ESGD vs. SOXX
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares Semiconductor ETF (SOXX).
ESGD and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both ESGD and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGD vs. SOXX - Performance Comparison
Loading graphics...
ESGD vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 0.56% | 29.63% | 3.95% | 18.53% | -15.17% | 11.79% | 8.20% | 23.12% | -13.33% | 25.10% |
SOXX iShares Semiconductor ETF | 9.20% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, ESGD achieves a 0.56% return, which is significantly lower than SOXX's 9.20% return.
ESGD
- 1D
- 3.29%
- 1M
- -8.25%
- YTD
- 0.56%
- 6M
- 4.79%
- 1Y
- 21.50%
- 3Y*
- 13.70%
- 5Y*
- 7.69%
- 10Y*
- —
SOXX
- 1D
- 6.09%
- 1M
- -6.65%
- YTD
- 9.20%
- 6M
- 21.48%
- 1Y
- 75.78%
- 3Y*
- 31.31%
- 5Y*
- 18.49%
- 10Y*
- 28.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGD vs. SOXX - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Return for Risk
ESGD vs. SOXX — Risk / Return Rank
ESGD
SOXX
ESGD vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) 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.
| ESGD | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.90 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.51 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.12 | -2.37 |
Martin ratioReturn relative to average drawdown | 6.75 | 15.37 | -8.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGD | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.90 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.52 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.37 | +0.17 |
Correlation
The correlation between ESGD and SOXX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGD vs. SOXX - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.58%, more than SOXX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 3.58% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% | 0.00% |
SOXX iShares Semiconductor ETF | 0.51% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
ESGD vs. SOXX - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ESGD and SOXX.
Loading graphics...
Drawdown Indicators
| ESGD | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -70.21% | +36.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -18.27% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -45.75% | +15.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -8.42% | -10.64% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -20.10% | +13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 4.90% | -1.87% |
Volatility
ESGD vs. SOXX - Volatility Comparison
The current volatility for iShares ESG Aware MSCI EAFE ETF (ESGD) is 7.99%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.41%. This indicates that ESGD 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.
Loading graphics...
Volatility by Period
| ESGD | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 13.41% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 26.27% | -14.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 40.03% | -22.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 35.49% | -19.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 32.98% | -16.04% |