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IBHD vs. SOXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHD vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2024 Term High Yield & Income ETF (IBHD) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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IBHD vs. SOXX - Yearly Performance Comparison


Returns By Period


IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SOXX

1D
3.01%
1M
-3.78%
YTD
12.48%
6M
22.76%
1Y
80.97%
3Y*
32.61%
5Y*
19.19%
10Y*
28.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHD vs. SOXX - Expense Ratio Comparison

IBHD has a 0.35% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Return for Risk

IBHD vs. SOXX — Risk / Return Rank

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

IBHD

SOXX
SOXX Risk / Return Rank: 9292
Overall Rank
SOXX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8989
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9595
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.

IBHD vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2024 Term High Yield & Income ETF (IBHD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBHD vs. SOXX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBHDSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Dividends

IBHD vs. SOXX - Dividend Comparison

IBHD has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.49%.


TTM20252024202320222021202020192018201720162015
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.49%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Drawdowns

IBHD vs. SOXX - Drawdown Comparison

The maximum IBHD drawdown since its inception was 0.00%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IBHD and SOXX.


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Drawdown Indicators


IBHDSOXXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-70.21%

+70.21%

Max Drawdown (1Y)

Largest decline over 1 year

-18.27%

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

0.00%

-7.95%

+7.95%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.10%

+20.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

Volatility

IBHD vs. SOXX - Volatility Comparison


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Volatility by Period


IBHDSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

40.12%

-40.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

35.48%

-35.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

32.98%

-32.98%