IDYN vs. SOXX

Last updated Jun 6, 2026

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. A 0.61 correlation means they provide meaningful diversification when combined. IDYN charges 0.40%/yr vs 0.34%/yr for SOXX.

Performance

IDYN vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Equity Factor Rotation Active ETF (IDYN) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDYN achieves a 6.26% return, which is significantly lower than SOXX's 79.35% return.

IDYN

• 1D: -2.79%
• 1M: -2.27%
• YTD: 6.26%
• 6M: 8.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -10.44%
• 1M: 9.63%
• YTD: 79.35%
• 6M: 74.82%
• 1Y: 149.94%
• 3Y*: 50.81%
• 5Y*: 31.00%
• 10Y*: 33.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDYN vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025
IDYN iShares International Equity Factor Rotation Active ETF	6.26%	10.87%
SOXX iShares Semiconductor ETF	79.35%	25.49%

Correlation

The correlation between IDYN and SOXX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 8, 2025	0.61

Return for Risk

IDYN vs. SOXX — Risk / Return Rank

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

SOXX

SOXX Risk / Return Rank: 94
SOXX Sharpe Ratio Rank: 96
SOXX Sortino Ratio Rank: 91
SOXX Omega Ratio Rank: 92
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 96

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.

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.

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

Sharpe Ratios by Period

	IDYN	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.25	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	0.43	+0.86

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.

Drawdown Indicators

	IDYN	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-12.68%	-70.21%	+57.53%
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	-6.16%	-12.33%	+6.17%
Average Drawdown Average peak-to-trough decline	-2.46%	-19.97%	+17.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.19%	—

Volatility

Volatility by Period

	IDYN	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.14%	35.87%	-18.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	36.40%	-19.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	33.60%	-16.46%

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 0.39%, more than SOXX's 0.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDYN iShares International Equity Factor Rotation Active ETF	0.39%	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	0.31%	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

Can I hold both IDYN and SOXX in my portfolio?

IDYN and SOXX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDYN or SOXX?

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.

Which ETF is cheaper, IDYN or SOXX?

SOXX is cheaper with a 0.34% expense ratio, compared with 0.40% for IDYN.

Which ETF pays a higher dividend yield, IDYN or SOXX?

IDYN has the higher dividend yield at 0.39%, compared with 0.31% for SOXX.

What is the main difference between IDYN and 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.