IBOT vs. SOXX
Compare and contrast key facts about VanEck Robotics ETF (IBOT) and iShares PHLX Semiconductor ETF (SOXX).
IBOT and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBOT is a passively managed fund by VanEck that tracks the performance of the BlueStar® Robotics Index. It was launched on Apr 5, 2023. 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 IBOT 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBOT or SOXX.
Performance
IBOT vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, IBOT achieves a 9.29% return, which is significantly lower than SOXX's 13.10% return.
IBOT
9.29%
1.62%
-2.34%
20.69%
N/A
N/A
SOXX
13.10%
-4.37%
-9.05%
26.75%
24.30%
23.12%
Key characteristics
| IBOT | SOXX | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.78 |
| Sortino Ratio | 1.45 | 1.22 |
| Omega Ratio | 1.18 | 1.16 |
| Calmar Ratio | 1.36 | 1.07 |
| Martin Ratio | 3.82 | 2.60 |
| Ulcer Index | 5.42% | 10.28% |
| Daily Std Dev | 20.65% | 34.27% |
| Max Drawdown | -19.16% | -70.21% |
| Current Drawdown | -7.72% | -18.38% |
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IBOT vs. SOXX - Expense Ratio Comparison
IBOT has a 0.47% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Correlation
The correlation between IBOT and SOXX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IBOT vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Robotics ETF (IBOT) and iShares PHLX 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.
Dividends
IBOT vs. SOXX - Dividend Comparison
IBOT's dividend yield for the trailing twelve months is around 1.88%, more than SOXX's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBOT VanEck Robotics ETF | 1.88% | 2.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.68% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
IBOT vs. SOXX - Drawdown Comparison
The maximum IBOT drawdown since its inception was -19.16%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IBOT and SOXX. For additional features, visit the drawdowns tool.
Volatility
IBOT vs. SOXX - Volatility Comparison
The current volatility for VanEck Robotics ETF (IBOT) is 5.01%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.04%. This indicates that IBOT 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.