EVLU vs. SOXX
EVLU (iShares MSCI Emerging Markets Value Factor ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - EVLU is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Value Factor Select Index (Net), while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past year, EVLU returned 72.04% vs 190.05% for SOXX. A 0.61 correlation means they provide meaningful diversification when combined. EVLU charges 0.35%/yr vs 0.34%/yr for SOXX.
Performance
EVLU vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, EVLU achieves a 34.01% return, which is significantly lower than SOXX's 104.57% return.
EVLU
- 1D
- -2.27%
- 1M
- 15.31%
- YTD
- 34.01%
- 6M
- 37.37%
- 1Y
- 72.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 1.76%
- 1M
- 33.25%
- YTD
- 104.57%
- 6M
- 99.43%
- 1Y
- 190.05%
- 3Y*
- 57.39%
- 5Y*
- 34.50%
- 10Y*
- 35.79%
EVLU vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 34.01% | 38.54% | 1.61% |
SOXX iShares Semiconductor ETF | 104.57% | 40.74% | 6.09% |
Correlation
The correlation between EVLU and SOXX is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.61 |
The correlation between EVLU and SOXX has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
EVLU vs. SOXX — Risk / Return Rank
EVLU
SOXX
EVLU vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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.
| EVLU | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.74 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.61 | 12.13 | -6.52 |
| Martin ratioReturn relative to average drawdown | 20.79 | 46.43 | -25.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVLU | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.80 | 5.61 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.23 | 0.45 | +1.79 |
Drawdowns
EVLU vs. SOXX - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for EVLU and SOXX.
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Drawdown Indicators
| EVLU | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -70.21% | +53.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -15.77% | +2.87% |
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 | -2.27% | 0.00% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -19.97% | +16.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 4.11% | -0.63% |
Volatility
EVLU vs. SOXX - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Value Factor ETF (EVLU) is 9.17%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that EVLU 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.
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Volatility by Period
| EVLU | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.17% | 14.03% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.23% | 27.35% | -11.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 34.18% | -15.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 36.11% | -16.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 33.43% | -13.50% |
EVLU vs. SOXX - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
EVLU vs. SOXX - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 3.88%, more than SOXX's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.88% | 5.20% | 1.03% | 0.00% | 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
EVLU and SOXX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.03%) compared to EVLU (9.17%). In terms of maximum drawdown, EVLU dropped -17.17% vs SOXX's -70.21%.
On 1-year performance, SOXX leads with 190.05% vs 72.04% for EVLU. On fees, SOXX is cheaper at 0.34% per year. On volatility, EVLU has been the lower-risk option at 9.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SOXX has performed better with a 190.05% return vs 72.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXX is cheaper with a 0.34% expense ratio, compared with 0.35% for EVLU.
EVLU has the higher dividend yield at 3.88%, compared with 0.27% for SOXX.
EVLU is categorized as Emerging Markets Equities, while SOXX is Semiconductors. EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net), while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.35% for EVLU and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (5.61 vs 3.80), 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.
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