IBGL vs. SOXX
IBGL (iShares iBonds Dec 2055 Term Treasury ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - IBGL is a Government Bonds fund tracking the ICE 2055 Maturity US Treasury Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past year, IBGL returned -1.93% vs 114.99% for SOXX. Their 0.06 correlation means their historical movements had little consistent relationship. IBGL charges 0.07%/yr vs 0.34%/yr for SOXX.
Performance
IBGL vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL achieves a -3.05% return, which is significantly lower than SOXX's 68.76% return.
IBGL
- 1D
- 0.39%
- 1M
- -3.47%
- 6M
- -2.70%
- YTD
- -3.05%
- 1Y
- -1.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.55%
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) |
|---|---|---|---|
| $19.65K | $17.90K | $15.83K | |
| $6.22B | $5.65B | $5.89B |
IBGL vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | -3.05% | 0.99% |
SOXX iShares Semiconductor ETF | 68.76% | 48.34% |
Correlation
The correlation between IBGL and SOXX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025 | 0.06 |
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Return for Risk
IBGL vs. SOXX — Risk / Return Rank
IBGL
SOXX
IBGL vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.
| IBGL | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.39 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.99 | -4.25 |
| Martin ratioReturn relative to average drawdown | -0.57 | 16.43 | -17.00 |
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Drawdowns
IBGL vs. SOXX - Drawdown Comparison
The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IBGL and SOXX.
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Drawdown Indicators
| IBGL | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.37% | -70.21% | +60.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -29.01% | +21.57% |
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 DrawdownCurrent decline from peak | -7.08% | -22.49% | +15.41% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -19.92% | +15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 7.02% | -3.61% |
Volatility
IBGL vs. SOXX - Volatility Comparison
The current volatility for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) is 2.43%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that IBGL 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
| IBGL | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 17.11% | -14.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 38.66% | -32.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 44.40% | -35.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 38.25% | -27.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.35% | 34.55% | -24.20% |
IBGL vs. SOXX - Expense Ratio Comparison
IBGL has a 0.07% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
IBGL vs. SOXX - Dividend Comparison
IBGL's dividend yield for the trailing twelve months is around 4.88%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 4.88% | 3.52% | 0.00% | 0.00% | 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
IBGL 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 (17.11%) compared to IBGL (2.43%). In terms of maximum drawdown, IBGL dropped -9.37% vs SOXX's -70.21%.
On 1-year performance, SOXX leads with 114.99% vs -1.93% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, IBGL has been the lower-risk option at 2.43%. 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 114.99% return vs -1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGL is cheaper with a 0.07% expense ratio, compared with 0.34% for SOXX.
IBGL has the higher dividend yield at 4.88%, compared with 0.29% for SOXX.
IBGL is categorized as Government Bonds, while SOXX is Semiconductors. IBGL tracks ICE 2055 Maturity US Treasury Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.07% for IBGL and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (2.61 vs -0.22), 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.
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