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EXI2.DE vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXI2.DE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXI2.DE is traded in EUR, while SOXX is traded in USD. To make them comparable, the SOXX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXI2.DE achieves a 12.23% return, which is significantly lower than SOXX's 102.55% return. Over the past 10 years, EXI2.DE has underperformed SOXX with an annualized return of 16.14%, while SOXX has yielded a comparatively higher 35.24% annualized return.


EXI2.DE

1D
-0.27%
1M
5.25%
YTD
12.23%
6M
12.47%
1Y
34.12%
3Y*
22.85%
5Y*
17.19%
10Y*
16.14%

SOXX

1D
-2.24%
1M
25.69%
YTD
102.55%
6M
97.73%
1Y
175.09%
3Y*
52.91%
5Y*
35.17%
10Y*
35.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI2.DE vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
12.23%10.38%38.84%33.44%-21.53%35.62%10.63%35.14%-0.86%6.38%
SOXX
iShares Semiconductor ETF
102.55%24.04%20.38%62.11%-31.06%54.87%40.13%66.09%-2.10%22.61%

Correlation

The correlation between EXI2.DE and SOXX is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.43

The correlation between EXI2.DE and SOXX has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.

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Return for Risk

EXI2.DE vs. SOXX — Risk / Return Rank

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

EXI2.DE
EXI2.DE Risk / Return Rank: 7979
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 8181
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

EXI2.DE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) 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.


EXI2.DESOXXDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.44

1.69

-0.25

Calmar ratioReturn relative to maximum drawdown

4.21

13.34

-9.13

Martin ratioReturn relative to average drawdown

15.84

46.58

-30.74

EXI2.DE vs. SOXX - Sharpe Ratio Comparison

The current EXI2.DE Sharpe Ratio is 2.52, which is lower than the SOXX Sharpe Ratio of 5.21. The chart below compares the historical Sharpe Ratios of EXI2.DE 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.


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Sharpe Ratios by Period


EXI2.DESOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

5.21

-2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.00

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

1.06

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.70

-0.29

Drawdowns

EXI2.DE vs. SOXX - Drawdown Comparison

The maximum EXI2.DE drawdown since its inception was -59.21%, roughly equal to the maximum SOXX drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and SOXX.


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Drawdown Indicators


EXI2.DESOXXDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-62.20%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-13.21%

+5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

-42.03%

+17.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.75%

-42.03%

+17.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.00%

-42.03%

+12.03%

Current Drawdown

Current decline from peak

-1.11%

-2.24%

+1.13%

Average Drawdown

Average peak-to-trough decline

-17.44%

-13.44%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.78%

-1.63%

Volatility

EXI2.DE vs. SOXX - Volatility Comparison

The current volatility for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) is 3.46%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.47%. This indicates that EXI2.DE 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


EXI2.DESOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

13.47%

-10.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

26.54%

-17.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

33.84%

-20.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

35.35%

-18.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

33.33%

-16.76%

EXI2.DE vs. SOXX - Expense Ratio Comparison

EXI2.DE has a 0.51% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

EXI2.DE vs. SOXX - Dividend Comparison

EXI2.DE's dividend yield for the trailing twelve months is around 0.33%, more than SOXX's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.33%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
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


EXI2.DE and SOXX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.51% for EXI2.DE.

EXI2.DE is categorized as Global Equities, while SOXX is Semiconductors. EXI2.DE tracks Dow Jones Global Titans 50, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.51% for EXI2.DE and 0.34% for SOXX.

Portfolio Optimizer

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