ENHI vs. SOXX
ENHI (iShares Enhanced International Active ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ENHI is a Foreign Large Cap Equities fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. ENHI is actively managed, while SOXX is passively managed. A 0.59 correlation means they provide meaningful diversification when combined. ENHI charges 0.27%/yr vs 0.34%/yr for SOXX.
Performance
ENHI vs. SOXX - Performance Comparison
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Returns By Period
ENHI
- 1D
- 0.47%
- 1M
- 1.22%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- -0.06%
- 1M
- -2.45%
- 6M
- 77.01%
- YTD
- 93.25%
- 1Y
- 137.26%
- 3Y*
- 52.20%
- 5Y*
- 32.50%
- 10Y*
- 34.77%
ENHI vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ENHI iShares Enhanced International Active ETF | 10.09% |
SOXX iShares Semiconductor ETF | 70.12% |
Correlation
The correlation between ENHI and SOXX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | 0.59 |
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Return for Risk
ENHI vs. SOXX — Risk / Return Rank
ENHI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXX
ENHI vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) 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.
| ENHI | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.48 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.73 | — |
| Martin ratioReturn relative to average drawdown | — | 27.85 | — |
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Drawdowns
ENHI vs. SOXX - Drawdown Comparison
The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ENHI and SOXX.
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Drawdown Indicators
| ENHI | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -70.21% | +64.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.77% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -0.63% | -11.25% | +10.62% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -19.92% | +18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.93% | — |
Volatility
ENHI vs. SOXX - Volatility Comparison
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Volatility by Period
| ENHI | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 22.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 36.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 41.72% | -20.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 37.70% | -16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.23% | 34.22% | -12.99% |
ENHI vs. SOXX - Expense Ratio Comparison
ENHI has a 0.27% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
ENHI vs. SOXX - Dividend Comparison
ENHI's dividend yield for the trailing twelve months is around 1.18%, more than SOXX's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENHI iShares Enhanced International Active ETF | 1.18% | 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 | 0.25% | 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
ENHI and SOXX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENHI is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENHI is cheaper with a 0.27% expense ratio, compared with 0.34% for SOXX.
ENHI has the higher dividend yield at 1.18%, compared with 0.25% for SOXX.
ENHI is categorized as Foreign Large Cap Equities, while SOXX is Semiconductors. Their fees differ too: 0.27% for ENHI and 0.34% for SOXX.
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