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IBGA vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a -0.37% return, which is significantly lower than SOXX's 104.57% return.


IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. SOXX - Yearly Performance Comparison


2026 (YTD)20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%
SOXX
iShares Semiconductor ETF
104.57%40.74%-13.54%

Correlation

The correlation between IBGA and SOXX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.03

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Return for Risk

IBGA vs. SOXX — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9797
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.

IBGA vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) 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.


IBGASOXXDifference
Sharpe ratioReturn per unit of total volatility

-4.96

Sortino ratioReturn per unit of downside risk

-4.37

Omega ratioGain probability vs. loss probability

1.11

1.74

-0.63

Calmar ratioReturn relative to maximum drawdown

0.81

12.13

-11.32

Martin ratioReturn relative to average drawdown

2.23

46.43

-44.20

IBGA vs. SOXX - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of IBGA 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


IBGASOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

5.61

-4.96

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

0.22

0.45

-0.23

Drawdowns

IBGA vs. SOXX - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IBGA and SOXX.


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Drawdown Indicators


IBGASOXXDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-70.21%

+58.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-15.77%

+9.17%

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 Drawdown

Current decline from peak

-4.67%

0.00%

-4.67%

Average Drawdown

Average peak-to-trough decline

-5.05%

-19.97%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

4.11%

-1.71%

Volatility

IBGA vs. SOXX - Volatility Comparison

The current volatility for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) is 2.59%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that IBGA 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


IBGASOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

14.03%

-11.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

27.35%

-21.67%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

34.18%

-25.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

36.11%

-26.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

33.43%

-23.57%

IBGA vs. SOXX - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

IBGA vs. SOXX - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, more than SOXX's 0.27% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%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


IBGA and SOXX have a correlation of 0.10, 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 IBGA (2.59%). In terms of maximum drawdown, IBGA dropped -11.69% vs SOXX's -70.21%.

On 1-year performance, SOXX leads with 190.05% vs 5.33% for IBGA. On fees, IBGA is cheaper at 0.07% per year. On volatility, IBGA has been the lower-risk option at 2.59%. 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 5.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.34% for SOXX.

IBGA has the higher dividend yield at 4.66%, compared with 0.27% for SOXX.

IBGA is categorized as Intermediate Core Bond, while SOXX is Semiconductors. IBGA tracks ICE 2044 Maturity US Treasury Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.07% for IBGA and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (5.61 vs 0.65), 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.

Portfolio Optimizer

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