EVUS vs. SOXX
EVUS (Ishares ESG Aware MSCI USA Value ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 3 years, EVUS returned 15.74%/yr vs 44.68%/yr for SOXX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. EVUS charges 0.18%/yr vs 0.34%/yr for SOXX.
Performance
EVUS vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EVUS achieves a 14.58% return, which is significantly lower than SOXX's 68.76% return.
EVUS
- 1D
- 1.17%
- 1M
- 2.42%
- 6M
- 9.10%
- YTD
- 14.58%
- 1Y
- 23.99%
- 3Y*
- 15.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.09%
SOXX
- 1D
- 0.55%
- 1M
- -10.35%
- 6M
- 44.10%
- YTD
- 68.76%
- 1Y
- 114.99%
- 3Y*
- 44.68%
- 5Y*
- 27.63%
- 10Y*
- 31.96%
- ALL TIME*
- 13.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $799.35K | $2.07M | $1.36M | |
| $6.22B | $5.65B | $5.89B |
EVUS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 14.58% | 13.31% | 14.23% | 3.68% |
SOXX iShares Semiconductor ETF | 68.76% | 40.74% | 12.92% | 36.92% |
Correlation
The correlation between EVUS and SOXX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.52 |
The correlation between EVUS and SOXX has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EVUS vs. SOXX — Risk / Return Rank
EVUS
SOXX
EVUS vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) 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.
| EVUS | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.99 | -0.87 |
| Martin ratioReturn relative to average drawdown | 13.23 | 16.43 | -3.20 |
Loading charts...
Drawdowns
EVUS vs. SOXX - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for EVUS and SOXX.
Loading charts...
Drawdown Indicators
| EVUS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -70.21% | +54.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -29.01% | +21.29% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -41.36% | +25.71% |
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 | 0.00% | -22.49% | +22.49% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -19.92% | +17.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 7.02% | -5.20% |
Volatility
EVUS vs. SOXX - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 2.99%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that EVUS 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 charts...
Volatility by Period
| EVUS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 17.11% | -14.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 38.66% | -30.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 44.40% | -33.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 38.25% | -25.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.63% | 34.55% | -21.92% |
EVUS vs. SOXX - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
EVUS vs. SOXX - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.47%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.47% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.29% | 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
EVUS and SOXX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.11%) compared to EVUS (2.99%). In terms of maximum drawdown, EVUS dropped -15.65% vs SOXX's -70.21%.
On 3-year performance, SOXX leads with 44.68% vs 15.74% for EVUS. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SOXX has performed better with a 44.68% return vs 15.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.34% for SOXX.
EVUS has the higher dividend yield at 1.47%, compared with 0.29% for SOXX.
EVUS is categorized as Large Cap Value Equities, while SOXX is Semiconductors. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.18% for EVUS and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (2.61 vs 2.26), 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.
Find the right allocation for EVUS and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer