HACK vs. SOXX

Last updated Jun 4, 2026

HACK (ETFMG Prime Cyber Security ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - HACK is a Technology Equities fund tracking the Prime Cyber Defense Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, HACK returned 15.84%/yr vs 35.79%/yr for SOXX. A 0.64 correlation means they provide meaningful diversification when combined. HACK charges 0.60%/yr vs 0.34%/yr for SOXX.

Performance

HACK vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) 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, HACK achieves a 27.17% return, which is significantly lower than SOXX's 104.57% return. Over the past 10 years, HACK has underperformed SOXX with an annualized return of 15.84%, while SOXX has yielded a comparatively higher 35.79% annualized return.

HACK

• 1D: -3.00%
• 1M: 24.54%
• YTD: 27.17%
• 6M: 21.31%
• 1Y: 21.52%
• 3Y*: 27.72%
• 5Y*: 11.82%
• 10Y*: 15.84%

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%

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

HACK vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HACK ETFMG Prime Cyber Security ETF	27.17%	7.97%	23.49%	37.44%	-28.16%	7.03%	41.51%	23.39%	6.61%	19.68%
SOXX iShares Semiconductor ETF	104.57%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-6.49%	39.79%

Correlation

The correlation between HACK and SOXX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014	0.64

Over the past year, the correlation between HACK and SOXX has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

HACK vs. SOXX - Sectors Allocation Comparison

Sectors	HACK	SOXX
Technology	93.0%	100.0%
Industrials	6.9%	-
Financial Services	0.1%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HACK vs. SOXX — Risk / Return Rank

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

HACK

HACK Risk / Return Rank: 23
HACK Sharpe Ratio Rank: 24
HACK Sortino Ratio Rank: 23
HACK Omega Ratio Rank: 24
HACK Calmar Ratio Rank: 23
HACK Martin Ratio Rank: 21

SOXX

SOXX Risk / Return Rank: 97
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.

HACK vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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.

	HACK	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	0.85	5.61	-4.76
Sortino ratio: Return per unit of downside risk	1.27	5.36	-4.09
Omega ratio: Gain probability vs. loss probability	1.16	1.74	-0.58
Calmar ratio: Return relative to maximum drawdown	1.05	12.13	-11.09
Martin ratio: Return relative to average drawdown	2.52	46.43	-43.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HACK vs. SOXX - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 0.85, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of HACK 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

	HACK	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	5.61	-4.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.96	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	1.07	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.45	+0.13

Drawdowns

HACK vs. SOXX - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for HACK and SOXX.

Drawdown Indicators

	HACK	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-42.68%	-70.21%	+27.53%
Max Drawdown (1Y) Largest decline over 1 year	-20.67%	-15.77%	-4.90%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	-41.36%	+19.46%
Max Drawdown (5Y) Largest decline over 5 years	-38.68%	-45.75%	+7.07%
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	-45.75%	+7.07%
Current Drawdown Current decline from peak	-3.00%	0.00%	-3.00%
Average Drawdown Average peak-to-trough decline	-11.63%	-19.97%	+8.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.58%	4.11%	+4.47%

Volatility

HACK vs. SOXX - Volatility Comparison

The current volatility for ETFMG Prime Cyber Security ETF (HACK) is 10.68%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that HACK 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

	HACK	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.68%	14.03%	-3.35%
Volatility (6M) Calculated over the trailing 6-month period	21.52%	27.35%	-5.83%
Volatility (1Y) Calculated over the trailing 1-year period	25.47%	34.18%	-8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.18%	36.11%	-11.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.27%	33.43%	-10.16%

HACK vs. SOXX - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

HACK vs. SOXX - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.06%, less than SOXX's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HACK ETFMG Prime Cyber Security ETF	0.06%	0.07%	0.14%	0.20%	0.24%	0.26%	1.11%	0.14%	0.09%	0.01%	1.23%	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

Can I hold both HACK and SOXX in my portfolio?

HACK and SOXX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HACK or SOXX?

SOXX has higher volatility (14.03%) compared to HACK (10.68%). In terms of maximum drawdown, HACK dropped -42.68% vs SOXX's -70.21%.

Which ETF is better, HACK or SOXX?

On 10-year performance, SOXX leads with 35.79% vs 15.84% for HACK. On fees, SOXX is cheaper at 0.34% per year. On volatility, HACK has been the lower-risk option at 10.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HACK or SOXX?

Over the 10-year period, SOXX has performed better with a 35.79% return vs 15.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HACK or SOXX?

SOXX is cheaper with a 0.34% expense ratio, compared with 0.60% for HACK.

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

SOXX has the higher dividend yield at 0.27%, compared with 0.06% for HACK.

What is the main difference between HACK and SOXX?

HACK is categorized as Technology Equities, while SOXX is Semiconductors. HACK tracks Prime Cyber Defense Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: ETFMG and iShares. Their fees differ too: 0.60% for HACK and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.61 vs 0.85), 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.