HYDB vs. SOXX
Compare and contrast key facts about iShares High Yield Bond Factor ETF (HYDB) and iShares Semiconductor ETF (SOXX).
HYDB and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYDB is a passively managed fund by iShares that tracks the performance of the BlackRock High Yield Defensive Bond Index. It was launched on Jul 11, 2017. 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 HYDB 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
HYDB vs. SOXX - Performance Comparison
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HYDB vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYDB iShares High Yield Bond Factor ETF | -0.16% | 8.10% | 9.11% | 14.02% | -9.99% | 5.14% | 7.39% | 16.13% | -3.18% | 3.38% |
SOXX iShares Semiconductor ETF | 12.84% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 15.65% |
Returns By Period
In the year-to-date period, HYDB achieves a -0.16% return, which is significantly lower than SOXX's 12.84% return.
HYDB
- 1D
- 0.25%
- 1M
- -0.81%
- YTD
- -0.16%
- 6M
- 1.00%
- 1Y
- 6.33%
- 3Y*
- 8.98%
- 5Y*
- 4.61%
- 10Y*
- —
SOXX
- 1D
- 0.32%
- 1M
- 1.51%
- YTD
- 12.84%
- 6M
- 20.81%
- 1Y
- 80.38%
- 3Y*
- 33.13%
- 5Y*
- 19.27%
- 10Y*
- 28.54%
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HYDB vs. SOXX - Expense Ratio Comparison
HYDB has a 0.35% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Return for Risk
HYDB vs. SOXX — Risk / Return Rank
HYDB
SOXX
HYDB vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) 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.
| HYDB | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.01 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.62 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 4.46 | -3.13 |
Martin ratioReturn relative to average drawdown | 6.40 | 16.48 | -10.08 |
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
| HYDB | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.01 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.55 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.37 | +0.33 |
Correlation
The correlation between HYDB and SOXX is 0.53, 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
HYDB vs. SOXX - Dividend Comparison
HYDB's dividend yield for the trailing twelve months is around 7.19%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYDB iShares High Yield Bond Factor ETF | 7.19% | 7.04% | 6.95% | 7.00% | 6.30% | 4.70% | 5.81% | 5.68% | 6.16% | 2.70% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
HYDB vs. SOXX - Drawdown Comparison
The maximum HYDB drawdown since its inception was -21.58%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for HYDB and SOXX.
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Drawdown Indicators
| HYDB | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.58% | -70.21% | +48.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -15.77% | +12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.28% | -45.75% | +31.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -1.32% | -7.66% | +6.34% |
Average DrawdownAverage peak-to-trough decline | -2.43% | -20.10% | +17.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 4.95% | -3.94% |
Volatility
HYDB vs. SOXX - Volatility Comparison
The current volatility for iShares High Yield Bond Factor ETF (HYDB) is 2.24%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.68%. This indicates that HYDB 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
| HYDB | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 12.68% | -10.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 26.35% | -23.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 40.12% | -34.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 35.47% | -28.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.81% | 32.98% | -25.17% |