IDYN vs. SOXX
IDYN (iShares International Equity Factor Rotation Active ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. IDYN is actively managed, while SOXX is passively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. IDYN charges 0.40%/yr vs 0.34%/yr for SOXX.
Performance
IDYN vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 9.17% return, which is significantly lower than SOXX's 68.76% return.
IDYN
- 1D
- 0.27%
- 1M
- 0.81%
- 6M
- 1.64%
- YTD
- 9.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
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) |
|---|---|---|---|
| $138.26K | $602.83K | $438.33K | |
| $6.22B | $5.65B | $5.89B |
IDYN vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 9.17% | 10.97% |
SOXX iShares Semiconductor ETF | 68.76% | 27.56% |
Correlation
The correlation between IDYN and SOXX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.62 |
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Return for Risk
IDYN vs. SOXX — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXX
IDYN vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.
| IDYN | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.99 | — |
| Martin ratioReturn relative to average drawdown | — | 16.43 | — |
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Drawdowns
IDYN vs. SOXX - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IDYN and SOXX.
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Drawdown Indicators
| IDYN | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -70.21% | +57.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -29.01% | — |
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 | -3.59% | -22.49% | +18.90% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -19.92% | +17.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.02% | — |
Volatility
IDYN vs. SOXX - Volatility Comparison
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Volatility by Period
| IDYN | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.11% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 38.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 44.40% | -27.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 38.25% | -21.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 34.55% | -17.41% |
IDYN vs. SOXX - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
IDYN vs. SOXX - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.82%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 1.82% | 0.42% | 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
IDYN and SOXX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.40% for IDYN.
IDYN has the higher dividend yield at 1.82%, compared with 0.29% for SOXX.
IDYN is categorized as Foreign Large Cap Equities, while SOXX is Semiconductors. Their fees differ too: 0.40% for IDYN and 0.34% for SOXX.
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