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IBHD vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


IBHD

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

SOXX

1D
-0.06%
1M
-2.45%
6M
77.01%
YTD
93.25%
1Y
137.26%
3Y*
52.20%
5Y*
32.50%
10Y*
34.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHD vs. SOXX - Yearly Performance Comparison


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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

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


SOXX
SOXX Risk / Return Rank: 9494
Overall Rank
SOXX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9191
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9696
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.

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.


IBHDSOXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

8.73

Martin ratioReturn relative to average drawdown

27.85

IBHD vs. SOXX - Sharpe Ratio Comparison


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Drawdowns

IBHD vs. SOXX - Drawdown Comparison


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Drawdown Indicators


IBHDSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

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

-11.25%

Average Drawdown

Average peak-to-trough decline

-19.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

Volatility

IBHD vs. SOXX - Volatility Comparison


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Volatility by Period


IBHDSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.26%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

Volatility (1Y)

Calculated over the trailing 1-year period

41.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.22%

IBHD vs. SOXX - Expense Ratio Comparison

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


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 0.25%.


PositionTTM20252024202320222021202020192018201720162015
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
0.25%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


On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.35% for IBHD.

SOXX has the higher dividend yield at 0.25%, compared with 0.00% for IBHD.

IBHD is categorized as High Yield Bonds, while SOXX is Semiconductors. IBHD tracks Bloomberg 2024 Term High Yield and Income Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.35% for IBHD and 0.34% for SOXX.

Portfolio Optimizer

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