Sortino Ratio Rank: 46
EGUS Omega Ratio Rank: 45
EGUS Calmar Ratio Rank: 37
EGUS Martin Ratio Rank: 40

SOXX

SOXX Risk / Return Rank: 93
SOXX Sharpe Ratio Rank: 95
SOXX Sortino Ratio Rank: 88
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 95

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.

EGUS vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

	EGUS	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	1.35	3.01	-1.67
Sortino ratio: Return per unit of downside risk	1.87	3.18	-1.31
Omega ratio: Gain probability vs. loss probability	1.24	1.44	-0.21
Calmar ratio: Return relative to maximum drawdown	1.52	8.03	-6.51
Martin ratio: Return relative to average drawdown	4.97	25.14	-20.16

EGUS vs. SOXX - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.35, which is lower than the SOXX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of EGUS 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

EGUS vs. SOXX - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for EGUS and SOXX.

Drawdown Indicators

	EGUS	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-70.21%	+45.34%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-15.77%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-41.36%	+16.49%
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	-2.99%	-15.48%	+12.49%
Average Drawdown Average peak-to-trough decline	-3.38%	-19.92%	+16.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	5.03%	-0.24%

Volatility

EGUS vs. SOXX - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 6.62%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.50%. This indicates that EGUS 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

	EGUS	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	22.50%	-15.88%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	36.44%	-22.06%
Volatility (1Y) Calculated over the trailing 1-year period	17.77%	42.11%	-24.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	37.77%	-18.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	34.27%	-14.95%

EGUS vs. SOXX - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

EGUS vs. SOXX - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.21%, less than SOXX's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.21%	0.22%	0.25%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.27%	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 EGUS and SOXX in my portfolio?

EGUS and SOXX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGUS or SOXX?

SOXX has higher volatility (22.50%) compared to EGUS (6.62%). In terms of maximum drawdown, EGUS dropped -24.87% vs SOXX's -70.21%.

Which ETF is better, EGUS or SOXX?

On 3-year performance, SOXX leads with 48.43% vs 23.49% for EGUS. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 6.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGUS or SOXX?

Over the 3-year period, SOXX has performed better with a 48.43% return vs 23.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGUS or SOXX?

EGUS is cheaper with a 0.18% expense ratio, compared with 0.34% for SOXX.

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

SOXX has the higher dividend yield at 0.27%, compared with 0.21% for EGUS.

What is the main difference between EGUS and SOXX?

EGUS is categorized as Large Cap Growth Equities, while SOXX is Semiconductors. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.18% for EGUS and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (3.01 vs 1.35), 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.