ERET vs. SOXX

Last updated Jun 5, 2026

ERET (Ishares Environmentally Aware Real Estate ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ERET is a REIT fund tracking the FTSE EPRA Nareit Developed Green Target Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 3 years, ERET returned 9.19%/yr vs 57.09%/yr for SOXX. At a 0.37 correlation, their price movements are largely independent. ERET charges 0.30%/yr vs 0.34%/yr for SOXX.

Performance

ERET vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Environmentally Aware Real Estate ETF (ERET) 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, ERET achieves a 6.77% return, which is significantly lower than SOXX's 100.26% return.

ERET

• 1D: 0.93%
• 1M: -1.71%
• YTD: 6.77%
• 6M: 7.14%
• 1Y: 11.24%
• 3Y*: 9.19%
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -2.10%
• 1M: 24.86%
• YTD: 100.26%
• 6M: 97.20%
• 1Y: 179.78%
• 3Y*: 57.09%
• 5Y*: 33.93%
• 10Y*: 35.54%

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

ERET vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ERET Ishares Environmentally Aware Real Estate ETF	6.77%	10.26%	0.60%	10.25%	0.29%
SOXX iShares Semiconductor ETF	100.26%	40.74%	12.92%	67.12%	-6.16%

Correlation

The correlation between ERET and SOXX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (All Time) Calculated using the full available price history since Nov 18, 2022	0.37

The correlation between ERET and SOXX shifts across timeframes, from 0.23 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

ERET vs. SOXX - Sectors Allocation Comparison

Sectors	ERET	SOXX
Real Estate	99.7%	-
Technology	0.2%	100.0%
Consumer Cyclical	0.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Utilities	-	-

Return for Risk

ERET vs. SOXX — Risk / Return Rank

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

ERET

ERET Risk / Return Rank: 26
ERET Sharpe Ratio Rank: 27
ERET Sortino Ratio Rank: 26
ERET Omega Ratio Rank: 26
ERET Calmar Ratio Rank: 24
ERET Martin Ratio Rank: 29

SOXX

SOXX Risk / Return Rank: 96
SOXX Sharpe Ratio Rank: 98
SOXX Sortino Ratio Rank: 95
SOXX Omega Ratio Rank: 95
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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.

ERET vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) 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.

	ERET	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	0.94	5.29	-4.36
Sortino ratio: Return per unit of downside risk	1.34	5.16	-3.82
Omega ratio: Gain probability vs. loss probability	1.17	1.71	-0.54
Calmar ratio: Return relative to maximum drawdown	1.08	11.48	-10.40
Martin ratio: Return relative to average drawdown	4.04	43.90	-39.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ERET vs. SOXX - Sharpe Ratio Comparison

The current ERET Sharpe Ratio is 0.94, which is lower than the SOXX Sharpe Ratio of 5.29. The chart below compares the historical Sharpe Ratios of ERET 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.

Sharpe Ratios by Period

	ERET	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	5.29	-4.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.44	+0.06

Drawdowns

ERET vs. SOXX - Drawdown Comparison

The maximum ERET drawdown since its inception was -20.30%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ERET and SOXX.

Drawdown Indicators

	ERET	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-20.30%	-70.21%	+49.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.47%	-15.77%	+5.30%
Max Drawdown (3Y) Largest decline over 3 years	-17.61%	-41.36%	+23.75%
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	-3.79%	-2.10%	-1.69%
Average Drawdown Average peak-to-trough decline	-5.83%	-19.97%	+14.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	4.11%	-1.32%

Volatility

ERET vs. SOXX - Volatility Comparison

The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 4.04%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that ERET 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

	ERET	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	14.08%	-10.04%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	27.45%	-18.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	34.20%	-22.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.77%	36.11%	-20.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.77%	33.43%	-17.66%

ERET vs. SOXX - Expense Ratio Comparison

ERET has a 0.30% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

ERET vs. SOXX - Dividend Comparison

ERET's dividend yield for the trailing twelve months is around 3.55%, more than SOXX's 0.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ERET Ishares Environmentally Aware Real Estate ETF	3.55%	3.79%	4.26%	3.67%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.28%	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 ERET and SOXX in my portfolio?

ERET and SOXX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ERET or SOXX?

SOXX has higher volatility (14.08%) compared to ERET (4.04%). In terms of maximum drawdown, ERET dropped -20.30% vs SOXX's -70.21%.

Which ETF is better, ERET or SOXX?

On 3-year performance, SOXX leads with 57.09% vs 9.19% for ERET. On fees, ERET is cheaper at 0.30% per year. On volatility, ERET has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ERET or SOXX?

Over the 3-year period, SOXX has performed better with a 57.09% return vs 9.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ERET or SOXX?

ERET is cheaper with a 0.30% expense ratio, compared with 0.34% for SOXX.

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

ERET has the higher dividend yield at 3.55%, compared with 0.28% for SOXX.

What is the main difference between ERET and SOXX?

ERET is categorized as REIT, while SOXX is Semiconductors. ERET tracks FTSE EPRA Nareit Developed Green Target Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.30% for ERET and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.29 vs 0.94), 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.